变量相关情况下基于马尔可夫链样本模拟的线抽样可靠性灵敏度分析方法

针对变量具有相关性的可靠性灵敏度分析问题,提出了一种变量相关情况下基于马尔可夫链样本模拟的线抽样可靠性灵敏度分析方法。在所提方法中,首先将相关变量等价转换为独立正态变量,然后采用基于马尔可夫链样本模拟的线抽样方法,求解失效概率对等价独立正态变量分布参数的偏导数,最后利用等价变换前后变量分布参数之间的解析关系和复合函数求导法则,求得失效概率对相关变量分布参数的可靠性灵敏度。为了解所提方法的效率和精度,对所提方法的可靠性灵敏度估计值进行了方差分析。由于所提方法采用马尔可夫链快速产生失效域中的条件样本,这些失效域中的样本可用来准确获取重要方向,并可作为线抽样的随机样本,因而该方法具有很高的抽样效率。算例结果表明,所提方法是一种计算相关变量可靠性灵敏度的高效率、高精度方法。     

基于马尔科夫链模型的脉动装配线运行状态预测

分析了影响脉动生产线运行的因素和状态预测的必要性,提出了基于马尔科夫链模型的状态预测方法。基于马尔科夫链预测理论,对脉动生产线运行状态划分,确定状态转移矩阵,建立马尔科夫预测模型,并对模型准确性进行验证。     

发动机控制系统限时派遣运行的成本优化方法

限时派遣TLD可以提高飞机的签派可靠度,降低由于航班延误或取消导致的运行损失。面向TLD分析建立了典型发动机控制系统马尔可夫模型,利用连续时间马尔可夫链CTMC推导了状态稳态频率公式,构建了系统单位时间运行成本模型。以平均完整性要求及签派可靠度要求为约束条件,以带故障派遣时间为决策变量,以系统单位时间运行成本以及签派可靠度为优化目标,分别构建了TLD分析的单目标和多目标优化模型。结合简化的发动机控制系统和实际全权限数字式发动机电子控制FADEC系统给出了工程应用实例,验证了模型的有效性。实例表明本文方法能够保证飞机在满足安全性要求和签派可靠度要求的条件下降低运行成本。     

用图论方法分析马尔可夫频次阵特性

 简述了飞机机动疲劳载荷谱的各种常用表征方法及其优点与不足, 重点论述疲劳载荷状态转移的马尔可夫频次矩阵法。结合示例说明马尔可夫频次阵的构造形成与计算机编程填充方法。利用图论研究方法说明马尔可夫阵是一幅欧拉图的邻接矩阵, 阐述了其重要特性, 给出了据此构造疲劳载荷历程的要求与做法,并给出了数据处理实例。通过讨论马尔可夫阵与其他疲劳载荷表征方法间的关系, 表明马尔可夫矩阵含有更多信息, 是较适合完整描述疲劳载荷谱的表征方法之一。     

Minimal-Order Models for False-Alarm Calculations on Sliding Windows

A procedure is developed to obtain practical numerical results in connection with the m-out-of-n sliding-window detection problem. This effort was motivated by difficulties with previous approaches involving approximation, Markov models, and Monte Carlo simulation. Generating-function methods were found to be unsatisfactory for window lengths greater than 6 due to their complexity. Instead, a Markov model is described that is then constructively reduced to the minimum number of state variables. The results are derived for binary strings with intersymbol correlation. Computational aids are discussed for obtaining design information, such as quantiles, from the minimal-order Markov models. Numerical results are given comparing the methods of the paper with a "jumping" window approximation for an 8/10 problem.     

