A Bayesian estimation method to separate multicomponent signals with single channel observation is presented in this paper. By using the basis function projection, the component separation becomes a problem of limited...A Bayesian estimation method to separate multicomponent signals with single channel observation is presented in this paper. By using the basis function projection, the component separation becomes a problem of limited parameter estimation. Then, a Bayesian model for estimating parameters is set up. The reversible jump MCMC （Monte Carlo Markov Chain） algorithmis adopted to perform the Bayesian computation. The method can jointly estimate the parameters of each component and the component number. Simulation results demonstrate that the method has low SNR threshold and better performance.展开更多
This paper considers the Bayesian and expected Bayesian（E-Bayesian） estimations of the parameter and reliability function for competing risk model from Gompertz distribution under Type-I progressively hybrid censori...This paper considers the Bayesian and expected Bayesian（E-Bayesian） estimations of the parameter and reliability function for competing risk model from Gompertz distribution under Type-I progressively hybrid censoring scheme（PHCS）. The estimations are obtained based on Gamma conjugate prior for the parameter under squared error（SE） and Linex loss functions. The simulation results are provided for the comparison purpose and one data set is analyzed.展开更多
The Bayesian approach is considered as the most general formulation of the state estimation for dynamic systems. However, most of the existing Bayesian estimators of stochastic hybrid systems only focus on the Markov ...The Bayesian approach is considered as the most general formulation of the state estimation for dynamic systems. However, most of the existing Bayesian estimators of stochastic hybrid systems only focus on the Markov jump system, few liter- ature is related to the estimation problem of nonlinear stochastic hybrid systems with state dependent transitions. According to this problem, a new methodology which relaxes quite a restrictive as- sumption that the mode transition process must satisfy Markov properties is proposed. In this method, a general approach is presented to model the state dependent transitions, the state and output spaces are discreted into cell space which handles the nonlinearities and computationally intensive problem offline. Then maximum a posterior estimation is obtained by using the Bayesian theory. The efficacy of the estimator is illustrated by a simulated example .展开更多
The accuracy of target threat estimation has a great impact on command decision-making.The Bayesian network,as an effective way to deal with the problem of uncertainty,can be used to track the change of the target thr...The accuracy of target threat estimation has a great impact on command decision-making.The Bayesian network,as an effective way to deal with the problem of uncertainty,can be used to track the change of the target threat level.Unfortunately,the traditional discrete dynamic Bayesian network(DDBN)has the problems of poor parameter learning and poor reasoning accuracy in a small sample environment with partial prior information missing.Considering the finiteness and discreteness of DDBN parameters,a fuzzy k-nearest neighbor(KNN)algorithm based on correlation of feature quantities(CF-FKNN)is proposed for DDBN parameter learning.Firstly,the correlation between feature quantities is calculated,and then the KNN algorithm with fuzzy weight is introduced to fill the missing data.On this basis,a reasonable DDBN structure is constructed by using expert experience to complete DDBN parameter learning and reasoning.Simulation results show that the CF-FKNN algorithm can accurately fill in the data when the samples are seriously missing,and improve the effect of DDBN parameter learning in the case of serious sample missing.With the proposed method,the final target threat assessment results are reasonable,which meets the needs of engineering applications.展开更多
A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks （such as, particle impoverishment and numerical sensitivity in calculating the prior） of the conv...A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks （such as, particle impoverishment and numerical sensitivity in calculating the prior） of the conventional unscented particle filter （UPF） confronted in practice. Specifically, a different derivation of the importance weight is presented in detail. The proposed method can avoid the calculation of the prior and reduce the effects of the impoverishment problem caused by sampling from the proposal distribution, Simulations have been performed using two illustrative examples and results have been provided to demonstrate the validity of the modified UPF as well as its improved performance over the conventional one.展开更多
