先优化后分类改进的小波域图像去噪方法

提出一种先优化后分类改进的小波域图像去噪方法。该方法是对现存NeighShrink去噪方法的改进,用stein的无偏风险估计,在小波域每一个子带确定一个最优的阈值和邻域窗口;根据邻域阈值的大小,将子带内的每个小波系数划分为“小”系数或“大”系数;对“小”系数直接置零,对“大”系数采用一种具有局部空间强相关性的零均值高斯模型,通过最小均方误差准则得到真实系数的估计。实验结果表明,该方法在峰值信噪比指标上明显优于NeighShrink方法,同时有效地保存了图像的纹理信息,视觉效果较好。     

Optimal number of minimal repairs before replacement of a deteriorating system with inspections

In this study, we propose a generalised replacement model for a deteriorating system with failures that could only be detected through inspection work. The system is assumed to have two types of failures and is replaced at the Nth type I failure (minor failure) or first type II failure (catastrophic failure), depending on whichever occurs first. The probability of type I and II failures depends on the number of failures since the last replacement. Such systems can be repaired upon type I failure, but are stochastically deteriorating, that is, the lengths of the operating intervals are stochastically decreasing, whereas the durations of the repairs are stochastically increasing. Then, the expected net cost rate is obtained. Some special cases are considered. Finally, a numerical example is provided.     

Optimal state estimation for networked systems with random parameter matrices,correlated noises and delayed measurements

In this paper, the optimal least-squares state estimation problem is addressed for a class of discrete-time multisensor linear stochastic systems with state transition and measurement random parameter matrices and correlated noises. It is assumed that at any sampling time, as a consequence of possible failures during the transmission process, one-step delays with different delay characteristics may occur randomly in the received measurements. The random delay phenomenon is modelled by using a different sequence of Bernoulli random variables in each sensor. The process noise and all the sensor measurement noises are one-step autocorrelated and different sensor noises are one-step cross-correlated. Also, the process noise and each sensor measurement noise are two-step cross-correlated. Based on the proposed model and using an innovation approach, the optimal linear filter is designed by a recursive algorithm which is very simple computationally and suitable for online applications. A numerical simulation is exploited to illustrate the feasibility of the proposed filtering algorithm.     

带相关噪声、随机观测滞后和丢失的随机不确定系统的最优线性估值器

对带有限步相关噪声、乘性噪声、多步随机观测滞后和丢失的复杂网络化控制系统,根据相关噪声的步数,分析了噪声和状态、噪声和观测、噪声和新息、观测和新息、状态和新息之间的相关性,给出了相关阵的递推计算公式.利用射影理论,提出了线性最小方差最优线性估值器,包括滤波器、预报器和平滑器.一个网络监测环境下的三容器水箱系统的实例仿真,验证了算法的有效性.     

有界随机测量时滞的网络控制系统的最优估计

在假设测量没有丢包的情况下, 研究了带有随机测量时滞的网络控制系统的最优估计问题. 利用已知的时 滞分布概率, 建立新的模型来描述随机时滞测量. 进一步将带有时滞的测量等价成每个通道是单时滞的多通道测 量, 从而利用新息重组方法, 通过求解黎卡提方程求解最优估计器. 最后给出仿真实例验证了该算法的有效性.     

A geometric process repair model with inspections and its optimisation

In this article, a deteriorating simple repairable system with inspections, is studied. We assume that the system failure can only be detected by inspections and the repair of the system is not as good as new. Further assume that the successive working times of the system form a decreasing geometric process whereas the consecutive repair times form an increasing geometric process. Under these assumptions, we present a bivariate mixed policy (T,?N), respectively, based on the time interval between two successive inspections and the failure-number of the system. Our aim is to determine an optimal mixed policy (T,?N)* such that the long-run average cost per unit time (i.e. the average cost rate) is minimised. The explicit expression of the average cost rate is derived, and the corresponding optimal mixed policy can be determined numerically. Finally, we provide a numerical example to illustrate our model, and carry through some discussions and sensitivity analysis.     