Pop-up threat models for persistent area denial

Pop-up threats usually appear or disappear randomly in a battle field. If the next pop-up threat locations could be predicted it would assist a search or attack team, such as in a persistent area denial (PAD) mission, in getting a team of unmanned air vehicles (UAVs) to the threats sooner. We present a Markov model for predicting pop-up ground threats in military operations. We first introduce a general Markov chain of order n to capture the dependence of the appearance of pop-up threats at previous locations of the pop-up threats over time. We then present an adaptive approach to estimate the stationary transition probabilities of the nth order Markov models. To choose the order of the Markov chain model for a specific application, we suggest using hypothesis tests from statistical inference on historical data of pop-up threat locations. Anticipating intelligent responses from an adversary, which might change its pop-up threat deployment strategy upon observing UAV movements, we present adaptive Markov chain models using a moving horizon approach to estimate possibly abrupt changes in transition probabilities. We combine predicted and actual pop-up target locations to develop efficient cooperative strategies for networked UAVs. A theoretical analysis and simulation results are presented to evaluate the Markov model used for predicting pop-up threats. These results demonstrate the effectiveness of cooperative strategies using the combined information of threats and predicted threats in improving overall mission performance.     

Magnetic field reconnection theory and the solar wind — Magnetosphere interaction: A review

This review considers the theory of the magnetic field line reconnection and its application to the problem of the interaction between the solar wind and the Earth's magnetosphere. In particular, we discuss the reconnection models by Sonnerup and by Petschek (for both incompressible and compressible plasmas, for the asymmetric and nonsteady-state cases), the magnetic field annihilation model by Parker; Syrovatsky's model of the current sheet; and Birn's and Schindler's solution for the plasma sheet structure. A review of laboratory and numerical modelling experiments is given.Results concerning the field line reconnection, combined with the peculiarities of the MHD flow, were used in investigating the solar wind flow around the magnetosphere. We found that in the presence of a frozen-in magnetic field, the flow differs significantly from that in a pure gas dynamic case; in particular, at the subsolar. part of the magnetopause a stagnation line appears (i.e., a line along which the stream lines are branching) instead of a stagnation point. The length and location of the stagnation line determine the character of the interaction of the solar wind with the Earth's magnetosphere. We have developed the theory of that interaction for a steady-state case, and compare the results of the calculations with the experimental data.In the last section of the review, we propose a qualitative model of the solar wind — the Earth's magnetosphere interaction in the nonsteady-state case on the basis of the solution of the problem of the spontaneous magnetic field line reconnection.     

相控阵雷达长时跟踪波束调度与波形优化策略

针对相控阵雷达多目标跟踪波束调度和波形参数优化控制的问题，本文提出了一种基于马尔可夫决策过程（MDP）的相控阵雷达跟踪波束调度与波形参数优化策略，该方法以无迹卡尔曼滤波（UKF）算法为基础来估计目标的状态。首先将本文的序列决策问题建模为马尔可夫决策过程，定义了资源的效费比和长期回报率，然后与当前实际跟踪误差综合考虑作为MDP的回报函数，进而给出了调度的优化模型，最后将长时决策问题转化为动态规划算法结构进行求解，并且提出了一种并行混合遗传粒子群优化算法来求解各决策时刻的最优策略。仿真结果表明了长时策略的先进性以及寻优算法的优越性，与传统的短时策略相比，跟踪精度可提高11.17%。     

Test System Impact on System Availability

The specifications are presented for an imperfect automatic test system (ATS) (test frequency distribution, reliability, false alarm rate, nondetection rate) in order to account for the availability, readiness, mean time between unscheduled repairs (MTBUR), reliability, and maintenance of the system subject to monitoring and test. A time-dependent Markov model is presented, and applied in three cases, with examples of numerical results provided for preventive maintenance decisions, design of an automatic test system, buffer testing in computers, and data communications.     

