噪声统计的Bayes 极大验后估计与系统自适滤波

对于具有测量的线性离散系统,在系统动力学噪声与测量统计特性未知的情况下,本文推导出了噪声统计特性在具有正态－逆Ｗｉｓｈａｒｔ分布验前信息情况之下的Ｂａｙｅｓ极大验后（ＭＡＰ）估计及其实时迫近,从而获得了系统的自适应滤波     

战斗机末端机动的非线性模型预测控制规避策略

利用非线性模型预测控制的思想建立了战斗机末端规避导弹的机动策略求解方法。根据导弹与战机的空战态势,建立了导弹与战机的相对运动微分方程;将导弹的导引律引入到导弹运动模型中,与飞机模型一起构建了系统预测模型,并对飞机和导弹的运动约束进行了分析。通过对导弹结构限制和战术特性的分析,给出了飞机机动规避导弹的性能指标,进而建立了机动规避导弹的最优控制模型。利用高斯伪谱法对模型进行求解,采用滚动优化策略实现了对机动规避策略的闭环求解。针对导弹气动参数和导航比未知以及相对测量量具有噪声的问题,利用极大似然法对导弹的气动参数和导航比进行估计,实现了对系统预测模型的反馈校正。仿真结果表明,此方法能够实现对导弹的机动规避。     

舰炮武器系统最大有效射程研究

舰炮武器系统最大有效射程是指系统在规定的射击条件下,对规定目标,使用规定弹药射击时能达到规定射击效力指标要求的最大作用距离。系统使用不同的弹药对付不同类型目标,最大有效射程是不同的。本文界定了舰炮武器系统最大射程和最大有效射程的关系,从舰炮武器系统弹丸存速、毁伤能力、系统精度及系统稳定性等方面入手,分析了影响系统对空和对海(岸)最大有效射程的各种因素,并提出了确定最大有效射程的方法和准则,为舰炮武器系统设计及使用提供了有力的理论基础。     

基于粗集和最大熵的模式识别方法

用基于属性约简的粗集理论找出条件属性的最小属性集。对属性间为不确定因果关系的模式,计算在最大熵情况下发生的概率,通过比较概率来进行模式识别,实例分析和结论部分说明这种方法是有效的。     

Discriminating between the Weibull and log‐normal distributions

Log‐normal and Weibull distributions are the most popular distributions for modeling skewed data. In this paper, we consider the ratio of the maximized likelihood in choosing between the two distributions. The asymptotic distribution of the logarithm of the maximized likelihood ratio has been obtained. It is observed that the asymptotic distribution is independent of the unknown parameters. The asymptotic distribution has been used to determine the minimum sample size required to discriminate between two families of distributions for a user specified probability of correct selection. We perform some numerical experiments to observe how the asymptotic methods work for different sample sizes. It is observed that the asymptotic results work quite well even for small samples also. Two real data sets have been analyzed. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Properties of some stochastic orders: A unified study

The notions of the likelihood ratio order of degree s (s ≥ 0) are introduced for both continuous and discrete integer‐valued random variables. The new orders for s = 0, 1, and 2 correspond to the likelihood ratio, hazard rate, and mean residual life orders. We obtain some basic properties of the new orders and their up shifted stochastic orders, and derive some closure properties of them. Such a study is meaningful because it throws an important light on the understanding of the properties of the likelihood ratio, hazard rate, and mean residual life orders. On the other hand, the properties of the new orders have potential applications. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

最大生存概率下的编队防空目标分配研究

为研究编队目标武器分配方法,分析了编队防空体系在作战过程中武器系统火力单元状态、分配决策矩阵和目标序列状态的动态更新形式,建立了以编队生存概率最大为最优函数的动态目标分配优化模型。描述了仿真环境,运用不确定目标序列对分配过程进行了仿真。结果表明,所建立的模型能够反映实际情况,得到的关于集火、转火射击和优先分配策略对模型的工程应用具有实际指导意义。     

Double Mover–Stayer model on customer switching in telecommunications industry

Customer acquisition and customer retention are the most important challenges in the increasingly competitive telecommunications industry. Traditional studies of customer switching always assume that customers are homogeneous, and thus that model customer switching behavior follows a Markov formulation. However, this postulation is obviously inappropriate in most instances. Blumen et al. (Cornell Studies of Industrial and Labor Relations, Cornell University Press, Ithaca, NY, 1955) developed the Mover–Stayer (MS) model, a generalization of the Markov chain model, to relax the requirement of homogeneity and allow the presence of heterogeneity with two different types of individuals—“stayers,” who purchase the same kinds of products or services throughout the entire observation period; and “movers,” who look for variety in products or services over time. There are two purpose of this article. First, we extend the MS model to a Double Mover‐Stayer (DMS) model by assuming the existence of three types of individuals in the market: (1) stable and loyal customers, who have stable usage within the same company; (2) instable but loyal customers, whose usage varies within the same company over time; and (3) disloyal customers, who switch from one company to another to seek for new experiences or/and benefits. We also propose an estimation method for the DMS model. Second, we apply the DMS model to telecommunications data and demonstrate how it can be used for pattern identification, hidden knowledge discovery, and decision making. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

多源信息的验前分布融合方法研究

验前分布的获取和表示是B ayes理论应用中的一个关键问题。针对目前多源验前信息融合中存在的过分依赖专家信息的问题,提出了一种基于第2类极大似然估计原理(M L-II)确定验前分布权重的方法,该方法将现场试验数据看作是由其边缘分布产生的样本,然后根据不同验前分布下现场样本似然性的大小来确定其在验前分布融合中的作用,并以此进一步确定不同验前分布的权重因子。最后通过算例证明了该方法比基于专家信息的融合方法更为合理和有效。     

机载雷达与地面雷达的最大似然配准算法

空、地多雷达配准是空地一体化预警的前提。通过建立空中运动雷达与地面静止雷达的配准模型,以最大似然算法为基础,导出其空间系统误差配准参数及目标运动状态估计的具体公式,并对系统误差估计值的卡拉美-罗界进行了讨论。仿真结果表明,该算法具有较快的迭代收敛速度和较好的配准效果。