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In this paper, we study the on‐line parameter estimation problem for a partially observable system subject to deterioration and random failure. The state of the system evolves according to a continuous time homogeneous Markov process with a finite state space. The system state is not observable, except for the failure state. The information related to the system state is available at discrete times through inspections. A recursive maximum likelihood (RML) algorithm is proposed for the on‐line parameter estimation of the model. The RML algorithm proposed in the paper is considerably faster and easier to apply than other RML algorithms in the literature, because it does not require projection into the constraint domain and calculation of the gradient on the surface of the constraint manifolds. The algorithm is illustrated by an example using real vibration data. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006 相似文献
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长管水击最大水击压强的解析 总被引:2,自引:0,他引:2
从管道水击微分方程的特征分析入手,提出了水击特征方程的黎曼不变量和网格分析解,建立了管道水击问题的近似解析解,给出了长管水击最大水击压强的计算表达式。通过实际算例对解析解和数值解结果进行了比较。对水击微分方程的重力项也进行了讨论。 相似文献
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接收机在进行窄带干扰抑制后,其输出信号的相关峰会发生分裂。使用传统的基于信号到达时间的抗转发欺骗干扰算法,会使得捕获锁定的相关值为真实信号的旁瓣。针对该问题提出一种基于局部相关值最大的时延检测方法,在真实信号相关峰分裂所产生的旁瓣与欺骗信号不重合前提下,通过对主瓣三个码片范围内最大值的搜索,保证捕获不会锁定在旁瓣,再选择局部最大值中的最早码相位点从而避免锁定到转发欺骗干扰。与传统的基于信号到达时间的抗转发欺骗干扰算法相比,在无窄带干扰情况下,所提算法性能相当;在存在窄带干扰情况下,其性能明显优于传统算法。通过数值仿真验证了方法的有效性。 相似文献
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在球形译码算法中,初始半径的选择与分配是影响算法性能与复杂度的重要因素.针对球形译码算法在低信噪比时复杂度高的问题,提出了一种新的基于V-BLAST信号模型的初始半径选择与(准)线性半径分配方案,并分析了应用该方案的两种典型球形译码算法流程的性能与复杂度,其分析方法适用于任意不均匀半径分配方案.分析与仿真表明,与传统的球形译码算法相比,在信噪比较低时,采用该方案的球形译码算法的复杂度显著降低;在较宽信噪比范围内,其误码率性能接近最大似然检测性能. 相似文献
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在前人研究的寿命分布类的基础上 ,给出一种新的寿命分布类的定义 ,并研究了其有关的性质 (主要是封闭性质 )。 相似文献
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Sareh Goli 《海军后勤学研究》2019,66(4):352-363
In this paper, we consider a coherent system with n independent and identically distributed components under the condition that the system is monitored at time instances t1 and t2 (t1 < t2). First, various mixture representations for reliability function of the conditional residual lifetime of the coherent system are derived under different scenarios at times t1 and t2 (t1 < t2). Several stochastic comparisons between two systems are also made based on the proposed conditional random variables. Then, we consider the conditional residual lifetime of the functioning components of the system given that j components have failed at time t1 and the system has failed at time t2. Some stochastic comparisons on the proposed conditional residual lifetimes are investigated. Several illustrative graphs and examples are also provided. 相似文献
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准确估计初始误差和制导工具误差是机动发射飞行器精度鉴定必须解决的重要问题之一,提出了一种基于非线性模型的误差估计新方法。给出了平台初始失准角向定向误差的转换方法,采用不动点迭代法实现真实视加速度的精确计算,将真实发射系的轨道参数表示为初始误差和工具误差的非线性函数,结合外测数据建立了同时估计初始误差、工具误差、外测系统误差、遥外测时间零点偏差的非线性模型,避免了初始误差的线性化近似。给出了Bayes极大后验估计方法,利用非线性模型和先验信息获得误差的最优估计,证明了估计方法的收敛性。仿真结果表明,所提方法提高了初始误差和工具误差的估计精度,并实现了测量数据的自校准。 相似文献
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In this article, we study reliability properties of m‐consecutive‐k‐out‐of‐n: F systems with exchangeable components. We deduce exact formulae and recurrence relations for the signature of the system. Closed form expressions for the survival function and the lifetime distribution as a mixture of the distribution of order statistics are established as well. These representations facilitate the computation of several reliability characteristics of the system for a given exchangeable joint distribution or survival function. Finally, we provide signature‐based stochastic ordering results for the system's lifetime and investigate the IFR preservation property under the formulation of m‐consecutive‐k‐out‐of‐n: F systems. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011 相似文献