中国民航旅客吞吐量的灰色马尔可夫模型预测

民航旅客吞吐量的规模和增长速度是民航基础数据,是衡量民航发展的重要指标,旨在通过统计学的一般方法揭示民航旅客吞吐量的变化规律、做出准确的预测。民航旅客吞吐量的规模和增长可以使用灰色预测模型进行预测．并且结果比较准确。在此基础上,提出了引入马尔可夫链预测理论,建立民航旅客吞吐量灰色马尔可夫预测模型的设想。以期使预测结果更加准确可靠。在实例中,对比了灰色预测模型和灰色马尔可夫预测模型的预测结果．验证了民航旅客吞吐量的灰色马尔可夫预测模型预测精度高于灰色预测模型预测精度。可见。灰色马尔可夫预测模型可用于民航旅客吞吐量预测,并可以提供比灰色预测模型更为准确可靠的预测结果。最后．依据灰色马尔可夫预测模型计算得出了2007年和2008年的民航旅客吞吐量预测值．     

Detection of hidden Markov model transient signals

Addressed here is the quickest detection of transient signals which can be represented as hidden Markov models (HMMs), with the application of detection of transient signals. Relying on the fact that Page's test is equivalent to a repeated sequential probability ratio test (SPRT), we are able to devise a procedure analogous to Page's test for dependent observations. By using the so-called forward variable of an HMM, such a procedure is applied to the detection of a change in hidden Markov modeled observations, i.e., a switch from one HMM to another. Performance indices of Page's test, the average run length (ARL) under both hypotheses, are approximated and confirmed via simulation. Several important examples are investigated in depth to illustrate the advantages of the proposed scheme.     

A Quantitative Study of Pitfalls in the FFT

The effects of aliasing (including pseudoaliasing), picket-fence effect, and leakage in the fast Fourier transform (FFT) are presented. A computer program was written to perform the FFT analysis of known inputs. The program has the capability of detecting aliasing by calculating an "aliasing coefficient" (Q), and will increase the sampling frequency and the number of points in the input sequence if aliasing occurs. The term "pseudoaliasing" is a phenomenon which is similar to aliasing (or fold-over) but related to the effects of picket fence and leakage. The "leakage coefficient" (ri) is a quantitative measure of the deviation from the fundamental frequency component with respect to the sampling frequency, when the input sequence has only one frequency component.     

Theory of magnetic pulsations

We present theory of long period (pc 3 to pc 5) magnetic pulsations. It consists of two parts; one (we call type A) deals with a resonant Alfvén wave excitation at a local field line by a monochromatic wave generated at the magnetopause, and the other (we call type B) deals with an excitation of a surface eigenmode by an externally applied impulse at a location with a rapid spatial change of plasma parameter(s).For the type A pulsations, the theory gives the frequency, the sense and the ellipticity of the polarization and the orientation angle of the major axis as a function of the magnetospheric parameters. In particular, it is shown that the orientation angle of the major axis of the polarization ellipse is a sensitive function of the direction of the wave propagation in longitude and the change of the number density and the magnetic flux density in the radial direction, hence it can be used as an important diagnostic parameter.In the type B pulsations, the theory gives the excitation frequency and the damping rate of the pulsations using the derived surface eigenmode. Example of an application to the observed magnetic field oscillations at the plasmapause is presented in which the observed frequency and the damping rate are used to estimate the plasmapause density and its radial density gradient.     

高维小失效概率下的改进线抽样方法

 针对隐式极限状态方程的可靠性分析,提出了一种基于失效域样本模拟的高效线抽样法。该法采用马尔可夫链来快速得到失效域中的条件样本,利用这些失效域中的样本可以得到线抽样的重要方向,并且这些样本还可以作为线抽样的样本,来得到隐式极限状态方程失效概率的估计值。由于该法可以较准确地得到线抽样方法的重要方向,因此线抽样的效率可以得到提高,另外失效域的样本又可以作为线抽样的样本,从而进一步降低所提方法的计算工作量。算例表明所提算法的计算精度和效率均高于传统线抽样方法。     

临近空间飞行器测控与信息传输系统频段选择

 临近空间飞行器是高性能信息化武器平台,测控（TT&;C）与信息传输系统是其信息保障的核心,而选择合理、可行的频段是展开系统设计的前提和基础。频段选择影响到整个技术方案的制定,是一个需综合考虑、影响深远并具有战略意义的关键问题,从国际电联（ITU）国际标准、高速数传、接收信噪比（SNR）、“三抗”、超视距中继、黑障、雨衰以及设备研制成熟度8个方面全面、细致论证了近空间平台测控系统的频段选择问题,最终得出在视距链路中以Ka频段为宜,在超视距链路中以Ku/Ka双频段为宜的结论。     

