基于多Markov链预测模型的Web缓存替换算法

为了提高web缓存的性能,提出了一种基于多Markov链预测模型的Web缓存替换算法PGDSF-AI.首先将Web中具有不同浏览特征的用户分为多类,为每一类用户建立类Markov链,进一步建立多Markov链预测模型.然后利用该模型对当前的用户请求预测,进而组成预测对象集.当缓存空间不足时,选取键值最小且不在预测对象集中的对象替换.通过估算对象的平均间隔时间,避免缓存大量保留长时间没有访问的对象.实验结果表明,提出的算法有较好的性能.     

多载波蜂窝移动通信系统中的多业务切换算法

提出一种用于多载波蜂窝移动通信系统的子信道合并切换算法。采用多维Markov链对子信道合并切换算法进行系统建模分析,得到了呼叫阻塞率、切换阻塞率等关键系统性能参数的解析结果。与切换保护信道算法相比,子信道合并切换算法在对其他类型呼叫性能影响很小的前提下,改善了对带宽要求较高的业务的切换性能。该算法还可以与其他资源预留切换算法相结合,改善其性能。     

自适应转移概率交互式多模型跟踪算法

针对标准的交互式多模型算法（Interacting Multiple Model,IMM）存在模型集设计困难和采用固定转移概率矩阵导致模型切换缓慢、跟踪精度下降的不足,提出一种自适应转移概率IMM算法.首先,提出了一种新的模型集设计方法,将强跟踪修正输入估计（Strong Tracking Modified Input Estimation,STMIE）模型和匀速运动（Constant Velocity,CV）模型作为IMM算法的模型集,利用STMIE算法对高机动目标的跟踪能力以及CV模型对非机动目标跟踪的高精度,实现对目标的全面自适应跟踪.其次,提出一种依据模型似然函数值对Markov转移概率进行实时修正的方法,增强匹配模型的作用,削弱不匹配模型的影响.仿真结果表明,依据模型似然函数修正转移概率的方法使IMM算法的模型切换速度和跟踪精度都得到提高,提出的IMM-STMIECV算法的跟踪精度高于IMM-CVCA、IMM-CVCACT以及IMM-CVCS算法.     

基于IMMCKF的机动目标跟踪算法

针对非线性机动目标跟踪中滤波器易发散、跟踪精度低等问题,将容积卡尔曼滤波器(CKF)引入到交互式多模型算法(IMM)中,设计了交互式多模型容积卡尔曼滤波算法(IMMCKF)。该算法采用Markov过程描述多个目标模型间的切换,利用CKF滤波器对每个模型进行滤波,将各滤波器状态输出的概率加权融合作为IMMCKF的输出。仿真结果表明,与IMMUKF算法相比,IMMCKF算法跟踪精度更高,模型切换速度更快,计算量更小,该算法具有重要的工程应用价值。     

基于shen命令和Markov链模型的用户行为异常检测

异常检测是目前入侵检测系统（IDS）研究的主要方向。该文提出一种基于shell命令和Markov链模型的用户行为异常检测方法，该方法利用-阶齐次Markov链对网络系统中合法用户的正常行为进行建模，将Markov链的状态与用户执行的shell命令联系在一起，并引入一个附加状态；Markov链参数的计算中采用了运算量较小的命令匹配方法；在检测阶段，基于状态序列的出现概率对被监测用户当前行为的异常程度进行分析，并提供了两种可选的判决方案。文中提出的方法已在实际入侵检测系统中得到应用，并表现出良好的检测性能。     

基于shell命令和Markov链模型的用户行为异常检测

异常检测是目前入侵检测系统(IDS)研究的主要方向。该文提出一种基于shell命令和Markov链模型的用户行为异常检测方法,该方法利用一阶齐次Markov链对网络系统中合法用户的正常行为进行建模,将Markov链的状态与用户执行的shell命令联系在一起,并引入一个附加状态;Markov链参数的计算中采用了运算量较小的命令匹配方法;在检测阶段,基于状态序列的出现概率对被监测用户当前行为的异常程度进行分析,并提供了两种可选的判决方案。文中提出的方法已在实际入侵检测系统中得到应用,并表现出良好的检测性能。     

一种新的基于Markov链模型的用户行为异常检测方法

提出一种新的基于Markov链模型的用户行为异常检测方法。该方法利用一阶齐次Markov链对网络系统中合法用户的正常行为进行建模,将Markov链的状态同用户执行的shell命令序列联系在一起,并引入一个附加状态;在检测阶段,基于状态序列的出现概率对用户当前行为的异常程度进行分析,并根据Markov链状态的实际含义和用户行为的特点, 采用了较为特殊的判决准则。与Lane T提出的基于隐Markov模型的检测方法相比,该方法的计算复杂度较低,更适用于在线检测。而同基于实例学习的检测方法相比,该方法则在检测准确率方面具有较大优势。文中提出的方法已在实际入侵检测系统中得到应用,并表现出良好的检测性能。     

