Discrete stochastic optimization using variants of the stochastic ruler method

We present two random search methods for solving discrete stochastic optimization problems. Both of these methods are variants of the stochastic ruler algorithm. They differ from our earlier modification of the stochastic ruler algorithm in that they use different approaches for estimating the optimal solution. Our new methods are guaranteed to converge almost surely to the set of global optimal solutions under mild conditions. We discuss under what conditions these new methods are expected to converge faster than the modified stochastic ruler algorithm. We also discuss how these methods can be used for solving discrete optimization problems when the values of the objective function are estimated using either transient or steady‐state simulation. Finally, we present numerical results that compare the performance of our new methods with that of the modified stochastic ruler algorithm when applied to solve buffer allocation problems. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

基于模糊多属性决策的威胁度评估与排序研究

应用模糊多属性决策理论与方法,提出一种对多批目标威胁度大小综合评估和排序的方法。此方法用模糊集和模糊数来定义和表述问题,应用模糊多属性决策方法和模糊算法实现威胁度评估并排序,使结果更能逼近于真实的空中态势状态,有利于现代实战环境中实现作战指挥决策的科学化。     

拖航安全性影响因素权值的确定方法

运用重要度排序指数法对拖航安全性影响因素的权重进行评价,对变权综合决策方法在舰船拖带中的应用进行了探讨.针对舰船拖带这一多目标决策问题建立了决策模型,对于影响拖带安全的主要指标的权重给出了相应的计算方法,并通过实例对拖带方案进行了评估,为舰船拖带的最优化评定提供了有效的解决途径.     

基于U-D分解滤波的交互多模型算法

简要回顾了基于相控阵雷达的三维空间中机动目标建模与自适应跟踪的机理,针对交互多模型算法在其跟踪应用过程中可能会出现的滤波发散问题,提出了一种基于U-D分解的交互多模型目标跟踪算法.该算法可以有效地限制交互多模型算法滤波计算过程中的滤波发散的可能性,从而使得IMM算法更加稳定.     

目标打击价值的灰色决策分析

目标价值分析是舰艇指控系统进行目标分配和火力通道组织的基础性工作.为了评估目标价值大小,从分析影响目标价值大小的主要因素着手,将其归结为多目标决策中的方案排序问题,用灰色关联分析法建立了战场多目标打击顺序的评估模型.实例计算分析表明,所提出的方法较好地解决了评估中的多指标问题,计算结果与实际经验判断非常吻合,弥补了指挥员主观判断上的某些缺陷,为舰艇指控系统适时进行目标打击价值分析提供了一种有效的参考处理方法.     

一种基于Q-R矩阵分解的自适应滤波算法

由于计算误差等因素的影响,致使滤波协方差阵不对称或负定,从而导致滤波器发散,影响滤波算法的收敛速度和稳定性。在机动加速度"当前"统计自适应卡尔曼滤波算法的基础上,引入了基于Q-R矩阵分解的自适应卡尔曼滤波算法。将协方差阵分解为两个矩阵的乘积,来保证协方差矩阵的正定性。仿真结果表明,该算法可以较好地跟踪机动目标,具有精度高、稳定好、收敛快等特点。     

数据融合中的Dempster-Shafer证据理论

虽然 D- S方法已广泛地应用于各种数据融合系统中 ,但在实际应用中依然存在着许多困难。总结了数据融合应用中的 Dempster- Shafer证据理论研究概况 ,从四个方面阐述和对比分析了一些有代表性的研究成果 ;同时为下一步的研究提出了新的课题和思路     

Bayesian sampling plans for exponential distributions with interval censored samples

This article studies the problem of designing Bayesian sampling plans (BSP) with interval censored samples. First, an algorithm for deriving the conventional BSP is proposed. The BSP is shown to possess some monotonicity. Based on the BSP and using the property of monotonicity, a new sampling plan modified by the curtailment procedure is proposed. The resulting curtailed Bayesian sampling plan (CBSP) can reduce the duration time of life test experiment, and it is optimal in the sense that its associated Bayes risk is smaller than the Bayes risk of the BSP if the cost of the duration time of life test experiment is considered. A numerical example to compute the Bayes risks of BSP and CBSP and related quantities is given. Also, a Monte Carlo simulation study is performed to illustrate the performance of the CBSP compared with the BSP. The simulation results demonstrate that our proposed CBSP has better performance because it has smaller risk. The CBSP is recommended. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 604–616, 2015     

纯方位跟踪时利用方位变化规律检测目标机动问题

针对纯方位跟踪中目标变向变速机动导致方位信息可能出现的非平滑变化,首先推导出观测平台与目标均匀速直航时目标方位变化的准确规律,运用最小二乘估计法选取了模型参数并设定了阈值的大小,并设计出具体的算法流程,通过仿真计算,对本算法的可行性进行了验证。结果表明,方位变化规律作为目标机动检测的证据具有一定的可行性,但在一些特殊的态势下,检测灵敏度不高,并对这些态势时行了分析。     

基于无偏GM(1,1)幂模型的意图威胁建模

在态势威胁的基础上,利用无偏GM(1,1)幂模型设计了一种敌机意图威胁的模型。首先,提出了素质因子和探测概率因子,在此基础上,建立了改进的态势威胁模型。然后,将角度作为特征量对敌机机动进行预测,并建立了意图威胁模型。最后,分别对态势威胁和意图威胁模型进行仿真。结果表明,意图威胁模型行之有效。