失效概率函数求解的高效算法

结合基于分数矩约束的极大熵方法和替代模型法,发展了一种失效概率函数求解的高效算法。所提算法的基本思路是利用自主学习的迭代Kriging方法来构造失效概率函数,即采用较少的训练样本来构造粗糙的失效概率函数,在此基础上通过添加新的违反学习函数约束的样本来更新失效概率函数,直到达到精度要求。对于每一个分布参数的训练样本点,所提方法采用分数矩约束的极大熵法来求解相应的失效概率样本。由于分数矩的计算采用了高效的降维积分,并且由于分数矩约束下极大熵法中优化策略高效地逼近了响应的概率密度函数,从而使得失效概率样本能够被高效高精度地估计出来。为了检验所提方法的精度及效率,给出了两个算例,对比了所提方法与已有的失效概率函数求解的Bayes公式法及Monte Carlo法等,结果表明,所提方法适用于求解复杂的功能函数问题,且在满足精度要求的基础上大大降低了计算量。     

Adaptive random search for continuous simulation optimization

We present, analyze, and compare three random search methods for solving stochastic optimization problems with uncountable feasible regions. Our adaptive search with resampling (ASR) approach is a framework for designing provably convergent algorithms that are adaptive and may consequently involve local search. The deterministic and stochastic shrinking ball (DSB and SSB) approaches are also convergent, but they are based on pure random search with the only difference being the estimator of the optimal solution [the DSB method was originally proposed and analyzed by Baumert and Smith]. The three methods use different techniques to reduce the effects of noise in the estimated objective function values. Our ASR method achieves this goal through resampling of already sampled points, whereas the DSB and SSB approaches address it by averaging observations in balls that shrink with time. We present conditions under which the three methods are convergent, both in probability and almost surely, and provide a limited computational study aimed at comparing the methods. Although further investigation is needed, our numerical results suggest that the ASR approach is promising, especially for difficult problems where the probability of identifying good solutions using pure random search is small. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

概率风险评估在核电站消防安全管理中的应用

介绍了概率风险评估与火灾概率风险评估的基本概念,详细论述了概率风险评估的主要内容及其在核电站火灾安全管理中的应用。     

某高炮武器系统作战效能评估

某高炮武器系统是我军近几年装备的一种性能优良、技术先进的新型防空武器系统,在反空袭作战中将发挥重要的作用,计算该系统的作战效能具有重要的军事价值和现实意义。建立了计算高炮武器系统对空中目标毁歼概率的数学模型,给出了作战效能评估的数学公式,分别计算了某高炮武器系统用X波段雷达、Ka波段雷达、电视激光方式工作时的作战效能。     

一种改进的雷达探测概率计算方法

基于对指挥自动化系统日常积累的雷达情报数据进行处理,提出了一种改进的雷达探测概率计算方法。综合考虑了目标在飞行过程中,RCS随着其与雷达相对位置的变化而变化的因素,对各个高度层上的航迹按距离取样间隔分段,统计各分段内的观测点数和发现点数,从而计算各距离取样间隔内的发现概率,再根据目标相对雷达的俯仰角和方位角对距离取样间隔中心点的探测距离进行修正。     

复杂电磁环境下搜索雷达探测概率仿真分析

为了具体分析复杂电磁环境对舰载搜索雷达的影响,针对搜索雷达干扰方式的数学模型,从研究搜索雷达探测概率的角度建立了作战效能模型.以这些数学模型为基础和依据,对海军作战仿真系统中,复杂电磁环境下舰载警戒搜索雷达探测概率进行了多次定量仿真计算,给出了主要数据结果.仿真计算结果与理论值基本吻合,证明仿真计算的结果是可靠的,能够反映复杂电磁环境对搜索雷达探测概率的实际影响.     

Statistical analysis of exponential lifetimes under an adaptive Type‐II progressive censoring scheme

In this article, a mixture of Type‐I censoring and Type‐II progressive censoring schemes, called an adaptive Type‐II progressive censoring scheme, is introduced for life testing or reliability experiments. For this censoring scheme, the effective sample size m is fixed in advance, and the progressive censoring scheme is provided but the number of items progressively removed from the experiment upon failure may change during the experiment. If the experimental time exceeds a prefixed time T but the number of observed failures does not reach m, we terminate the experiment as soon as possible by adjusting the number of items progressively removed from the experiment upon failure. Computational formulae for the expected total test time are provided. Point and interval estimation of the failure rate for exponentially distributed failure times are discussed for this censoring scheme. The various methods are compared using Monte Carlo simulation. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

计算声自导鱼雷直进射击成功概率的解析方法

为解决用仿真方法计算声自导鱼雷直进射击成功概率速度慢且计算的等概率线不光滑等问题,利用数学分析及概率统计的理论,给出了一个计算目标能进入直进射击的声自导鱼雷自导作用扇面概率的近似解析公式,并用仿真方法对这个公式进行了评价,数值实验发现,所得公式能满足一定的精度要求.     

尾流自导鱼雷双雷二次转角齐射

针对尾流自导鱼雷在小舷角或者大舷角态势下,使用正常的双雷平行齐射有可能导致鱼雷的入尾流角度θ不满足要求(在30°到150°之间)的问题,提出并建立了含θ为参数的双雷二次转角齐射模型,一方面通过鱼雷的二次转角来使入尾流角度满足要求,另一方面通过双雷齐射提高发现概率.仿真结果表明,该方法基本能够满足特殊态势条件下对于发现概率的射击要求,前提条件是要根据不同的态势及不同的目标运动要素情况,选择不同的θ以获得最佳的射击效果.     

变速跳频通信抗跟踪干扰性能的研究

针对常规跳频通信抗跟踪干扰能力差的问题,分析跟踪干扰原理,提出变速跳频通信。建立数学模型,在干扰容限、压制比和追踪概率方面进行理论分析,分析变速跳频通信抗跟踪干扰对误码率的性能,并用MATLAB进行仿真验证。