基于Object-Z与Markov链的校园卡系统测试用例

针对提高校园卡系统准确性和可靠性测试的要求,提出了Object-Z与Markov链结合的测试用例自动生成算法.使用Object-Z对系统进行形式化规约,生成测试场景和操作顺序图;将操作顺序图转换为Markov链使用模型;根据测试场景和Markov链使用模型生成数量相对合理的测试用例.该方法无需对系统进行运行,在需求分析与测试阶段就能对系统的功能进行测试.生成的校园卡系统测试用例证明该方法是有效的,并且在提高测试覆盖率的同时,使用Markov链也能保证对系统的可靠性测试.     

多业务移动通信系统中的呼叫接入控制

在多业务无线移动通信系统的呼叫接入控制中,不仅要考虑业务之间的优先级,同时也必须考虑切换呼叫的优先级。本文结合可移动边界算法和保护信道策略,提出了一种有效的多业务呼叫接入控制算法。为了方便地分析方案的性能,设计了一个二维的Markov链对方案的性能进行理论上的分析。通过数值分析结果表明,提出的算法同时保证了两种优先级,并提高了系统的性能。1     

一种马尔可夫矩阵自适应的IMM-CKF算法

为了解决标准的交互式多模型(Interacting Multiple Model,IMM)算法中Markov概率转移矩阵固定不变的问题,结合容积卡尔曼滤波(Cubature Kalman Filter,CKF)算法,提出了一种Markov概率转移矩阵自适应的IMM-CKF算法。该算法引入了一个Markov矩阵元素的调整系数,在滤波过程中自适应调整Markov概率转移矩阵的每一个元素。新算法大幅度提高了匹配模型的概率,降低了非匹配模型的影响,同时改善了标准IMM算法的滤波效果。最后,通过蒙特卡洛仿真实验验证了自适应IMM-CKF算法的跟踪效果比IMM-CKF算法更好。     

Extensions of the SMC-PHD filters for jump Markov systems

The probability hypothesis density (PHD) filter is a promising algorithm for multitarget tracking, which can be extended for jump Markov systems (JMS). Since the existing multiple model sequential Monte Carlo PHD (MM SMC-PHD) filter is not interacting, two extensions of the SMC-PHD filters are developed in this paper. The interacting multiple-model (IMM) SMC-PHD filter approximates the model conditional PHD of target states by particles, and performs the interaction by resampling without any a priori assumption of the noise. The IMM Rao-Blackwellized particle (RBP) PHD filter uses the idea of Rao-Blackwellized to further enhance the performance of target state estimation for JMS with mixed linear/nonlinear state space models. The simulation results show that the proposed algorithms have better performances than the existing MM SMC-PHD filter in terms of state filtering and target number estimation.     

An improvement to the interacting multiple model (IMM) algorithm

Computing the optimal conditional mean state estimate for a jump Markov linear system requires exponential complexity, and hence, practical filtering algorithms are necessarily suboptimal. In the target tracking literature, suboptimal multiple-model filtering algorithms, such as the interacting multiple model (IMM) method and generalized pseudo-Bayesian (GPB) schemes, are widely used for state estimation of such systems. We derive a reweighted interacting multiple model algorithm. Although the IMM algorithm is an approximation of the conditional mean state estimator, our algorithm is a recursive implementation of a maximum a posteriori (MAP) state sequence estimator. This MAP estimator is an instance of a previous version of the EM algorithm known as the alternating expectation conditional maximization (AECM) algorithm. Computer simulations indicate that the proposed reweighted IMM algorithm is a competitive alternative to the popular IMM algorithm and GPB methods     

基于粒子滤波的交互式多模型说话人跟踪方法

 本文提出一种基于采样交互的多模型粒子滤波方法,实现了对随意运动说话人的有效跟踪。该方法根据说话人跟踪问题的特点,用马尔可夫跳变系统描述说话人的动态特性,用粒子滤波方法估计说话人的位置。在说话人跟踪过程中,通过调整滤波粒子的采样区域,完成交互式多模型方法中的输入交互,这不仅实现了各子滤波器中粒子数目的任意设定,避免了模型转换过程中的性能退化现象,而且取消了对模型后验概率密度函数的高斯分布假定,增强了说话人跟踪系统的鲁棒性。计算机仿真实验结果验证了本文方法的有效性。     

马尔可夫参数自适应IFIMM算法研究

针对新息滤波交互式多模型(IFIMM)算法中切换过程模型概率滞后的问题,提出了模型概率转移矩阵马尔可夫参数自适应的新息滤波多模型算法(AMP-IFIMM),该方法采用后验信息修正不准确的先验信息,自适应的调整马尔可夫转移矩阵的参数.切换时刻较多地遗忘非匹配模型的信息,放大匹配模型的信息,在保证滤波精度的同时,大大提高了模型间切换速度.将该算法应用到CA,CV两模型组合导航系统取得了良好的效果.     