The longitudinal dispersion of the projectile in shooting tests of two-dimensional trajectory corrections fused with fixed canards is extremely large that it sometimes exceeds the correction ability of the correction ...The longitudinal dispersion of the projectile in shooting tests of two-dimensional trajectory corrections fused with fixed canards is extremely large that it sometimes exceeds the correction ability of the correction fuse actuator.The impact point easily deviates from the target,and thus the correction result cannot be readily evaluated.However,the cost of shooting tests is considerably high to conduct many tests for data collection.To address this issue,this study proposes an aiming method for shooting tests based on small sample size.The proposed method uses the Bootstrap method to expand the test data;repeatedly iterates and corrects the position of the simulated theoretical impact points through an improved compatibility test method;and dynamically adjusts the weight of the prior distribution of simulation results based on Kullback-Leibler divergence,which to some extent avoids the real data being"submerged"by the simulation data and achieves the fusion Bayesian estimation of the dispersion center.The experimental results show that when the simulation accuracy is sufficiently high,the proposed method yields a smaller mean-square deviation in estimating the dispersion center and higher shooting accuracy than those of the three comparison methods,which is more conducive to reflecting the effect of the control algorithm and facilitating test personnel to iterate their proposed structures and algorithms.;in addition,this study provides a knowledge base for further comprehensive studies in the future.展开更多
In this paper, an estimation method for reliability parameter in the case of zero-failuare data-synthetic estimation method is given. For zero-failure data of double-parameter exponential distribution, a hierarchical ...In this paper, an estimation method for reliability parameter in the case of zero-failuare data-synthetic estimation method is given. For zero-failure data of double-parameter exponential distribution, a hierarchical Bayesian estimation of the failure probability is presented. After failure information is introduced, hierarchical Bayesian estimation and synthetic estimation of the failure probability, as well as synthetic estimation of reliability are given. Calculation and analysis are performed regarding practical problems in case that life distribution of an engine obeys double-parameter exponential distribution.展开更多
Real time remaining useful life(RUL) prediction based on condition monitoring is an essential part in condition based maintenance(CBM). In the current methods about the real time RUL prediction of the nonlinear degrad...Real time remaining useful life(RUL) prediction based on condition monitoring is an essential part in condition based maintenance(CBM). In the current methods about the real time RUL prediction of the nonlinear degradation process, the measurement error is not considered and forecasting uncertainty is large. Therefore, an approximate analytical RUL distribution in a closed-form of a nonlinear Wiener based degradation process with measurement errors was proposed. The maximum likelihood estimation approach was used to estimate the unknown fixed parameters in the proposed model. When the newly observed data are available, the random parameter is updated by the Bayesian method to make the estimation adapt to the item's individual characteristic and reduce the uncertainty of the estimation. The simulation results show that considering measurement errors in the degradation process can significantly improve the accuracy of real time RUL prediction.展开更多
文摘A Bayesian estimation method to separate multicomponent signals with single channel observation is presented in this paper. By using the basis function projection, the component separation becomes a problem of limited parameter estimation. Then, a Bayesian model for estimating parameters is set up. The reversible jump MCMC （Monte Carlo Markov Chain） algorithmis adopted to perform the Bayesian computation. The method can jointly estimate the parameters of each component and the component number. Simulation results demonstrate that the method has low SNR threshold and better performance.
基金supported by the National Natural Science Foundation of China(7117116471401134+1 种基金71571144)the Natural Science Basic Research Program of Shaanxi Province(2015JM1003)
文摘This paper considers the Bayesian and expected Bayesian（E-Bayesian） estimations of the parameter and reliability function for competing risk model from Gompertz distribution under Type-I progressively hybrid censoring scheme（PHCS）. The estimations are obtained based on Gamma conjugate prior for the parameter under squared error（SE） and Linex loss functions. The simulation results are provided for the comparison purpose and one data set is analyzed.
基金supported by the National Natural Science Foundation of China (6097400161104121)the Fundamental Research Funds for the Central Universities (JUDCF11039)
文摘The Bayesian approach is considered as the most general formulation of the state estimation for dynamic systems. However, most of the existing Bayesian estimators of stochastic hybrid systems only focus on the Markov jump system, few liter- ature is related to the estimation problem of nonlinear stochastic hybrid systems with state dependent transitions. According to this problem, a new methodology which relaxes quite a restrictive as- sumption that the mode transition process must satisfy Markov properties is proposed. In this method, a general approach is presented to model the state dependent transitions, the state and output spaces are discreted into cell space which handles the nonlinearities and computationally intensive problem offline. Then maximum a posterior estimation is obtained by using the Bayesian theory. The efficacy of the estimator is illustrated by a simulated example .
