初相未知信号联合检测与估计的序贯实现

在未知参数的充分统计量和再生概率密度函数的基础上,引入了联合检测与估计的序贯算法,给出了算法的实现框图,并将该算法应用于高斯噪声中初相位未知信号的联合检测与估计当中.仿真实验表明,新算法较传统算法有一定的性能改善.     

一种基于加权DSmT的序列图像目标识别方法

通过对自动目标识别系统研究与分析,将DSmT引入到飞机序列图像识别中,构建基本置信指派及分类规则,提出了一种基于加权DSmT的序列图像目标识别方法,在分析权值选择特点的基础上,根据特征信息的置信指派组合有效权值,并且给出了基于加权DSmT融合规则的序列图像目标识别的流程,仿真结果表明,该方法提高了序列图像目标识别的准确性.     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

The logistic–exponential survival distribution

For various parameter combinations, the logistic–exponential survival distribution belongs to four common classes of survival distributions: increasing failure rate, decreasing failure rate, bathtub‐shaped failure rate, and upside‐down bathtub‐shaped failure rate. Graphical comparison of this new distribution with other common survival distributions is seen in a plot of the skewness versus the coefficient of variation. The distribution can be used as a survival model or as a device to determine the distribution class from which a particular data set is drawn. As the three‐parameter version is less mathematically tractable, our major results concern the two‐parameter version. Boundaries for the maximum likelihood estimators of the parameters are derived in this article. Also, a fixed‐point method to find the maximum likelihood estimators for complete and censored data sets has been developed. The two‐parameter and the three‐parameter versions of the logistic–exponential distribution are applied to two real‐life data sets. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

ARMA谱估计在导弹仿真系统数学模型验证中的应用

针对反坦克导弹系统动态过程仿真的输出具有短时序、低信噪比的特点 ,研究了应用ARMA谱估计验证导弹系统仿真模型有效性的方法 ,并结合某型号滚转稳定的反坦克导弹系统复杂模型的仿真数据和简化模型的仿真数据给出ARMA谱估计的应用结果。     

MIMO-OFDM最优训练序列设计

推导得到了宽带 MIMO-OFDM 信道模型。在空间相关情况下推导了非盲信道估计的 Bayesian CRB及 Bayesian MMSE。利用 Bayesian CRB 准则对发送的训练序列进行了功率分配,而后利用一种线性规划的方法对带有保护带宽 MIMO-OFDM 训练符号进行子载波功率分配,并利用发端酉矩阵进行最优相位设计。     

基于序列二次规划算法的控制律寻优设计

针对某型无人机设计的纵向控制系统,运用经典控制器设计,然后通过参数优化而进行时域自动调节控制律参数的方法设计控制律,优化算法采用序列二次规划法.自动调参的过程是直观可视的.仿真结果表明运用该方法所设计出的控制律满足飞行品质要求,比传统的人工调节控制器参数效果更好,并提高了工作效率.这种方法可以应用于其他控制对象.     

武器装备LCC分析的基本原理

介绍了寿命周期费用(LCC)分析的基本概念及操作程序,给出了武器装备寿命周期费用的一般构成体系,讨论了LCC分析在武器装备应用中需要注意的问题,并对其未来发展方向作了展望.     

A sequential Bayesian generalization of the Jelinski–Moranda software reliability model

The Jelinski–Moranda model of software reliability is generalized by introducing a negative‐binomial prior distribution for the number of faults remaining, together with a Gamma distribution for the rate at which each fault is exposed. This model is well suited to sequential use, where a sequence of reliability forecasts is made in the process of testing or using the software. We also investigate replacing the Gamma distribution with a worst‐case assumption about failure rates (the worst‐case failure rate in models such as this is not infinite, since faults with large failure rates are immediately discovered and removed). © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

纯方位目标运动分析的一种系统方法

本文首先对以往关于纯方位目标运动分析的研究作了系统性的综述,阐明了以往发展的纯方位TMA算法所存在的共性不足以及解决该问题的困难性,最后介绍了我们研究的一种系统解决纯方位TMA问题的DL原理。