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Asymptotics of the Maximum Sum of Randomly Stopped Finite Random Walks with Subexponential Distribution
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作者 CAO Shuxia LIU Zixin ZHANG Shuguang 《应用概率统计》 北大核心 2026年第1期75-89,共15页
We study a finite number of independent random walks with subexponentially distributed increments and negative drifts.We extend the one-dimensional results to finite and fully general stopping times.Assuming that the ... We study a finite number of independent random walks with subexponentially distributed increments and negative drifts.We extend the one-dimensional results to finite and fully general stopping times.Assuming that the distribution of the lengths of these intervals is relatively light compared to the distribution of the increments of the random walks,we derive the asymptotic tail distribution of the partial maximum sum over the random time interval. 展开更多
关键词 subexponential distribution maximum sum random walk ASYMPTOTICS
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Delay bounded routing with the maximum belief degree for dynamic uncertain networks
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作者 MA Ji KANG Rui +3 位作者 LI Ruiying ZHANG Qingyuan LIU Liang WANG Xuewang 《Journal of Systems Engineering and Electronics》 2025年第1期127-138,共12页
Delay aware routing is now widely used to provide efficient network transmission. However, for newly developing or developed mobile communication networks(MCN), only limited delay data can be obtained. In such a netwo... Delay aware routing is now widely used to provide efficient network transmission. However, for newly developing or developed mobile communication networks(MCN), only limited delay data can be obtained. In such a network, the delay is with epistemic uncertainty, which makes the traditional routing scheme based on deterministic theory or probability theory not applicable. Motivated by this problem, the MCN with epistemic uncertainty is first summarized as a dynamic uncertain network based on uncertainty theory, which is widely applied to model epistemic uncertainties. Then by modeling the uncertain end-toend delay, a new delay bounded routing scheme is proposed to find the path with the maximum belief degree that satisfies the delay threshold for the dynamic uncertain network. Finally, a lowEarth-orbit satellite communication network(LEO-SCN) is used as a case to verify the effectiveness of our routing scheme. It is first modeled as a dynamic uncertain network, and then the delay bounded paths with the maximum belief degree are computed and compared under different delay thresholds. 展开更多
关键词 dynamic uncertain network uncertainty theory epistemic uncertainty delay bounded routing maximum belief degree
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Oil–water two-phase flow pattern analysis with ERT based measurement and multivariate maximum Lyapunov exponent 被引量:9
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作者 谭超 王娜娜 董峰 《Journal of Central South University》 SCIE EI CAS CSCD 2016年第1期240-248,共9页
Oil–water two-phase flow patterns in a horizontal pipe are analyzed with a 16-electrode electrical resistance tomography(ERT) system. The measurement data of the ERT are treated as a multivariate time-series, thus th... Oil–water two-phase flow patterns in a horizontal pipe are analyzed with a 16-electrode electrical resistance tomography(ERT) system. The measurement data of the ERT are treated as a multivariate time-series, thus the information extracted from each electrode represents the local phase distribution and fraction change at that location. The multivariate maximum Lyapunov exponent(MMLE) is extracted from the 16-dimension time-series to demonstrate the change of flow pattern versus the superficial velocity ratio of oil to water. The correlation dimension of the multivariate time-series is further introduced to jointly characterize and finally separate the flow patterns with MMLE. The change of flow patterns with superficial oil velocity at different water superficial velocities is studied with MMLE and correlation dimension, respectively, and the flow pattern transition can also be characterized with these two features. The proposed MMLE and correlation dimension map could effectively separate the flow patterns, thus is an effective tool for flow pattern identification and transition analysis. 展开更多
关键词 oil-water two-phase flow flow patterns electrical resistance tomography (ERT) multivariate time-series multivariate maximum Lyapunov exponent correlation dimension
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Fast method for spreading sequence estimation of DSSS signal based on maximum likelihood function 被引量:11
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作者 Yanhua Peng Bin Tang Ming Lv 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2010年第6期948-953,共6页
To estimate the spreading sequence of the direct sequence spread spectrum(DSSS)signal,a fast algorithm based on maximum likelihood function is proposed,and the theoretical derivation of the algorithm is provided.By si... To estimate the spreading sequence of the direct sequence spread spectrum(DSSS)signal,a fast algorithm based on maximum likelihood function is proposed,and the theoretical derivation of the algorithm is provided.By simplifying the objective function of maximum likelihood estimation,the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window.Since it avoids the correlation matrix computation,the algorithm significantly reduces the storage requirement and the computation complexity.Simulations show that it is a fast convergent algorithm,and can perform well in low signal to noise ratio(SNR). 展开更多
关键词 direct sequence spread spectrum(DSSS)signal spreading sequence maximum likelihood estimation(MLE)
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Filtering Based Maximum Likelihood Stochastic Gradient Prediction on Wind Power Curtailment 被引量:3
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作者 Wang Ziyun 《系统仿真学报》 CAS CSCD 北大核心 2017年第3期589-594,共6页
The parameter estimation problem of Hammerstein finite impulse response models and its application on the wind curtailment prediction field were considered.By adopting the maximum likelihood principle,the maximum like... The parameter estimation problem of Hammerstein finite impulse response models and its application on the wind curtailment prediction field were considered.By adopting the maximum likelihood principle,the maximum likelihood estimate was obtained by minimizing the likelihood function.To reduce the impact of the unknown noise term,the maximum likelihood idea and the filtering theory were combined by changing the coupled nonlinear model into a parameter-independent model and to derive a filtering based maximum likelihood stochastic gradient algorithm for the Hammerstein system modeling on wind power curtailment prediction.The given simulation validates that the proposed algorithm can identify the wind power characteristic curve accurately and contributes to calculate the wind power curtailment prediction that shows its good practicability. 展开更多
关键词 system identification stochastic gradient filtering theory maximum likelihood wind power curtailment prediction
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Maximum Likelihood Estimation of the Identification Parameters and Its Correction 被引量:2
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作者 An Kai, Ma Jiaguang & Fu Chengyu Institute of Optics and Electronics, Chinese Academy of Sciences, Chengdu 610041, P. R. China 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2002年第4期31-38,共8页
By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of ... By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods. 展开更多
关键词 Probability density Noise Least square methods Corrector of maximum likelihood estimation.