基金supported by the Fundamental Scientific Research Business Expenses for Central Universities(3072021CFJ0803)the Advanced Marine Communication and Information Technology Ministry of Industry and Information Technology Key Laboratory Project(AMCIT21V3).
文摘The accuracy of target threat estimation has a great impact on command decision-making.The Bayesian network,as an effective way to deal with the problem of uncertainty,can be used to track the change of the target threat level.Unfortunately,the traditional discrete dynamic Bayesian network(DDBN)has the problems of poor parameter learning and poor reasoning accuracy in a small sample environment with partial prior information missing.Considering the finiteness and discreteness of DDBN parameters,a fuzzy k-nearest neighbor(KNN)algorithm based on correlation of feature quantities(CF-FKNN)is proposed for DDBN parameter learning.Firstly,the correlation between feature quantities is calculated,and then the KNN algorithm with fuzzy weight is introduced to fill the missing data.On this basis,a reasonable DDBN structure is constructed by using expert experience to complete DDBN parameter learning and reasoning.Simulation results show that the CF-FKNN algorithm can accurately fill in the data when the samples are seriously missing,and improve the effect of DDBN parameter learning in the case of serious sample missing.With the proposed method,the final target threat assessment results are reasonable,which meets the needs of engineering applications.
文摘A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks （such as, particle impoverishment and numerical sensitivity in calculating the prior） of the conventional unscented particle filter （UPF） confronted in practice. Specifically, a different derivation of the importance weight is presented in detail. The proposed method can avoid the calculation of the prior and reduce the effects of the impoverishment problem caused by sampling from the proposal distribution, Simulations have been performed using two illustrative examples and results have been provided to demonstrate the validity of the modified UPF as well as its improved performance over the conventional one.
基金the National Natural Science Foundation of China(Grant No.61973033)Preliminary Research of Equipment(Grant No.9090102010305)for funding the experiments。
文摘The longitudinal dispersion of the projectile in shooting tests of two-dimensional trajectory corrections fused with fixed canards is extremely large that it sometimes exceeds the correction ability of the correction fuse actuator.The impact point easily deviates from the target,and thus the correction result cannot be readily evaluated.However,the cost of shooting tests is considerably high to conduct many tests for data collection.To address this issue,this study proposes an aiming method for shooting tests based on small sample size.The proposed method uses the Bootstrap method to expand the test data;repeatedly iterates and corrects the position of the simulated theoretical impact points through an improved compatibility test method;and dynamically adjusts the weight of the prior distribution of simulation results based on Kullback-Leibler divergence,which to some extent avoids the real data being"submerged"by the simulation data and achieves the fusion Bayesian estimation of the dispersion center.The experimental results show that when the simulation accuracy is sufficiently high,the proposed method yields a smaller mean-square deviation in estimating the dispersion center and higher shooting accuracy than those of the three comparison methods,which is more conducive to reflecting the effect of the control algorithm and facilitating test personnel to iterate their proposed structures and algorithms.;in addition,this study provides a knowledge base for further comprehensive studies in the future.
文摘In this paper, an estimation method for reliability parameter in the case of zero-failuare data-synthetic estimation method is given. For zero-failure data of double-parameter exponential distribution, a hierarchical Bayesian estimation of the failure probability is presented. After failure information is introduced, hierarchical Bayesian estimation and synthetic estimation of the failure probability, as well as synthetic estimation of reliability are given. Calculation and analysis are performed regarding practical problems in case that life distribution of an engine obeys double-parameter exponential distribution.
基金Projects(51475462,61374138,61370031)supported by the National Natural Science Foundation of China
文摘Real time remaining useful life(RUL) prediction based on condition monitoring is an essential part in condition based maintenance(CBM). In the current methods about the real time RUL prediction of the nonlinear degradation process, the measurement error is not considered and forecasting uncertainty is large. Therefore, an approximate analytical RUL distribution in a closed-form of a nonlinear Wiener based degradation process with measurement errors was proposed. The maximum likelihood estimation approach was used to estimate the unknown fixed parameters in the proposed model. When the newly observed data are available, the random parameter is updated by the Bayesian method to make the estimation adapt to the item's individual characteristic and reduce the uncertainty of the estimation. The simulation results show that considering measurement errors in the degradation process can significantly improve the accuracy of real time RUL prediction.
