Statistical analysis for masked system life data from Marshall‐Olkin Weibull distribution under progressive hybrid censoring

This paper considers the statistical analysis of masked data in a series system, where the components are assumed to have Marshall‐Olkin Weibull distribution. Based on type‐I progressive hybrid censored and masked data, we derive the maximum likelihood estimates, approximate confidence intervals, and bootstrap confidence intervals of unknown parameters. As the maximum likelihood estimate does not exist for small sample size, Gibbs sampling is used to obtain the Bayesian estimates and Monte Carlo method is employed to construct the credible intervals based on Jefferys prior with partial information. Numerical simulations are performed to compare the performances of the proposed methods and one data set is analyzed.     

基于相位估计的湍流降质图像盲复原

地基望远镜观测的空间目标图像受大气湍流的影响,其分辨率受到很大的限制。为了提高湍流降质图像的复原效果,提出一种改进的盲解卷积方法。首先,考虑观测图像受到高斯噪声和泊松噪声的干扰,推导出基于混合噪声模型的盲解卷积代价函数;然后,根据傅里叶光学原理,利用波前相位表示点扩展函数,将点扩展函数从像素值估计转换为参数估计;最后,通过参数化表示方式,将代价函数寻优从约束最优化问题转换为无约束最优化问题。模拟实验结果验证了本文模型与数值算法的有效性。     

监视雷达低仰角测角方法分析与工程实现

监视雷达天线孔径较小、垂直波束较宽,当雷达天线低仰角探测目标时,波束打地严重,测量易受多路径影响,仰角测量精度难以满足要求.先对现代雷达常用的和差比幅与比相两种测角方法进行了分析,然后以相控阵天线为例,对两者在低仰角下的测向精度进行了仿真和深入分析.最后结合两种方法的优缺点,对某Ⅰ型监视雷达样机进行改进,使其满足比幅比相混合型测角的条件,并对改进后的样机作动态对比试验,再次证明两种常用测角算法在低仰角下的优劣,为工程应用提供参考.     

大地靶场地面散射特性的测试方法

通过对大地靶场地面电磁环境特性的分析,依照大地靶场对武器系统工作状态的影响,提出了大地靶场地面散射特性的测试原理。同时对测量方法、测量系统等,也作了具体的分析论证,这对武器系统的研制、生产、试验等环节及地杂波特性的研究具有重要的意义。     

Production/distribution system design with inventory considerations

This study addresses the design of a three‐stage production/distribution system where the first stage includes the set of established retailers and the second and third stages include the sets of potential distribution centers (DCs) and potential capacitated suppliers, respectively. In this problem, in addition to the fixed location/operating costs associated with locating DCs and suppliers, we consider the coordinated inventory replenishment decisions at the located DCs and retailers along with the appropriate inventory costs explicitly. In particular, we account for the replenishment and holding costs at the retailers and selected DCs, and the fixed plus distance‐based transportation costs between the selected plants and their assigned DCs, and between the selected DCs and their respective retailers, explicitly. The resulting formulation is a challenging mixed‐integer nonlinear programming model for which we propose efficient heuristic solution approaches. Our computational results demonstrate the performance of the heuristic approaches as well as the value of integrated decision‐making by verifying that significant cost savings are realizable when the inventory decisions and costs are incorporated in the production distribution system design. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 59: 172–195, 2012     

不同损失函数下指数-泊松分布的Bayes估计

基于定数截尾样本,在熵损失、Linex损失和刻度平方损失函数下,给出了指数-泊松分布参数的Bayes估计,并证明了所给估计都是容许的。最后给出了随机模拟例子,对所给估计结果的优良性进行了分析比较。     

混合均衡问题和不动点问题的公共元的迭代算法

在Hilbert空间中,利用超梯度算法,用以逼近混合均衡问题的解集与半压缩映像不动点集的公共元,并且证明了该算法的收敛性。使用新的分析技巧证明了一个强收敛定理。     

A mathematical programming approach for improving the robustness of least sum of absolute deviations regression

This paper discusses a novel application of mathematical programming techniques to a regression problem. While least squares regression techniques have been used for a long time, it is known that their robustness properties are not desirable. Specifically, the estimators are known to be too sensitive to data contamination. In this paper we examine regressions based on Least‐sum of Absolute Deviations (LAD) and show that the robustness of the estimator can be improved significantly through a judicious choice of weights. The problem of finding optimum weights is formulated as a nonlinear mixed integer program, which is too difficult to solve exactly in general. We demonstrate that our problem is equivalent to a mathematical program with a single functional constraint resembling the knapsack problem and then solve it for a special case. We then generalize this solution to general regression designs. Furthermore, we provide an efficient algorithm to solve the general nonlinear, mixed integer programming problem when the number of predictors is small. We show the efficacy of the weighted LAD estimator using numerical examples. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Dynamic learning,pricing, and ordering by a censored newsvendor

We address the problem of determining optimal ordering and pricing policies in a finite‐horizon newsvendor model with unobservable lost sales. The demand distribution is price‐dependent and involves unknown parameters. We consider both the cases of perishable and nonperishable inventory. A very general class of demand functions is studied in this paper. We derive the optimal ordering and pricing policies as unique functions of the stocking factor (which is a linear transformation of the safety factor). An important expression is obtained for the marginal expected value of information. As a consequence, we show when lost sales are unobservable, with perishable inventory the optimal stocking factor is always at least as large as the one given by the single‐period model; however, if inventory is nonperishable, this result holds only under a strong condition. This expression also helps to explain why the optimal stocking factor of a period may not increase with the length of the problem. We compare this behavior with that of a full information model. We further examine the implications of the results to the special cases when demand uncertainty is described by additive and multiplicative models. For the additive case, we show that if demand is censored, the optimal policy is to order more as well as charge higher retail prices when compared to the policies in the single‐period model and the full information model. We also compare the optimal and myopic policies for the additive and multiplicative models. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

基于Q-MMSPF的海杂波多重分形互相关分析和目标检测

提出一种研究长程互相关和多重分形的新方法——Q阶混合矩结构分割函数法(Q-MMSPF),并利用Q-MMSPF分析了海杂波时间序列的多重分形互相关特征。通过对实测海杂波数据的计算分析发现,海杂波互相关多重分形特征较弱,目标信号之间的互相关多重分形特征明显,而目标信号与海杂波之间的互相关多重分形程度介于二者之间。据此,本文采用一种新的特征值进行海杂波背景下的目标检测。通过对不同条件下的实测海杂波数据验证,表明使用本文提出的特征值测量方法可以十分有效地检测出海杂波背景下的小弱目标。