Estimating failure time distribution and its parameters based on intermediate data from a Wiener degradation model

Instead of measuring a Wiener degradation or performance process at predetermined time points to track degradation or performance of a product for estimating its lifetime, we propose to obtain the first‐passage times of the process over certain nonfailure thresholds. Based on only these intermediate data, we obtain the uniformly minimum variance unbiased estimator and uniformly most accurate confidence interval for the mean lifetime. For estimating the lifetime distribution function, we propose a modified maximum likelihood estimator and a new estimator and prove that, by increasing the sample size of the intermediate data, these estimators and the above‐mentioned estimator of the mean lifetime can achieve the same levels of accuracy as the estimators assuming one has failure times. Thus, our method of using only intermediate data is useful for highly reliable products when their failure times are difficult to obtain. Furthermore, we show that the proposed new estimator of the lifetime distribution function is more accurate than the standard and modified maximum likelihood estimators. We also obtain approximate confidence intervals for the lifetime distribution function and its percentiles. Finally, we use light‐emitting diodes as an example to illustrate our method and demonstrate how to validate the Wiener assumption during the testing. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Optimum step‐stress accelerated life test plans for log‐location‐scale distributions

This article presents new tools and methods for finding optimum step‐stress accelerated life test plans. First, we present an approach to calculate the large‐sample approximate variance of the maximum likelihood estimator of a quantile of the failure time distribution at use conditions from a step‐stress accelerated life test. The approach allows for multistep stress changes and censoring for general log‐location‐scale distributions based on a cumulative exposure model. As an application of this approach, the optimum variance is studied as a function of shape parameter for both Weibull and lognormal distributions. Graphical comparisons among test plans using step‐up, step‐down, and constant‐stress patterns are also presented. The results show that depending on the values of the model parameters and quantile of interest, each of the three test plans can be preferable in terms of optimum variance. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

关于半鞅向量随机积分的两个结果

首先利用半鞅Girsanov定理与闭图像定理证明了:若{Xn}是带滤基的完备概率空间(Ω,F,F,P)中的一列半鞅,其中滤基F=(Ft)t≥0满足通常条件,且{Xn}在关于P的Emery拓扑空间中收敛于X,则当概率测度Q相似文献   

Mean residual life of coherent systems consisting of multiple types of dependent components

Mean residual life is a useful dynamic characteristic to study reliability of a system. It has been widely considered in the literature not only for single unit systems but also for coherent systems. This article is concerned with the study of mean residual life for a coherent system that consists of multiple types of dependent components. In particular, the survival signature based generalized mixture representation is obtained for the survival function of a coherent system and it is used to evaluate the mean residual life function. Furthermore, two mean residual life functions under different conditional events on components’ lifetimes are also defined and studied.     

往返搜索发现概率仿真分析与应用

往返搜索是一种最常见的搜索样式,其搜索效能与搜索宽度、发现距离、搜索速度、突破速度等因素密切相关。在建立往返搜索行动模型的基础上,通过仿真实验得到耕耘数据,进而通过数据分析和处理得到往返搜索发现概率的经验公式。应用经验公式并结合声纳探测模型,对多搜索艇分段封锁搜索案例进行了优化研究。     

基于改良云模型的舰艇防空威胁评估

为了解决现有威胁评估模型存在不足,快速准确地对来袭空中目标进行威胁排序,提出了一种基于改良云模型的评估方法。针对舰艇防空作战目标特点,选取作战指标进行量化,对不同的定量指标和定性指标,分别采用离差最大化和改良云模型进行处理和赋权,通过Hamming距离计算贴近度,最后进行威胁综合排序。实例验证表明:该方法可以有效避免传统方法中人为确定各威胁指标权重的主观性,同时对定性指标的有效处理提高了评估准确性,为舰艇防空作战威胁评估提供了一条有效途径。     

导航精度对某型电视制导无人攻击机攻击性能影响

针对电视制导无人机的作战使用方式,分析了影响其攻击性能的因素;建立了导航精度与攻击无人机捕获目标概率之间的关系;基于捷联惯导的误差分析,对无人机中制导末段的导航精度进行了计算。构建了对无人攻击机目标捕获概率进行仿真计算的方案,建立了方案航迹,对其进行了中制导精度分析和目标捕获概率计算,结果表明导航精度和捕获概率直接相关。     

雷达侦察效能对防空兵群抗击效率的影响评估

从信息化条件下防空作战的实际需要出发,描述了搜索雷达与火控雷达的侦察效能对群抗击效率影响的基本特点,运用概率论和防空兵射击指挥理论,建立了防空兵群分散指挥和集中指挥时,搜索与火控雷达发现目标概率对群抗击效率影响的数学模型,结合实例计算分析了选择射击指挥方式时搜索雷达发现目标概率的临界值。     

基于模糊影响图的库存弹药事故概率分析

指出了传统概率计算方法的局限性,提出了一种基于模糊影响图的库存弹药事故概率分析方法,对模糊影响图模型的构建过程和算法进行了描述;最后以弹药被盗事故为例进行了实例分析,并得出了结论。     

基于多帧的帧同步检测

阐述了帧同步检测的实质,分析了利用大数判决和基于统计的多帧检测算法,并对上述算法进行了仿真。由仿真结果可以看出,多帧检测的性能显著提高,并且多帧检测信噪比的适用范围比单帧的宽。