Optimal linear estimators for systems with multiple random measurement delays and packet dropouts

This article is concerned with the optimal linear estimation problem for linear discrete-time stochastic systems with possible multiple random measurement delays and packet dropouts, where the largest random delay is limited within a known bound and packet dropouts can be infinite. A new model is constructed to describe the phenomena of multiple random delays and packet dropouts by employing some random variables of Bernoulli distribution. By state augmentation, the system with random delays and packet dropouts is transferred to a system with random parameters. Based on the new model, the least mean square optimal linear estimators including filter, predictor and smoother are easily obtained via an innovation analysis approach. The estimators are recursively computed in terms of the solutions of a Riccati difference equation and a Lyapunov difference equation. A sufficient condition for the existence of the steady-state estimators is given. An example shows the effectiveness of the proposed algorithms.     

Optimal production run length with imperfect production processes and backorder in fuzzy random environment

This article considers the economic production run time problem with imperfect production processes and allowable shortages. The elapsed time until the production process shifts is assumed to be a fuzzy random variable, and fuzzy random total cost per unit time model is constructed. The expectation theory and signed distance are employed to transform the fuzzy random model into crisp model. An effective approximate algorithm is developed to search for the optimal production run length. Furthermore, numerical examples are provided to illustrate the results of proposed model.     

Optimal linear filtering and extrapolation of realizations of a vector random function observed with errors

A solution to an optimal linear filtering and extrapolation problem is proposed. The investigation object is a realization of multidimensional random function, which is measured with random errors. The solution method does not put any essential constraints on the investigated random fimction, measurment error characteristics, and on the character of relations between them. The solution is based on Pugachov’s canonical decomposition of the investigated random function, and its form is convenient for use with a computer. Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 125–132, July–August, 2000.     

Optimal linear estimation for continuous stochastic systems with random observation delays

This paper is concerned with the linear minimum mean square error estimation for Itô‐type differential equation systems with random delays, where the delay process is modeled as a finite‐state Markov chain. By first introducing a set of equivalent delay‐free observations and then defining two reorganized Markov chains, the estimation problem of random delayed systems is reduced to the one of delay‐free Markov jump linear systems. The estimator is derived by using the innovation analysis method based on the Itô differential formula. And the analytical solution to this estimator is given in terms of two Riccati differential equations that are of finite dimensions. Conditions for existence, uniqueness, and stability of the steady‐state optimal estimator are studied for time‐invariant cases. In this case, the obtained estimator is very easy to implement, and all calculation can be performed off line, leading to a linear time‐invariant estimator. Copyright © 2011 John Wiley & Sons, Ltd.     

Optimum random and age replacement policies for customer-demand multi-state system reliability under imperfect maintenance

This paper proposes the generalised random and age replacement policies for a multi-state system composed of multi-state elements. The degradation of the multi-state element is assumed to follow the non-homogeneous continuous time Markov process which is a continuous time and discrete state process. A recursive approach is presented to efficiently compute the time-dependent state probability distribution of the multi-state element. The state and performance distribution of the entire multi-state system is evaluated via the combination of the stochastic process and the Lz-transform method. The concept of customer-centred reliability measure is developed based on the system performance and the customer demand. We develop the random and age replacement policies for an aging multi-state system subject to imperfect maintenance in a failure (or unacceptable) state. For each policy, the optimum replacement schedule which minimises the mean cost rate is derived analytically and discussed numerically.     

Optimal periodic output feedback control: a continuous-time approach and a case study

This article deals with the problem of optimal static output feedback control of linear periodic systems in continuous time, for which a continuous-time approach, which allows to deal with both stable and unstable open loop systems, is presented. The proposed approach is tested on the problem of designing attitude control laws for a Low-Earth Orbit (LEO) satellite on the basis of feedback from a triaxial magnetometer and a set of high-precision gyros. Simulation results are used to demonstrate the feasibility of the proposed strategy and to evaluate its performance.     

Exact periodic,cusp, solitary and loop wave solutions of the EX-ROE

The extended reduced Ostrovsky equation (EX-ROE) is investigated by using the dynamical system theory. The bifurcation phase portraits are drawn in different regions of parameter plane. The bounded travelling wave solutions such as periodic waves, periodic cusp waves, solitary waves, peakon, solitary loop waves and periodic loop waves are obtained. The dynamic characters of these solutions are investigated.     

