系统可靠度置信下限估计方法及其应用

针对寿命服从指数分布的随机截尾样本，研究单元及系统可靠度的评估方法，给出了系统可靠度置信下限估计方法，该方法同样适用于工程中常见的定时截尾样本与定数截尾样本的系统可靠度评估问题。首先通过分位数填充算法将随机截尾数据补充成虚拟完全样本，然后基于信仰推断，给出系统内每个单元失效率的信仰分布，最后根据指数分布的特点，从失效率角度出发，采用蒙特卡罗法对单元失效率进行随机抽样，结合系统可靠性模型得到系统失效率的分布，在给定置信水平下即可得到系统失效率上限，进而得到工程上特别关注的系统可靠度置信下限。     

A CLASS OF TRUST REGION METHODS FOR LINEAR INEQUALITY CONSTRAINED OPTIMIZATION AND ITS THEORY ANALYSIS Ⅱ. LOCAL CONVERGENCE RATE AND NUMERICAL TESTS

In this paper we prove that a class of trust region methods presented in part Ⅰ is superlinearly convergent. Numerical tests are reported thereafter. Results by solving a set of typical problems selected from literatures have demonstrated that our algorithm is effective.     

An Affine Scaling Interior Trust Region Method via Optimal Path for Solving Monotone Variational Inequality Problem with Linear Constraints

Based on a differentiable merit function proposed by Taji et al. in ＂Math. Prog. Stud., 58, 1993, 369-383＂, the authors propose an affine scaling interior trust region strategy via optimal path to modify Newton method for the strictly monotone variational inequality problem subject to linear equality and inequality constraints. By using the eigensystem decomposition and affine scaling mapping, the authors form an affine scaling optimal curvilinear path very easily in order to approximately solve the trust region subproblem. Theoretical analysis is given which shows that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions.     

被动测距声呐中后置处理置信级的设定

精确测定目标信号到达不同水听器的延时差是被动测距声响正常工作的基础,由于海水中声传播的多途效应,往往使延时差随机起伏,被动声呐的后置处理系统应当采用合理的算法消除起伏的影响。本文提出一种类似于Kalman滤波的数据平滑算法,把测量数据的方差反馈到系统的输入端。同时用筛选的方法把由偶然因素引起的,实际上不可能是由目标信号的延时差过滤掉,从而给出置信度作为指挥决策的依据,这对提高被动测距声呐的测距精度具有重要意义。     

非参数可修系统可用度的评定

考虑可修的串联系统,其单元产品在出现故障时,由于种种原因,故障不能得到及时维修,形成了一段保障延误时间.于是这一更新过程为:正常工作(直到出现故障)-保障延误-故障维修-正常工作…….假设每一时段的分布未知,且相互独立,给出了可用度的点估计和置信下限.     

K型区间删失数据下参数的置信限

基于K型区间删失数据,利用样本空间排序法给出参数优良的置信下限和计算置信下限的递推公式.     

偏置信号调制下色关联噪声驱动的线性系统的随机共振

研究了偏置信号调制下关联分段噪声驱动的过阻尼线性系统的随机共振现象，推导出了一阶矩、二阶矩和信噪比的解析表达式. 通过对信噪比曲线的分析，发现该系统中存在三种不同形式的随机共振：传统的随机共振、真正的随机共振和广义的随机共振. 此外，数值结果还表明，加性噪声能够减弱输出的信噪比，而噪声之间的互相关强度能够使输出的信噪比增强. 关键词： 随机共振 信噪比 偏置信号调制的噪声 分段噪声     

Using Digital Imaging to Characterize Threshold Dynamic Parameters in Porous Media Based on Lattice Boltzmann Method

Digital images (DI) and lattice Boltzmann method (LBM) are used to characterize the threshold dynamic parameters of porous media. Two-dimensional representations of the porous structure are reconstructed from segmentation of digital images obtained from a series of tiny samples. The threshold pressure gradients and threshold Péclet numbers are researched on seven test samples by using LBM. Numerical results are in agreement with that obtained by integrating Darcy’s law. The results also indicate that fluids can flow through porous media only if the fluid force is large enough to overcome threshold pressure gradient in porous media. One synthetic case is used to further illustrate the applicability of the proposed technique. In addition, the dynamical rules in our model are local, therefore it can be run on parallel computers with well computational efficiency.     

三参数Weibull分布定数截尾下形状参数的区间估计

本给出了在定数截尾场合下利用三个次序统计量来构造三参数Weibull分布形状参数精确置信区间的方法，另外本还给出了三参数Weibull分布三个参数的联合置信域。章的最后，给出了Monte-Carlo模拟例子并运用本的方法求解了两个实例。     

部分线性单指标EV模型中参数的经验似然置信域

考虑部分线性单指标EV模型,利用纠偏方法构造了模型中未知参数的经验对数似然比统计量.在适当条件下,证明了所提出的统计量依分布收敛于标准x2分布,所得结果可以构造未知参数的置信域.通过模拟研究在置信域精度及其覆盖概率大小方面进行了说明.