A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts

Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014     

舰艇编队防空过程建模及分析

防空作战是大型水面舰艇编队的主要作战样式之一。运用PEPA(性能评价过程代数)方法对舰艇编队防空作战全过程进行有效建模,形式化描述了预警探测、情报传递、命令下达、防空拦截等作战主要过程。建立的PEPA模型具有层次化结构,考虑了要素间相互协作,体现了编队防空作战分布、并发的特点。通过对建立的PEPA模型进行性能指标选择和稳定状态分析,得到了不同因素对编队能力发挥的影响情况,获得了防空作战的基本要素组成,从而提供了一种解决舰艇编队问题的新方法。     

数值模拟气/气喷嘴速度比对燃烧性能的影响

为研究应用于全流量补燃循环发动机的不同气/气喷嘴得到的燃烧流场,通过求解NavierStokes方程组,对不同燃料与氧化剂速度比下的流动燃烧过程进行了数值计算,计算结果与实验结果吻合。仿真结果表明:增加速度比能使燃烧火焰面提前,燃烧效率变大。如果发动机的长度受到限制,可以适当增加速度比以实现高效燃烧。     

舰炮火控雷达实测误差时序特性分析建模

针对舰炮火控雷达高精度实时仿真建模的问题,运用高斯分布和正态平稳过程的两种误差序列生成方法,建立火控雷达简化仿真模型。通过对某火控雷达实测数据误差的统计及时序相关性分析,完成误差序列仿真生成与验证,给出了实现舰炮火控雷达探测误差仿真的优选方法。实践证明,正态平稳模型的误差生成方法可以有效满足新型舰炮仿真试验火控雷达建模要求。     

AFRICA'S TRIPLE TRANSITION

Sub-Saharan Africa has witnessed the end of foreign colonial rule, the rise and fall of autocratic political regimes, and the disappearance of statist command economies. The challenges were to turn populations into coherent nations owing allegiance to the state; to democratise the state structures that govern these populations; and to liberalise the rules that regulate economic transactions. An important source to assess these prospects are the views and attitudes of ordinary Africans. This essay reflects on the original data derived from a crossnational research project. Nine African states were surveyed between 1999 and 2000. An attempt is made to gather some propositions from the analysis of the data. Many present serious challenges to common wisdom about African politics. It appears that the process of nationbuilding has created coherent political communities with high levels of national identity; that democratising the state in Africa builds on existing indigenous demands from ordinary Africans; and that economic liberalisation proceeds in the face of a mixed set of values about market and state.     

Public opinion: A powerful predictor of U.S. defense spending

Public opinion survey responses regarding the desirability of changes in defense spending can be compressed into a single variable, the public opinion balance, which, when accompanied by a control variable measuring the proportion of responses in the “residuum” (no opinion or keep the status quo), permits an accurate prediction of subsequent changes in the rate of change of U.S. defense outlays from the mid‐1960s through the 1980s. This finding cannot be interpreted as a simple case of “the public got what it wanted,” however, because public opinion was not autonomous or spontaneous, and defense decision makers themselves played a central role in shaping public opinion.     

战场要素的认知处理

针对多弹编队飞行时如何判断当前复杂战场环境下的战场态势问题,采用层次分析法、属性识别理论方法和数据融合的方法,研究了实时认知处理战场要素模型问题。首先,对复杂战场要素进行分析,对这些战场要素进行分类;对不同的战场要素分别建立数学模型;然后,采用层次分析法和属性识别理论方法对导弹认知的数据进行评估,得到数据的精度评估等级后,采用数据融合方法对数据进行融合,得到融合后数据,以此对导弹中的数据进行实时更新。最后,将所建立的战场要素模型进行实例化仿真,仿真结果表明该方法的有效性。     

基于BER和CTMC的航天器发射组织过程可靠度模型

在航天器发射工程中,存在组织过程可靠性评估难以量化的问题。基于航天器发射组织过程的时间特性呈现多个子过程并发执行且子过程具有Markov性和齐次性的特点,使用连续时间Markov链(CTMC)建立多吸收态的组织过程可靠度模型,利用互模拟等价关系(BER)简化组织过程的状态空间,并进一步给出各种状态转移率和组织过程可靠度计算方法。最后,通过数据分析说明模型在航天器发射工程进度计划评估中的作用和意义。     

随机共振在微弱信号检测中的数值仿真

对基于非线性双稳系统随机共振的微弱信号检测技术进行数值研究,利用随机共振机制,浸入在噪声中的微弱信号可以得到有效的放大与增强。给出了基于Runge Kutta算法的双稳系统随机共振模型的求解方法,提出了利用随机共振检测微弱非周期信号的一种新思路。数值仿真结果表明,该方法不仅可以检测出强噪声极低频的微弱周期信号,而且可以对非周期信号进行有效的检测。     

运动模糊图像的运动模糊方向鉴别

曝光瞬间造成图像模糊的运动通常作为直线运动近似处理,若能找出模糊图像的运动模糊方向,并将之旋转到水平轴,则二维问题可简化为一维来处理,大大简化由模糊图像估计出运动模糊点扩散函数以及图像恢复的过程,并为图像恢复的并行计算创造有利条件。由于运动模糊降低了运动方向上图像的高频成分,沿着运动方向实施高通滤波(方向微分),可保证微分图像灰度值(绝对值)之和最小。基于此,本文利用双线性插值的方法,固定并适当选取方向微分的微元大小,构造出3×3方向微分乘子,得到了高效高精度的自动鉴别运动模糊方向的新方法,并通过数值实验进行了验证。