Optimal production decision for a risk‐averse manufacturer faced with random yield and stochastic demand

Consider a risk‐averse manufacturer who produces a single product with a random yield to satisfy uncertain market demand. The manufacturer maximizes its expected profit subject to a chance constraint that requires the probability of the total profit below a target be less than a predetermined level. We show that due to the profit target constraint in the presence of random yield and stochastic demand, the manufacturer can neither produce too much nor too little irrespective of the predetermined probability level, depending solely on the profit target level. Further, the special case of uniform yield and uniform demand is examined and we obtain the manufacturer's optimal production quantity. In addition, two special cases of random yield rate and deterministic demand or deterministic yield rate and stochastic demand are considered. The opposite impacts of random yield and stochastic demand are revealed: the random yield induces a minimum production quantity that may cause the manufacturer to increase its production quantity, while the stochastic demand induces a maximum production quantity that may cause the manufacturer to decrease its production quantity. By comparing the solutions of the above‐mentioned special cases with the case of both random yield and stochastic demand, it is demonstrated that the existence of both random yield and stochastic demand results in a more constrained production requirement for the manufacturer (a larger minimum production quantity and a smaller maximum production quantity). That is, the opposite impacts of random yield and stochastic demand will not offset, but enhance each other.     

产量和需求随机下基于收益共享契约的供应链决策

针对产量和需求都随机的供应链, 在条件风险值(CVaR) 的度量准则下, 建立具有风险规避型零售商的供应链最优决策模型, 探讨收益共享契约下供应链协调的条件, 并进行了数值分析. 研究结果表明, 零售商的风险规避以及产量的不确定性将降低最优订购量及供应链效益; 收益共享契约可以优化产量和需求随机条件下的供应链运作效率, 并在一定条件下使供应链达到协调.

     

An adaptive filter with periodic gain, and its application in autonomous satellite navigation

In the paper an Adaptive Filter with PEriodic Gain (AFPEG) is presented, which is applicable to Discrete-time Linear Periodic Systems (DLPS) and nonlinear systems with a periodic nominal trajectory. Its convergence properties subject to the DLPS are proved. Compared to conventional adaptive filtering algorithms, the AFPEG reduces on-line computation with limited storage requirements. The AFPEG is applied to an autonomous satellite navigation system. Simulation results demonstrate its effectiveness in improving the accuracy of navigation.     

Multistability of HNNs with almost periodic stimuli and continuously distributed delays

In this article, we investigate multistability of Hopfield neural networks (HNNs) with almost periodic stimuli and continuously distributed delays. By employing the theory of exponential dichotomy and Schauder's fixed point theorem, sufficient conditions are gained for the existence of 2 ^N almost periodic solutions which lie in invariant regions. Meanwhile, we derive some new criteria for the networks to converge toward these 2 ^N almost periodic solutions and the domain of attraction is also given. The obtained results are new, general and improve corresponding results existing in previous literature.     

The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables

We derive the exact distributions of R=X+Y, P=XY and W=X/(X+Y) and the corresponding moment properties when X and Y follow Lawrence and Lewis's bivariate exponential distribution. The expressions turn out to involve special functions. We also provide extensive tabulations of the percentage points associated with the distributions. These tables—obtained using intensive computing power—will be of use to practitioners of the bivariate exponential distribution.     

Optimal procurement, disposal and pricing policies for managing rental goods

Consider a video rental retailer who procures DVDs or video cassettes from a distributor and rents them to the customers. To meet the time‐varying rental demand, the retailer needs to develop cost‐effective procurement and disposal policies. In this paper, we first present a base model in which the underlying rental demand is decreasing over time, backorders are not allowed and the disposal price is exogenous. For this base model, we show that the optimal procurement quantity is equal to the sum of effective demands (rental demand net of returns) over an integral number of periods, and the optimal disposal policy can be determined by solving a simple dynamic program with polynomial complexity. We then analyze the case of endogenous disposal prices and derive optimal disposal policies by solving a quadratic optimization problem with tree constraints. We also extend the base model to allow for backorders and to cases where the retailer has multiple procurement opportunities and a contractual period where disposals are not allowed. We show that the qualitative nature of the procurement policy is preserved in these cases and the optimal procurement and selling policies can be determined using similar dynamic programming algorithms.