Fault Detection for Networked Nonlinear Systems with Time Delays and Packet Dropouts

This paper addresses the problem of fault detection (FD) for networked systems with global Lipschitz nonlinearities and incomplete measurements, including time delays and packet dropouts which are described by a more general model using Markov jump system approach. We aim to design a mode-dependent fault detection filter (FDF) such that, for all external disturbances and incomplete measurements, the error between the residual and fault is made as small as possible. The addressed FD problem is then converted into an auxiliary H _∞ filtering problem of Markov jump system with time-varying delay. By applying Lyapunov–Krasovskii approach, a sufficient condition for the existence of the FDF is derived in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, the explicit expression of the desired FDF can also be characterized. A numerical example is exploited to show the effectiveness of the results obtained.     

基于改进“当前”统计模型的机动目标IMM跟踪算法

交互式多模型(IMM)算法是一种有效的机动目标跟踪算法,但其性能与模型的选择、个数以及参数有关。文中提出了一种基于改进的“当前”统计模型的交互式多模型算法,改进的“当前”统计模型提高了对机动目标的跟踪能力,而常速模型对匀速目标跟踪性能良好,IMM算法通过两种模型的交互作用可以实现对目标状态的自适应估计;同时,该算法结合了模型概率转移自适应技术,实现了对模型转移矩阵的在线估计,降低了人为因素。最后,通过Monte Carlo仿真进一步验证了该算法的有效性。     

基于交互式联邦多模型的多传感器融合算法

针对多传感器机动目标跟踪过程中的航迹滤波发散问题,提出了一种将联邦滤波器与交互式多模型滤波算法（IMM）相结合的交互式联邦多模型融合算法IFMM.在IFMM算法中各传感器均具有相同的滤波模型集合,各传感器在同一模型下所产生的滤波结果先采用联邦滤波算法进行融合,然后采用IMM算法对各模型融合结果进行综合,产生目标状态的全局估计.仿真结果表明,IFMM有效提高了机动目标运动状态估计的精确度和稳定性.     

Online Bayesian estimation of transition probabilities for Markovian jump systems

Markovian jump systems (MJSs) evolve in a jump-wise manner by switching among simpler models, according to a finite Markov chain, whose parameters are commonly assumed known. This paper addresses the problem of state estimation of MJS with unknown transition probability matrix (TPM) of the embedded Markov chain governing the jumps. Under the assumption of a time-invariant but random TPM, an approximate recursion for the TPMs posterior probability density function (PDF) within the Bayesian framework is obtained. Based on this recursion, four algorithms for online minimum mean-square error (MMSE) estimation of the TPM are derived. The first algorithm (for the case of a two-state Markov chain) computes the MMSE estimate exactly, if the likelihood of the TPM is linear in the transition probabilities. Its computational load is, however, increasing with the data length. To limit the computational cost, three alternative algorithms are further developed based on different approximation techniques-truncation of high order moments, quasi-Bayesian approximation, and numerical integration, respectively. The proposed TPM estimation is naturally incorporable into a typical online Bayesian estimation scheme for MJS [e.g., generalized pseudo-Bayesian (GPB) or interacting multiple model (IMM)]. Thus, adaptive versions of MJS state estimators with unknown TPM are provided. Simulation results of TPM-adaptive IMM algorithms for a system with failures and maneuvering target tracking are presented.     

Recursive least-squares quadratic smoothing from measurements with packet dropouts

The least-squares quadratic filtering and fixed-point smoothing problems of discrete-time stochastic signals from observations with multiple packet dropouts are addressed. It is assumed that the packet dropouts occur randomly and the latest measurement received successfully is processed for the estimation in case that the current measurement is dropped-out. This situation is modelled by introducing in the observation model a sequence of Bernoulli random variables whose values - one or zero - indicate if the current measurement is received or dropped-out, respectively, and whose probability distributions are known. A recursive estimation algorithm is deduced without requiring full knowledge of the state-space model generating the signal process, but only information about the dropout probabilities and the moments of the signal and noise processes involved. Defining a suitable augmented observation model, the quadratic estimation problem is reduced to the linear estimation problem based on the augmented observations, which is solved by using an innovation approach.     

改进的马尔可夫参数自适应IMM算法

针对机动目标跟踪问题,首先推导了马尔可夫参数自适应IFIMM算法自适应调节模型切换矩阵的必要条件,进一步分析了马尔可夫矩阵修正IMM跟踪算法的适用局限性.通过重新定义模型误差压缩率之比,提出了一种改进的马尔可夫参数自适应IMM算法,并阐述了误差压缩率之比的特性.最后进行了仿真实验并指出了马尔可夫自适应IMM算法的适用范围.