The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Nonperiodic preventive maintenance for repairable systems

As a complex system with multiple components usually deteriorates with age, preventive maintenance (PM) is often performed to keep the system functioning in a good state to prolong its effective age. In this study, a nonhomogeneous Poisson process with a power law failure intensity is used to describe the deterioration of a repairable system, and the optimal nonperiodic PM schedule can be determined to minimize the expected total cost per unit time. However, since the determination of such optimal PM policies may involve numerous uncertainties, which typically make the analyses difficult to perform because of the scarcity of data, a Bayesian decision model, which utilizes all available information effectively, is also proposed for determining the optimal PM strategies. A numerical example with a real failure data set is used to illustrate the effectiveness of the proposed approach. The results show that the optimal schedules derived by Bayesian approach are relatively more conservative than that for non‐Bayesian approach because of the uncertainty of the intensity function, and if the intensity function are updated using the collected data set, which indicates more severe deterioration than the prior belief, replacing the entire system instead of frequent PM activities before serious deterioration is suggested. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

多轴向织物层合板层间剪切强度有限元分析与实验研究

用VIMP工艺制备了UD、0/45/-45、0/45/90/-45三种多轴向织物增强,四种厚度的GFRP层合板试样,采用短梁剪切实验考察了层间剪切强度和破坏模式。建立了GFRP层合板短梁剪切试样有限元模型,计算了内部层间剪应力分布。结合计算和实验结果分析表明层合板存在由宽度方向层间剪应力变化导致的自由边缘效应,含偏轴铺层的层合板更容易发生边缘开裂破坏。厚度相同时0/45/-45多轴向织物增强层合板的层间剪切强度最高。短梁剪切强度测试存在尺寸效应,随着厚度的增加,强度下降,样品波动系数增大。     

基于抗差Kalman滤波的航空发动机测试数据预处理技术

针对使用标准Kalman滤波算法不能准确处理包含粗差的航空发动机测试数据的问题,在分析标准Kalman滤波算法准则和观测误差对滤波估计结果影响的基础上,采用动态调整观测信息在滤波估计结果中权重的方法,给出了基于抗差M估计理论的抗差Kalman滤波准则和递推公式。对不同的发动机测试数据分别采取序列滤波的方法,减少了运算量。基于常加速度模型,建立了测量参数的状态空间方程和测量方程。以包含粗差的某型涡扇发动机稳定工作过程的模拟测量数据为例,采用所设计的抗差Kalman滤波器对其进行预处理,与标准Kalman滤波算法处理的结果对比表明,在模型误差一定的情况下,抗差Kalman滤波算法具有更好的估计精度。     

镜像法求解导体球外点电荷电场的代数解

用代数法求解了导体球外点电荷在空间产生的静电场。得到了能反映导体球中自由电荷性质的新解该结果既符合唯一性定理,又有明确的物理含义。     

角色扮演法在实践教学中的应用——以《公共关系学》课程为例

角色扮演法是一种以＂学生＂为中心,以＂体验—思考—行动＂为逻辑顺序的教学方法,这种实践教学方法更有利于学生和教师＂成才＂和＂成人＂。角色扮演法在《公共关系学》课程实践教学应用中有四个步骤：经典场景设定、角色分配准备、角色扮演实施和案例讨论总结。应通过多种途径大力倡导角色扮演法在《公共关系学》课程实践教学中的应用,实施以角色外聘为主的角色扮演法。     

RBF神经网络在深V型滑行艇阻力预报中的应用

基于SV、JYK系列滑行艇的阻力、浸湿面积、航行纵倾角试验数据,采用RBF神经网络建立了深V型滑行艇阻力预报数值图谱;针对艇艉底部横向斜升角变化的有限试验数据,提出了一种基于小样本试验数据的阻力修正方法。试验表明,该方法对深V型滑行艇(折角线长度与最大折角线宽度比在4~5.5,面积负荷系数在5.5~7,重心纵向相对位置在3%~9%,艉部艇底斜升角在5°~25°之间变化)阻力预报是可行的。在相同精度下,针对该文研究的问题,RBF神经网络所需时间少于BP神经网络。     

基于蒙特卡罗方法的多散射修正模型

针对现有的基于蒙特卡罗方法的非视线传输模型的不足和局限性,提出了基于蒙特卡罗方法的多散射修正模型,给出了模型的数学描述。利用坐标系变换方法,得出了光子迁移的坐标递推公式。设计了接收判断机制,给出了到达时间的计算公式。通过跟踪大量光子的随机迁移,验证了光子传输的多散射现象。绘制了接收天线功率密度曲线,模拟了脉冲展宽效应。比较结果表明,在满足单散射近似的条件下,该模型与Luett-gen单散射模型吻合较好;在不满足单散射近似条件时,该模型得出的接收功率密度大于Luettgen单散射模型的接收功率密度,分析了结果的正确性,并指出了现有模型信道零延迟的错误。理论分析表明,模型能准确反映信道的时延特性。     

交互式多模型粒子滤波算法综述

指出了交互式多模型方法和粒子滤波结合时存在的主要问题,围绕该问题,重点对国内外关于交互式多模型粒子滤波算法的相关研究成果进行整理和归纳,给出了典型的交互式多模型粒子滤波算法,综述了目前交互式多模型粒子滤波的应用情况,并指出了几个有价值研究方向。     

基于层间嵌入式多级支持向量机的特征选择

针对多故障样本一次性映射之后分类不理想,研究了多级层次式支持向量机,应用UCI数据仿真,结果表明该方法缩短了训练时间、提升了测试准确率、改善了样本的可分类性。由于误差积累,在此基础上,提出了层间嵌入式多级支持向量机,采用Abalone数据仿真,结果表明分类精度有所提高并减少了分类步骤。结合ReliefF算法,对制导设备的故障特征参数进行了选择。