Scheduling deteriorating jobs to minimize makespan

We consider a single-machine problem of scheduling n independent jobs to minimize makespan, in which the processing time of job J_j grows by w_j with each time unit its start is delayed beyond a given common critical date d. This processing time is p_j if J_j starts by d. We show that this problem is NP-hard, give a pseudopolynomial algorithm that runs in time and O(nd) space, and develop a branch-and-bound algorithm that solves instances with up to 100 jobs in a reasonable amount of time. We also introduce the case of bounded deterioration, where the processing time of a job grows no further if the job starts after a common maximum deterioration date D > d. For this case, we give two pseudopolynomial time algorithms: one runs in O(n²d(D − d) time and O(nd(D − d)) space, the other runs in p_j)²) time and p_j) space. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 511–523, 1998     

指数寿命产品可靠性增长试验的Bayes分析

针对指数寿命产品的定时、定数截尾试验方案,推广了Mazzuchi-Soyer模型的应用范围。首先引入模型假设,以狄氏分布作为先验分布,综合利用产品研制的历史信息和专家信息,结合产品研制各阶段试验数据,给出了各阶段可靠性的联合后验分布。然后利用Gibbs抽样算法解决后验推断计算问题,得到各阶段产品可靠性的Bayes点估计和区间估计。最后给出产品可靠性增长分析实例,表明了模型的优越性。     

逐步Ⅰ型混合截尾试验下Burr部件的可靠性分析

在逐步Ⅰ型混合截尾试验下,研究了Burr部件寿命参数及可靠性指标的极大似然估计和Bayes估计.利用简单迭代方法,给出了寿命参数和可靠性指标的极大似然估计的数值解.然后利用Lindely Bayes近似算法得到了平方损失下寿命参数以及可靠性指标的Bayes估计.最后,运用Monte-Carlo方法对各估计结果作了模拟比较,结果表明Bayes估计较极大似然估计的误差小.     

近地卫星Ka频段数传链路抗雨衰自适应模式设计

针对近地卫星数传时的信道时变性和严重的Ka频段雨衰现象,采用自适应编码调制(Adaptive Coding and Modulation, ACM)技术能够充分利用链路资源,相对于传统的固定编码调制方式,进一步提高链路的数据吞吐量。提出近地卫星Ka频段数传链路ACM模式设计方法,在降雨环境下建立Ka频段数传链路模型,根据链路预算的信道状况确定ACM选用模式;采用基于导频符号的最大似然信噪比估计算法结合移动平均的平滑方法实现信道估计,有效地减小了估计值的波动。仿真结果表明,无论晴天还是雨天,采用提出的卫星数传链路ACM模式设计方法,能够在保证系统可靠性的同时获取较高的数据吞吐量。     

针对不同视场辅助信标的无人机目标定位方法

针对无人机在单站测角测距的目标定位过程中受无人机姿态角误差影响较大的问题,提出一种对辅助信标进行探测并与惯性传感器相结合的无人机姿态求解方法。建立基于容积卡尔曼滤波的惯性传感器姿态求解模型,采用梯度下降法对基于辅助信标的无人机位姿参数进行求解,并综合它们的结果对无人机的姿态偏差进行估计和校正,最后完成了不同视场条件下的目标定位和仿真计算。结果表明,所提方法对无人机目标定位精度有明显提高。     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

有限数量机载雷达目标覆盖价值算法

针对有限数量机载雷达目标覆盖价值问题,建立了机载雷达载机待选轨道中心点(COCP)概念;分析了COCP和目标点之间的关系,给出了有限数量机载雷达目标覆盖价值问题的数学模型。通过分析有限规模COCP集合的方法,建立了多个机载雷达部署约束条件的数学模型。通过对COCP集合和目标点集合进行约束排除和聚类,简化了研究问题。总结出了有限数量机载雷达目标覆盖价值数学模型的最优解和启发式次优解,实例仿真结果表明该模型和算法的有效性。     

基于模糊自适应变维Kalman滤波器的跟踪算法(英文)

针对不同阶数的Kalman滤波器具有不同的跟踪能力与跟踪效率之间存在的矛盾,设计了一种模糊自适应变维跟踪算法(FAVD)。该算法使用两级滤波器,根据目标机动性的变化,适当地调整滤波器的阶数,使跟踪结果快速收敛,很好地解决了矛盾。同时通过模糊推理机制,在线调节高阶滤波器的参数,使适用范围大大增强,提高自适应能力,从而使该算法可以采用较少的模型覆盖较多的目标运动模式,达到很好的跟踪滤波效果,计算量也会大大减小。通过对计算机仿真结果分析表明,提出的算法具有可靠、计算简便、快速等特点,模型滤波精度较高,并可实现实时跟踪预测,具有一定的理论价值和实用价值。     

Path optimization for the resource‐constrained searcher

We formulate and solve a discrete‐time path‐optimization problem where a single searcher, operating in a discretized three‐dimensional airspace, looks for a moving target in a finite set of cells. The searcher is constrained by maximum limits on the consumption of one or more resources such as time, fuel, and risk along any path. We develop a specialized branch‐and‐bound algorithm for this problem that uses several network reduction procedures as well as a new bounding technique based on Lagrangian relaxation and network expansion. The resulting algorithm outperforms a state‐of‐the‐art algorithm for solving time‐constrained problems and also is the first algorithm to solve multi‐constrained problems. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

极化域-空域联合估计在反辐射导弹抗诱偏中的应用研究

提出了将极化阵列应用到反辐射导引头上,导引头利用目标与诱饵的极化差异,采用极化域-空域联合估计方法抗诱偏。首先,利用波达方向矩阵法,估算出雷达与诱饵的空间二维到达角和极化参数,将估算出来的二维到达角信息为反辐射导引头提供导引,极化参数用来鉴别雷达与诱饵,从而达到抗诱偏的目的。然后,结合导弹运动方程及导引方程对反辐射导弹抗三点源诱偏进行了全弹道数字仿真,并且采用Monte-Carlo方法对全弹道仿真进行了多次实验,仿真结果证明了将极化域-空域联合估计应用于反辐射导引头抗诱偏的可行性。