基于二项分布的优化序贯截尾检验方法分析计算

基于二项分布的优化截尾序贯检验法能降低平均试验数,可有效用于导弹试验检验方案中,但该方法存在实际风险计算不准确的特点。文章在深入分析该算法基础上,提出采用马尔科夫链的方法计算试验风险,给出了试验方案制定步骤,并用实例计算说明该方法的正确性及可行性。     

基于验后概率的Bayesian序贯方差检验技术（Ⅱ）

在给定截尾试验次数的条件下,为了在理论上给出最大截尾试验次数以及从保护使用方利益的原则出发进行试验设计,基于验后概率和＂小概率事件原理＂,在一定程度上以保护使用方利益为准则,对Bayesian序贯方差检验（BSVT）模型进行了修正,建立了修正的Bayesian序贯方差检验（MBSVT）模型,设计了继续试验区临界值的求解...     

序贯截尾的舰炮射击精度评定方法

对传统舰炮射击精度评定方法的原理过程进行了描述,分析了其不足之处.引进了“序贯截尾检验法”的基本概念及其工程应用的基本思路,按此思路论证近程反导舰炮武器系统拦截“飞鱼”类反舰导弹试验方案,设计了拦截“FFY-1”拖靶试验方案,达到了既检验指标又减少试验次数的目的     

二项分布中成功概率的贝叶斯序贯检验方法

针对成败型效应实验研究中二项分布未知参数(成功概率)的假设检验问题,在复杂假设条件下,提出了一种基于Bayesian验后概率的序贯检验方法,建立了检验的判别准则,给出了判别准则临界值的计算方法.在给定截尾实验次数的条件下,提出了一种截尾方案,建立了截尾判断方法.最后结合示例,对上述方法的应用过程进行了说明,并和现有方法进行了分析比较.结果表明:在一定先验信息的条件下,该方法给出的检验样本量远小于经典方法确定的检验样本量.      

序贯验后加权检验在落点散布鉴定运用的思考

本文研究试验鉴定的散布检验问题。给出了序贯验后加权检验统计量的确切分布,讨论了序贯方法的封闭性。对于落点随机变量纵向和横向相关时的检验法提出了处置方法。     

关于Bayes序贯检验的一些思考

本文对工程实践中小样本情况下的Bayes序贯检验方法作了回顾,思考了其中的一些问题。文中给出了Bayes截尾序贯概率比检验方案和犯两类错误概率的上界。在Bayes序贯检验方案中,确定了平均试验数(ASN)。关于Bayes序贯检验法的选择,文中讨论了截尾方案在终止试验时的决策域的确定方法,并对验前信息、风险以及试验数的关系作了一般讨论。     

序贯验后加权检验在落点用布鉴定运用的思考

本文研究试验鉴定的散布检验问题。给出了序贯验后加权检验统计量的确切分布，讨论了序贯方法的封闭性。对于落点随机变量纵向和横向相关时的检验法提出了处置方法。     

多元正态总体分布参数的Bayes序贯验后加权检验及估计

本文讨论了多元正态总体均值向量μ和协方差阵Σ的Bayes序贯验后加权检验及截尾序贯检验。同时，以序贯检验的停时作为Bayes序贯估计的终止试验时间，给出μ和Σ的递推估计方法。本文对于武器装备在试验场地的性能参数鉴定和评估具有实用意义。     

基于仿真数据的测试性验证序贯设计方案

针对当前测试性验证试验设计方案均存在确定的故障样本量较大以及验证周期长的问题,提出了一种基于仿真数据的测试性验证序贯设计方案。首先,基于二项分布模型确定序贯设计的判决阈值;然后,在序贯试验下基于给定的样本量分配和故障模式选取方法,采用仿真的方式生成相应的故障模式并进行验证试验。同时,以序贯方式计算相应的概率比,通过其取值动态判定接受/拒收。结果表明,与传统方法相比,该方法与经典验证方法具备几乎相同的抽样特性,能达到有效减少测试性验证试验所需故障样本量的目的。     

基于验后概率的Bayesian序贯方差检验技术(Ⅰ)

基于验后概率和"小概率事件原理",对复杂假设条件下,方差的Bayesian序贯检验,提出了基于Bayesian验后概率的序贯方差检验的基本假设,建立了Bayesian序贯方差检验(BSVT)模型,设计了临界值的求解算法,并对"强制"截尾条件下的假设检验判别准则进行了论述.最后,结合示例对BSVT模型的求解与应用进行了说明.      

采用序列概率比方法检测航空发动机传感器软故障

提出基于卡尔曼滤波和序列概率比方法进行某型涡扇发动机控制系统传感器软故障检测新方法.研究了采用修正的序列概率比方法处理滤波残差,检测传感器软故障;并将该方法与残差加权二乘算法WSSR(Weighted Sum of Squared Residual)检测传感器软故障过程进行了对比.仿真结果表明,序列概率比方法较WSSR法所需决策时间短,适合于航空发动机传感器软故障检测.      

