基于协方差矩阵变换的相干源个数估计

正确地估计信号源个数是高分辨阵列信号处理的一个重要组成部分,本文提出了一种相干源个数估计的方法。这种方法是先采用空间平滑技术对信号源去相关,然后对阵列协方差进行酉变换,最后用基于协方差矩阵变换的信息论准则和盖氏半径(Gerschgorin Radii)两种方法估计信号源个数。计算机仿真结果证实了方法的可行性。     

Mixture of probability distributions as a basic component in simulating measurement accuracy

A stochastic model is proposed for a basic mechanism in the formation of uncertainties in physical quantity measurements. __________ Translated from Izmeritel'naya Tekhnika, No. 1, pp. 12–17, January, 2006.     

空爆毁伤地面机动目标扫描准则研究

文中主要针对多爆炸成型弹丸空爆战斗部,在分析区域识别和占空比识别两种不同扫描准则的基础上,应用蒙特卡洛方法计算了战斗部对目标的毁伤概率.通过仿真计算结果对比分析,获得了不同扫描准则对毁伤概率的影响,结果可为多爆炸成型弹丸空爆战斗部设计和选择使用扫描准则提供参考依据.     

Simulation-based sequential analysis of Markov switching stochastic volatility models

We propose a simulation-based algorithm for inference in stochastic volatility models with possible regime switching in which the regime state is governed by a first-order Markov process. Using auxiliary particle filters we developed a strategy to sequentially learn about states and parameters of the model. The methodology is tested against a synthetic time series and validated with a real financial time series: the IBOVESPA stock index (São Paulo Stock Exchange).     

Complex system reliability modelling with Dynamic Object Oriented Bayesian Networks (DOOBN)

Nowadays, the complex manufacturing processes have to be dynamically modelled and controlled to optimise the diagnosis and the maintenance policies. This article presents a methodology that will help developing Dynamic Object Oriented Bayesian Networks (DOOBNs) to formalise such complex dynamic models. The goal is to have a general reliability evaluation of a manufacturing process, from its implementation to its operating phase. The added value of this formalisation methodology consists in using the a priori knowledge of both the system's functioning and malfunctioning. Networks are built on principles of adaptability and integrate uncertainties on the relationships between causes and effects. Thus, the purpose is to evaluate, in terms of reliability, the impact of several decisions on the maintenance of the system. This methodology has been tested, in an industrial context, to model the reliability of a water (immersion) heater system.     

Enhancing cognitive radio systems with robust reasoning

Cognitive radio systems dynamically reconfigure the algorithms and parameters they use, in order to adapt to the changing environment conditions. However, reaching proper reconfiguration decisions presupposes a way of knowing, with high enough assurance, the capabilities of the alternate configurations, especially in terms of achievable transmission capacity and coverage. The present paper addresses this problem, firstly, by specifying a complete process for extracting estimations of the capabilities of candidate configurations, in terms of transmission capacity and coverage, and, secondly, by enhancing these estimations with the employment of a machine learning technique. The technique is based on the use of Bayesian Networks, in conjunction with an effective learning and adaptation strategy, and aims at extracting and exploiting knowledge and experience, in order to reach robust (i.e. stable and reliable) estimations of the configurations' capabilities. Comprehensive results of the proposed method are presented, in order to validate its functionality. Copyright © 2007 John Wiley & Sons, Ltd.     

Are Samples in Randomized Controlled Trials of Psychotherapy Representative of Community Outpatients? A New Methodology and Initial Findings.

To determine the extent to which published randomized controlled trials (RCTs) of psychotherapy can be generalized to a sample of community outpatients, the authors used a method of matching information obtained from outpatient charts to inclusion and exclusion criteria from published RCT studies. They found that 80% of the patients in their sample who had diagnoses represented in the RCT literature were judged eligible for at least 1 published RCT; however, 58% of the patients had primary diagnoses such as adjustment disorder or dysthymia, which were not represented in the existing psychotherapy outcome literature. The most common reasons that patients in their sample did not match with published RCTs for psychotherapy are listed, and the implications of these findings for research and practice are discussed. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Decision support in early development phases—A case study from machine engineering

In the case study presented in this paper we consider early development phases of a mechanical product. We want to evaluate different concepts and decide which one(s) to pursue. A problem in early phases is that usually no test runs are available. In our case study, based on a standard, there are ways to compute the lifetime distributions of the components of the different concepts. Some parameters needed for these computations are not known precisely. Unfortunately, the lifetime distributions of the components are highly sensitive to these parameters. Our approach is to equip these parameters with distributions. These distributions would be called prior distributions in Bayesian terminology, but no update is possible since no test runs are available. Our approach implies that the distribution of the system lifetime for each concept is random, i.e. we get random elements in the space of lifetime distributions. Using Monte-Carlo simulations, we demonstrate several ways to compare the random lifetime distributions of the concepts. Some of these comparisons use stochastic orderings. We also introduce a new stochastic ordering which is particularly suitable for reliability purposes. Our case study, consisting of three scenarios, allows us to demonstrate some conclusions that can be reached.     

Necessary and Sufficient Conditions of Existence of Extreme Distributions F 5 – F 7 in the Generalized Chebyshev Inequalities Problem. Part II

The optimization problem for a linear functional on the set of distribution functions with two fixed power moments is considered. New criteria are proposed for the existence of the extreme distributions, on which a linear functional may take on the extremum value.