一种用于 C~3I 系统的异类传感器数据融合算法

在文献〔８〕和〔９〕基础上研究了在不等样本情况下的异类传感器——雷达与ＥＳＭ——的航迹相关问题。首先,基于模糊综合函数找出两个最可能的雷达与ＥＳＭ航迹相关对,然后,利用统计理论并采用多门限决策方法进行雷达与ＥＳＭ航迹相关判决。仿真结果表明,与文献〔８〕的方法相比,在雷达航迹比较多的情况下,本文所提出的在不等样本情况下的雷达与ＥＳＭ相关算法具有与其很相近的性能,但计算量明显减少;而与文献〔９〕的方法相比,这里采用多门限决策方法又可同时减小两类错误概率。     

An exact analysis of a joint production‐inventory problem in two‐echelon inventory systems

We consider a two‐echelon inventory system with a manufacturer operating from a warehouse supplying multiple distribution centers (DCs) that satisfy the demand originating from multiple sources. The manufacturer has a finite production capacity and production times are stochastic. Demand from each source follows an independent Poisson process. We assume that the transportation times between the warehouse and DCs may be positive which may require keeping inventory at both the warehouse and DCs. Inventory in both echelons is managed using the base‐stock policy. Each demand source can procure the product from one or more DCs, each incurring a different fulfilment cost. The objective is to determine the optimal base‐stock levels at the warehouse and DCs as well as the assignment of the demand sources to the DCs so that the sum of inventory holding, backlog, and transportation costs is minimized. We obtain a simple equation for finding the optimal base‐stock level at each DC and an upper bound for the optimal base‐stock level at the warehouse. We demonstrate several managerial insights including that the demand from each source is optimally fulfilled entirely from a single distribution center, and as the system's utilization approaches 1, the optimal base‐stock level increases in the transportation time at a rate equal to the demand rate arriving at the DC. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Inventory management with advance capacity information

An important aspect of supply chain management is dealing with demand and supply uncertainty. The uncertainty of future supply can be reduced if a company is able to obtain advance capacity information (ACI) about future supply/production capacity availability from its supplier. We address a periodic‐review inventory system under stochastic demand and stochastic limited supply, for which ACI is available. We show that the optimal ordering policy is a state‐dependent base‐stock policy characterized by a base‐stock level that is a function of ACI. We establish a link with inventory models that use advance demand information (ADI) by developing a capacitated inventory system with ADI, and we show that equivalence can only be set under a very specific and restrictive assumption, implying that ADI insights will not necessarily hold in the ACI environment. Our numerical results reveal several managerial insights. In particular, we show that ACI is most beneficial when there is sufficient flexibility to react to anticipated demand and supply capacity mismatches. Further, most of the benefits can be achieved with only limited future visibility. We also show that the system parameters affecting the value of ACI interact in a complex way and therefore need to be considered in an integrated manner. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

基于小波变换模极大值的自适应阈值图像去噪算法

依据白噪声小波变换性态与信号奇异性相比具有显著不同的特点,在大尺度下设置阈值,去掉噪声信号而保留图像细节信号引起的模极大值点。在阈值设置问题上,采用自适应阈值的方法,克服单一阈值不能在每级尺度上将信号与噪声作最大分离的缺点。实验表明,与单一阈值去噪方法相比,该方法不仅可以保留图像边缘信息,而且能提高去噪后图像的峰值信噪比2~5 dB。     

Optimal burn‐in procedure for periodically inspected systems

Burn‐in is a widely used method to improve the quality of products or systems after they have been produced. In this paper, we study burn‐in procedure for a system that is maintained under periodic inspection and perfect repair policy. Assuming that the underlying lifetime distribution of a system has an initially decreasing and/or eventually increasing failure rate function, we derive upper and lower bounds for the optimal burn‐in time, which maximizes the system availability. Furthermore, adopting an age replacement policy, we derive upper and lower bounds for the optimal age parameter of the replacement policy for each fixed burn‐in time and a uniform upper bound for the optimal burn‐in time given the age replacement policy. These results can be used to reduce the numerical work for determining both optimal burn‐in time and optimal replacement policy. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

中美采办政策的若干差异和对策建议

通过对中美两国武器装备采办政策的对比分析,提出当前我国武器装备研制与管理政策方面的若干建议。     

倒向随机微分方程在欧式期权中的应用

假设市场为无套利市场,而且市场上只有两种证券:一种是无风险债券;一种是有风险的股票。通过自筹资策略,得到期权价格所满足的倒向随机微分方程(BSDE),利用倒向随机微分方程给出欧式期权价格概率表示;并证明欧式期权的完全套期保值性。     

Pricing and inventory management during new product introduction when shortage creates hype

In this study, we analyze the joint pricing and inventory management during new product introduction when product shortage creates additional demand due to hype. We develop a two‐period model in which a firm launches its product at the beginning of the first period, before it observes sales in the two periods. The product is successful with an exogenous probability, or unsuccessful with the complementary probability. The hype in the second period is observed only when the product is successful. The firm learns the actual status of the product only after observing the first‐period demand. The firm must decide the stocking level and price of the product jointly at the beginning of each of the two periods. In this article, we derive some structural properties of the optimal prices and inventory levels, and show that (i) firms do not always exploit hype, (ii) firms do not always increase the price of a successful product in the second period, (iii) firms may price out an unsuccessful product in the first period if the success probability is above a threshold, and (iv) such a threshold probability is decreasing in the first‐period market potential of the successful product. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 304–320, 2015     

多全球导航卫星系统联合的探月飞行器轨道定位分析

针对探月飞行器月球公转轨道上的卫星导航定位问题,以高轨道飞行器卫星导航定位的研究为基础,采用多全球导航卫星系统联合定位的方法进行仿真。分析了载波功率与噪声功率密度比为15d BHz的弱信号捕获门限下,各系统联合定位时波束主瓣和旁瓣的可用性,同时对各系统联合情况下的精度因子值进行分析。仿真结果表明:当接收到的卫星天线辐射的主瓣和旁瓣信号均高于载噪比门限时,全球导航卫星系统的三系统或四系统的联合能满足实时定位条件;而旁瓣损耗不加以补偿时,接收信号载噪比低于门限并导致任意联合方式均无法完成定位。各系统联合的精度因子分析表明:单系统或双系统联合的几何精度因子变化剧烈,四系统联合相比三系统联合的几何精度因子下降16.93%;三系统联合定位方案中,美国全球定位系统、中国的北斗卫星导航定位系统与欧洲的伽利略卫星导航定位系统联合方案的几何精度因子值变化最平稳,为最佳选择。理论分析和仿真结果为探月飞行器定位技术研究和星载多系统接收机设计提供参考。     

无人驾驶汽车视觉导航中车道线检测的研究

为了提高无人驾驶汽车视觉导航系统中车道线检测的准确性和实时性,在对车道线检测技术进行深入研究的基础上,提出一种能快速准确检测出车道线的新算法。首先采用分块思想将RGB图像中与道路无关的区域去除,以缩短数据处理时间。然后对余下的RGB图像进行灰度化处理,接着用中值滤波法消除随机噪声,再用最大类间方差法(Otsu法)初步得到二值图像。最后对二值图像利用数学形态学进一步边缘细化,使位于车道线上的每个像素行只有一个像素特征点,再采用Hough变换检测出车道线。Matlab仿真结果表明,此算法能够快速准确地检测出车道线,较传统检测算法具有更强准确性和实时性。