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.     

针对不同视场辅助信标的无人机目标定位方法

针对无人机在单站测角测距的目标定位过程中受无人机姿态角误差影响较大的问题,提出一种对辅助信标进行探测并与惯性传感器相结合的无人机姿态求解方法。建立基于容积卡尔曼滤波的惯性传感器姿态求解模型,采用梯度下降法对基于辅助信标的无人机位姿参数进行求解,并综合它们的结果对无人机的姿态偏差进行估计和校正,最后完成了不同视场条件下的目标定位和仿真计算。结果表明,所提方法对无人机目标定位精度有明显提高。     

考虑扰动引力影响的弹道助推段误差传播解析计算方法

针对地球扰动引力对弹道导弹惯性导航精度影响日益突出这一问题,研究了沿弹道扰动引力的多项式拟合方法,并基于线性系统理论和弹道摄动思想推导了用于求解扰动引力对弹道助推段状态影响的完整解析表达式。同时考虑扰动引力影响与导弹视加速度之间的耦合特性,将扰动引力引起的视加速度偏差视为扰动引力影响的附加补偿项,并进行迭代修正。仿真结果表明:扰动引力拟合残差小于3×10~(-7)m/s~2,考虑耦合项修正的弹道误差传播解析模型计算残差减小为原有方法的1/3,计算时间仅为直接采用弹道积分求差法的1/10。     

Hizbullah’s Shaping Lebanon Statehood

Abstract

Since the end of the civil war in 1990, the Lebanese second Republic has experienced a dual security governance in the southern borderland region. Up to the Syrian military withdrawal in 2005, the territorial and functional ‘areas of limited statehood’ between the State and Hizbullah worked as a cooperation. After the Syrian withdrawal, various forms of cooperation appeared, raising the theoretical interest for the ‘mediated state’ framework. It is conceptualizing the cooperation between the state and the non-state actor as an interdependency – with case study ranging from the marking of the Blue Line to the struggle against the jihadists groups.     

星箭分离相对位姿摄影测量方法

提出一种基于视觉的星箭分离相对位姿测量方法。在相机内参数已知的情况下,将相机安装于运载火箭,并在卫星上固连不少于6个合作标志,利用相机对合作标志实时成像;基于单目位姿估计的基本原理,采用高效n点渗透与正交迭代结合的方式解算卫星与火箭之间的相对位姿关系。仿真实验结果、半实物仿真实验结果证明了所提测量方法的可行性和准确性。     

Steady‐state diffusion approximations for discrete‐time queue in hospital inpatient flow management

In this article, we analyze a discrete‐time queue that is motivated from studying hospital inpatient flow management, where the customer count process captures the midnight inpatient census. The stationary distribution of the customer count has no explicit form and is difficult to compute in certain parameter regimes. Using the Stein's method framework, we identify a continuous random variable to approximate the steady‐state customer count. The continuous random variable corresponds to the stationary distribution of a diffusion process with state‐dependent diffusion coefficients. We characterize the error bounds of this approximation under a variety of system load conditions—from lightly loaded to heavily loaded. We also identify the critical role that the service rate plays in the convergence rate of the error bounds. We perform extensive numerical experiments to support the theoretical findings and to demonstrate the approximation quality. In particular, we show that our approximation performs better than those based on constant diffusion coefficients when the number of servers is small, which is relevant to decision making in a single hospital ward.     

船舶轴频电场跟踪

针对轴频电场包络跟踪中先验信息缺失的问题,研究了船舶轴频电场跟踪对传感器阵列的基本要求,引入了一种基于最大似然选择的多初值渐进更新扩展卡尔曼滤波算法。建立船舶轴频电场包络跟踪的状态空间模型,用水平电偶极子对船舶轴频电场包络进行建模;建立基于最大似然选择的多初值模型;基于轴频包络信号特征,研究了对传感器阵列排布方式的要求。仿真结果表明,利用轴频电场包络对船舶进行跟踪是可行的,要求传感器阵列至少由3个传感器组成,且3个传感器不在一条直线上;在传感器阵列满足要求的情况下,该算法可以有效解决轴频电场包络跟踪中的先验信息缺失问题,具有较高的实用价值。     

指数寿命产品可靠性增长试验的Bayes分析

针对指数寿命产品的定时、定数截尾试验方案,推广了Mazzuchi-Soyer模型的应用范围。首先引入模型假设,以狄氏分布作为先验分布,综合利用产品研制的历史信息和专家信息,结合产品研制各阶段试验数据,给出了各阶段可靠性的联合后验分布。然后利用Gibbs抽样算法解决后验推断计算问题,得到各阶段产品可靠性的Bayes点估计和区间估计。最后给出产品可靠性增长分析实例,表明了模型的优越性。     

逐步Ⅰ型混合截尾试验下Burr部件的可靠性分析

在逐步Ⅰ型混合截尾试验下,研究了Burr部件寿命参数及可靠性指标的极大似然估计和Bayes估计.利用简单迭代方法,给出了寿命参数和可靠性指标的极大似然估计的数值解.然后利用Lindely Bayes近似算法得到了平方损失下寿命参数以及可靠性指标的Bayes估计.最后,运用Monte-Carlo方法对各估计结果作了模拟比较,结果表明Bayes估计较极大似然估计的误差小.     

平流层飞艇抗风场干扰CUKF算法设计与应用

为了提高风场干扰环境下飞艇的导航精度,研究飞艇抗风场干扰导航算法。在建立风场干扰条件下飞艇速度误差约束模型的基础上,设计抗风场干扰的约束Unscented卡尔曼滤波算法。首先确定风场干扰条件下飞艇的速度误差约束量,将该约束与Unscented卡尔曼滤波算法相结合,对速度误差进行估计和补偿,以减小风场对飞艇定位精度的影响;然后证明该算法的状态估计量不仅是无偏的,而且协方差小于标准UKF的协方差;最后将提出的算法应用于捷联惯导/天文/合成孔径雷达组合导航系统中进行仿真验证,并与自适应扩展卡尔曼滤波和抗差自适应UKF算法进行比较,结果表明：提出的约束UKF算法的滤波性能明显优于自适应EKF和抗差自适应UKF算法,能够有效抑制风场对飞艇定位精度的影响,提高飞艇的导航定位精度。