Analytical solution of discrete colored noise ECA tracking filter

New analytical solutions of steady-state Kalman gains are presented for a discrete-time tracking filter with correlation in both the measurement noise and the target maneuver. The measurement noise model is a first-order discrete Markov process characterized by a correlation coefficient ρ. The target motion is examined for an exponentially correlated acceleration maneuver type in which the vehicle oscillation such as wind-induced-bending is also considered. The present solution method is based on factorizing the observed spectral density matrix Ψ(z) in frequency domain. The algorithm proposed here gives the Kalman gain matrix directly. For a case when the steady-state error covariance matrix is desired, such gains can be incorporated with the algebraic Riccati equation     

The French-Soviet ‘ARAKS’ experiment

In 1975, a rocket borne electron gun experiment will be achieved in Kerguelen Islands (South Indian Ocean), as a result of a cooperation between Soviet and French scientists. The gun will inject into the magnetosphere large currents (0.5 and 1 A) of high energy electrons (15 and 27 keV) with different initial pitch angles ( 0°, 70, 140°). A nose cone will be ejected at great distance ( 10 km) in front of the rocket, equipped mainly with radio wave receivers, both electric and magnetic, in the frequency range from 0 to 5 MHz, in order to study the wave particle interactions which will be induced by the beam. Optical and radioelectric observations will be performed in the conjugate area, in the district of Arkhangelsk (U.S.S.R.). During one of the two flights (launched in the magnetic meridian) attention will be focused on the wave particle interactions which are expected to be stronger when the beam is injected along the magnetic field line. The second flight, which will be launched towards the east, is attempted to study the azimuthal drift of the injected electrons and to derive some conclusions concerning the DC electric field, integrated over the line of force which joins the two conjugate points (L = 3.7). During both flights the energy and pitch angle distribution of atmospherically backscattered electrons will be studied.We describe the experiment and give the results of some preliminary computations which have been made by the different experimenters in order to predict the amplitude of the expected phenomena. A discussion is made of the respective ability for electron beam injection and cold plasma injection to artificially induce strong particle precipitation.On leave from Groupe de Recherches Ionosphériques, CNET, 92131 Issy-les-Moulineaux, France.     

Efficient dynamic programming in presence of nuisance parameters

The dynamic programming approach for maximum a posteriori (MAP) estimation of Markov sequences is frequently proposed for problems in control theory, communications, and signal processing. It is usually assumed that the observation sequence is a perfectly known function of the Markov sequence of interest, except for some additive noise with known statistics. However, often the observation is not only a function of the Markov sequence but also of a vector of unknown nuisance parameters. It is shown how the dynamic programming methodology can be extended to estimate both the nuisance parameters and the Markov sequence, using a combined maximum-likelihood and MAP framework. The technique is efficient relative to other possible solutions. The problem of detecting and tracking moving targets observed by imaging sensors is used to demonstrate the efficiency of the procedure     

Constrained Least-Squares Synthesis of Coefficients for Arrays of Sensors and FIR Digital Filters

A general method is presented for synthesizing weighting coefficients for arrays of sensors or for finite-impulse-response (FIR) digital filters. The beam pattern of the array or the frequency response of the digital filter is a weighted, least mean-square (LMS) approximation to a desired function, subject to constrained pattern values at specified points. The method is applied to the problem of producing beam patterns of a line array for the rejection of interfering point sources. For this case, we show that adaptive array processing can be based on modification of the roots of the array polynomial.     

Hierarchical resource management in adaptive airborne surveillance radars

In this paper we present hierarchical resource management algorithms for adaptive airborne surveillance radars. By abstracting the physical layer sensor performance into a quality of service measure, the resource management problem is formulated as a constrained Markov decision process. A two-level (two-timescale) resource management algorithm is presented based on Lagrangian relaxation. A numerical example is given with scenarios involving different target densities.