Application of Analytic Redundancy-based Fault Diagnosis of Sensors to Onboard Maintenance System

Analytic redundancy-based fault diagnosis technique (ARFDT) is applied to onboard maintenance system (OMS). The principle of the proposed ARFDT scheme is to design a redundancy configuration using ARFDT to enhance the functions of redundancy management and built in test equipment (BITE) monitor. Redundancy configuration for dual-redundancy and analytic redundancy is proposed, in which, the fault diagnosis includes detection and isolation. In order to keep the balance between rapid diagnosis and binary hypothesis, a filter together with an elapsed time limit is designed for sequential probability ratio test (SPRT) in the process of isolation. Diagnosis results would be submitted to central maintenance computer (CMC) together with BITE information. Moreover, by adopting reconstruction, the designed method not only provides analytic redundancy to help redundancy management, but also compensates the output when both of the sensors of the same type are faulty. Our scheme is applied to an aircraft’s sensors in a simulation experiment, and the results show that the proposed filter SPRT (FSPRT) saves at least 50% of isolation time than Wald SPRT (WSPRT). Also, effectiveness, practicability and rapidity of the proposed scheme can be successfully achieved in OMS.     

Test sequencing problem arising at the design stage for reducing life cycle cost

Previous test sequencing algorithms only consider the execution cost of a test at the application stage. Due to the fact that the placement cost of some tests at the design stage is considerably high compared with the execution cost, the sequential diagnosis strategy obtained by previous methods is actually not optimal from the view of life cycle. In this paper, the test sequencing problem based on life cycle cost is presented. It is formulated as an optimization problem, which is non-deterministic polynomial-time hard (NP-hard). An algorithm and a strategy to improve its computational efficiency are proposed. The formulation and algorithms are tested on various simulated systems and comparisons are made with the extant test sequencing methods. Application on a pump rotational speed control (PRSC) system of a spacecraft is studied in detail. Both the simulation results and the real-world case application results suggest that the solution proposed in this paper can significantly reduce the life cycle cost of a sequential fault diagnosis strategy.     

Detection of Changes in the Characteristics of a Gauss-Markov Process

By an extension to the theory of sequential detection with dependent measurements, it is possible to develop a sequential probability ratio test (SPRT) to detect changes in regime in a Gauss-Markov process rather than detecting which of the two regimes exists. It is shown how a posterior form of this extended SPRT may be simplified to reduce computational complexity. The simplified SPRT's are in fact modifications of the original SPRT detecting the regime and not the change. The tests are applied to the problem of fault detection in a gyro navigational system; the results of a detailed computer simulation are given.     

A sequential detection approach to target tracking

Sequential hypothesis testing is investigated for multiframe detection and tracking of low-observable maneuvering point-source targets in a digital image sequence. The proposed multiple multistage hypothesis test tracking (MMHTT) algorithm extends tracks formed from sequentially detected target trajectory segments using a multiple hypothesis tracking strategy. The MMHTT algorithm does not require a probabilistic larger maneuver model. Computational efficiency is achieved by using a truncated sequential probability ratio test (SPRT) to prune a dense tree of candidate target trajectories and score the detected trajectory segments. An analytical performance evaluation is presented and confirmed by experimental results from an optical satellite tracking application     

Design of nonparametric truncated sequential detectors withparallel linear boundaries

A design method is proposed for a class of nonparametric truncated sequential detectors. These detectors test nonparametric statistics against two parallel linear boundaries with an abrupt truncation at some sample size. The proposed method obtains the asymptotic relative efficiencies (ARE) of these tests with respect to their corresponding fixed-sample-size (FSS) tests in terms of some parameters of the tests. There parameters are then chosen to optimize the ARE. This (asymptotically) optimal set of parameters is used to design the thresholds of the sequential tests. Numerical results are obtained and design examples are presented, using the sum of the signs of the observations as the test statistic. The method can be used for nonparametric sequential detectors and for robust and parametric sequential detectors as well     

Multisensor distributed sequential detection

A conceptual generalization of the Wald's sequential probability ratio test (SPRT) to a decentralized environment is presented. The local tests are chosen to be SPRT's, which quantize the temporally independent identically distributed (IID) observations into three levels for transmission to the fusion detector. Spatial independence among the local observations is assumed. The fusion test is also an SPRT. An analysis for the decentralized scheme is developed. Performance comparisons with the centralized and other decentralized schemes are presented     

The DFTSD: A Sequential Suboptimum Processor for Multiple-Range-Bin Radar Systems

A class of simple and efficient digital sequential detectors is presented, which are particularly suitable for application to radar systems where the antenna dwell time is easily varied. A methematical method, based on the random walk model, is developed to evaluate the DFTSD (digital fixed-thresholds sequential detector) performance. The DFTSD has a loss of 0.2 to 0.3 dB with respect to the digital SPRT (sequential probability ratio test) in the case of a single-range-bin system. Finally, results for the multiple-range-bin case are presented and compared with the performance of a moving-window detector.