改进的Canny算法在直焊缝图像缺陷边缘检测中的应用

对含有夹渣、气孔和裂纹缺陷的直焊缝X射线图像进行缺陷的边缘检测时,传统的Canny算法虽然可以检测出缺陷的边缘,但具有自适应差和容易出现伪边缘的缺点。提出了一种改进的Canny算法,对经过非极大值抑制后的梯度直方图,利用像素最值梯度和像素最值梯度方差自适应获取连接缺陷边缘所需的高、低阈值;同时也改进了计算梯度图像所需的模板。实验结果证明,改进的Canny算法不仅进一步抑制了噪声,也避免了伪边缘的出现,在保留缺陷的边缘细节方面具有良好的效果。     

Exact analysis of (R,s, S) inventory control systems with lost sales and zero lead time

We study an (R, s, S) inventory control policy with stochastic demand, lost sales, zero lead‐time and a target service level to be satisfied. The system is modeled as a discrete time Markov chain for which we present a novel approach to derive exact closed‐form solutions for the limiting distribution of the on‐hand inventory level at the end of a review period, given the reorder level (s) and order‐up‐to level (S). We then establish a relationship between the limiting distributions for adjacent values of the reorder point that is used in an efficient recursive algorithm to determine the optimal parameter values of the (R, s, S) replenishment policy. The algorithm is easy to implement and entails less effort than solving the steady‐state equations for the corresponding Markov model. Point‐of‐use hospital inventory systems share the essential characteristics of the inventory system we model, and a case study using real data from such a system shows that with our approach, optimal policies with significant savings in inventory management effort are easily obtained for a large family of items.     

An integral equation for the second moment function of a geometric process and its numerical solution

In this article, an integral equation satisfied by the second moment function M₂(t) of a geometric process is obtained. The numerical method based on the trapezoidal integration rule proposed by Tang and Lam for the geometric function M(t) is adapted to solve this integral equation. To illustrate the numerical method, the first interarrival time is assumed to be one of four common lifetime distributions, namely, exponential, gamma, Weibull, and lognormal. In addition to this method, a power series expansion is derived using the integral equation for the second moment function M₂(t), when the first interarrival time has an exponential distribution.     

控制性能评价与监控理论的研究进展

自Harris(1989)提出最小方差控制基准以来,控制性能评价与监控技术受到了极大的关注,并取得了大量的成果.学者们在最小方差基准的基础上提出了广义最小方差基准、用户定义基准、基于模型的基准等多种评价方法,并由最初的单输入单输出系统推广到了多输入多输出系统、时变系统等.仔细回顾了控制性能评价与监控理论的发展历程,并指出该领域面临的主要问题以及未来的发展方向.     

A new importance sampling Monte Carlo method for a flow network reliability problem

The exact evaluation of the probability that the maximum st‐flow is greater than or equal to a fixed demand in a stochastic flow network is an NP‐hard problem. This limitation leads one to consider Monte Carlo alternatives. In this paper, we propose a new importance sampling Monte Carlo method. It is based on a recursive use of the state space decomposition methodology of Doulliez and Jamoulle during the simulation process. We show theoretically that the resulting estimator belongs to the variance‐reduction family and we give an upper bound on its variance. As shown by experimental tests, the new sampling principle offers, in many cases, substantial speedups with respect to a previous importance sampling based on the same decomposition procedure and its best performances are obtained when highly reliable networks are analyzed. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 204–228, 2002; DOI 10.1002/nav.10004     

Optimal pricing and inventory control policy in periodic‐review systems with fixed ordering cost and lost sales

This paper studies a periodic‐review pricing and inventory control problem for a retailer, which faces stochastic price‐sensitive demand, under quite general modeling assumptions. Any unsatisfied demand is lost, and any leftover inventory at the end of the finite selling horizon has a salvage value. The cost component for the retailer includes holding, shortage, and both variable and fixed ordering costs. The retailer's objective is to maximize its discounted expected profit over the selling horizon by dynamically deciding on the optimal pricing and replenishment policy for each period. We show that, under a mild assumption on the additive demand function, at the beginning of each period an (s,S) policy is optimal for replenishment, and the value of the optimal price depends on the inventory level after the replenishment decision has been done. Our numerical study also suggests that for a sufficiently long selling horizon, the optimal policy is almost stationary. Furthermore, the fixed ordering cost (K) plays a significant role in our modeling framework. Specifically, any increase in K results in lower s and higher S. On the other hand, the profit impact of dynamically changing the retail price, contrasted with a single fixed price throughout the selling horizon, also increases with K. We demonstrate that using the optimal policy values from a model with backordering of unmet demands as approximations in our model might result in significant profit penalty. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

模糊随机变量的模糊概率特征的性质

应用模糊数理论 ,给出了模糊随机变量的数学期望和模糊随机变量的方差的定义 ,并研究讨论了模糊随机变量的数学期望和模糊随机变量的方差的性质。研究结果进一步丰富和完善了模糊随机变量理论。     

Response surface analysis of two‐stage stochastic linear programming with recourse

We apply the techniques of response surface methodology (RSM) to approximate the objective function of a two‐stage stochastic linear program with recourse. In particular, the objective function is estimated, in the region of optimality, by a quadratic function of the first‐stage decision variables. The resulting response surface can provide valuable modeling insight, such as directions of minimum and maximum sensitivity to changes in the first‐stage variables. Latin hypercube (LH) sampling is applied to reduce the variance of the recourse function point estimates that are used to construct the response surface. Empirical results show the value of the LH method by comparing it with strategies based on independent random numbers, common random numbers, and the Schruben‐Margolin assignment rule. In addition, variance reduction with LH sampling can be guaranteed for an important class of two‐stage problems which includes the classical capacity expansion model. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 753–776, 1999     

A novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise,minimum mean square variance criterion and least mean square adaptive filter

Underwater acoustic signal processing is one of the research hotspots in underwater acoustics. Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing. Owing to the complexity of marine environment and the particularity of underwater acoustic channel, noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing. In order to solve the dilemma, we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), minimum mean square variance criterion (MMSVC) and least mean square adaptive filter (LMSAF). This noise reduction technique, named CEEMDAN-MMSVC-LMSAF, has three main advantages: (i) as an improved algorithm of empirical mode decomposition (EMD) and ensemble EMD (EEMD), CEEMDAN can better suppress mode mixing, and can avoid selecting the number of decomposition in variational mode decomposition (VMD); (ii) MMSVC can identify noisy intrinsic mode function (IMF), and can avoid selecting thresholds of different permutation entropies; (iii) for noise reduction of noisy IMFs, LMSAF overcomes the selection of decomposition number and basis function for wavelet noise reduction. Firstly, CEEMDAN decomposes the original signal into IMFs, which can be divided into noisy IMFs and real IMFs. Then, MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs. Finally, both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained. Compared with other noise reduction techniques, the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals, which has the better noise reduction effect and has practical application value. CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection, feature extraction, classification and recognition of underwater acoustic signals.     

Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models

Quantile is an important quantity in reliability analysis, as it is related to the resistance level for defining failure events. This study develops a computationally efficient sampling method for estimating extreme quantiles using stochastic black box computer models. Importance sampling has been widely employed as a powerful variance reduction technique to reduce estimation uncertainty and improve computational efficiency in many reliability studies. However, when applied to quantile estimation, importance sampling faces challenges, because a good choice of the importance sampling density relies on information about the unknown quantile. We propose an adaptive method that refines the importance sampling density parameter toward the unknown target quantile value along the iterations. The proposed adaptive scheme allows us to use the simulation outcomes obtained in previous iterations for steering the simulation process to focus on important input areas. We prove some convergence properties of the proposed method and show that our approach can achieve variance reduction over crude Monte Carlo sampling. We demonstrate its estimation efficiency through numerical examples and wind turbine case study.