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A modified method to calculate reliability index using maximum entropy principle 被引量:3
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作者 徐志军 郑俊杰 +1 位作者 边晓亚 刘勇 《Journal of Central South University》 SCIE EI CAS 2013年第4期1058-1063,共6页
Routine reliability index method, first order second moment (FOSM), may not ensure convergence of iteration when the performance function is strongly nonlinear. A modified method was proposed to calculate reliability ... Routine reliability index method, first order second moment (FOSM), may not ensure convergence of iteration when the performance function is strongly nonlinear. A modified method was proposed to calculate reliability index based on maximum entropy (MaxEnt) principle. To achieve this goal, the complicated iteration of first order second moment (FOSM) method was replaced by the calculation of entropy density function. Local convergence of Newton iteration method utilized to calculate entropy density function was proved, which ensured the convergence of iteration when calculating reliability index. To promote calculation efficiency, Newton down-hill algorithm was incorporated into calculating entropy density function and Monte Carlo simulations (MCS) were performed to assess the efficiency of the presented method. Two numerical examples were presented to verify the validation of the presented method. Moreover, the execution and advantages of the presented method were explained. From Example 1, after seven times iteration, the proposed method is capable of calculating the reliability index when the performance function is strongly nonlinear and at the same time the proposed method can preserve the calculation accuracy; From Example 2, the reliability indices calculated using the proposed method, FOSM and MCS are 3.823 9, 3.813 0 and 3.827 6, respectively, and the according iteration times are 5, 36 and 10 6 , which shows that the presented method can improve calculation accuracy without increasing computational cost for the performance function of which the reliability index can be calculated using first order second moment (FOSM) method. 展开更多
关键词 reliability index maximum entropy principle first order second moment Newton iteration Monte Carlo simulation
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Numerical study on maximum rebound ratio in blasting wave propagation along radian direction normal to joints 被引量:4
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作者 雷卫东 滕军 +2 位作者 HEFNY A 赵坚 关炯 《Journal of Central South University of Technology》 EI 2006年第6期743-748,共6页
In the process of 2-D compressional wave propagation in a rock mass with multiple parallel joints along the radian direction normal to the joints, the maximum possible wave amplitude corresponding to the points betwee... In the process of 2-D compressional wave propagation in a rock mass with multiple parallel joints along the radian direction normal to the joints, the maximum possible wave amplitude corresponding to the points between the two adjacent joints in the joint set is controlled by superposition of the multiple transmitted and the reflected waves, measured by the maximum rebound ratio. Parametric studies on the maximum rebound ratio along the radian direction normal to the joints were performed in universal distinct element code. The results show that the maximum rebound ratio is influenced by three factors, i.e., the normalized normal stiffness of joints, the ratio of joint spacing to wavelength and the joint from which the wave rebounds. The relationship between the maximum rebound ratio and the influence factors is generalized into five charts. Those charts can be used as the prediction model for estimating the maximum rebound ratio. 展开更多
关键词 2-D compressional wave maximum rebound ratio stiffness of joint
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Influence of maximum decking charge on intensity of blasting vibration 被引量:3
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作者 凌同华 李夕兵 《Journal of Central South University of Technology》 EI 2006年第3期286-289,共4页
Based on the character of short-time non-stationary random signal, the relationship between the maximum decking charge and energy distribution of blasting vibration signals was investigated by means of the wavelet pac... Based on the character of short-time non-stationary random signal, the relationship between the maximum decking charge and energy distribution of blasting vibration signals was investigated by means of the wavelet packet method. Firstly, the characteristics of wavelet transform and wavelet packet analysis were described. Secondly, the blasting vibration signals were analyzed by wavelet packet based on software MATLAB, and the change of energy distribution curve at different frequency bands were obtained. Finally, the law of energy distribution of blasting vibration signals changing with the maximum decking charge was analyzed. The results show that with the increase of decking charge, the ratio of the energy of high frequency to total energy decreases, the dominant frequency hands of blasting vibration signals tend towards low frequency and hlasting vibration does not depend on the maximum decking charge. 展开更多
关键词 maximum decking charge blasting vibration non-stationary random signal wavelet packet analysis
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Resource-constrained maximum network throughput on space networks 被引量:1
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作者 Yanling Xing Ning Ge Youzheng Wang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2015年第2期215-223,共9页
This paper investigates the maximum network through- put for resource-constrained space networks based on the delay and disruption-tolerant networking (DTN) architecture. Specifically, this paper proposes a methodol... This paper investigates the maximum network through- put for resource-constrained space networks based on the delay and disruption-tolerant networking (DTN) architecture. Specifically, this paper proposes a methodology for calculating the maximum network throughput of multiple transmission tasks under storage and delay constraints over a space network. A mixed-integer linear programming (MILP) is formulated to solve this problem. Simula- tions results show that the proposed methodology can successfully calculate the optimal throughput of a space network under storage and delay constraints, as well as a clear, monotonic relationship between end-to-end delay and the maximum network throughput under storage constraints. At the same time, the optimization re- sults shine light on the routing and transport protocol design in space communication, which can be used to obtain the optimal network throughput. 展开更多
关键词 throughput disruption-tolerant networking(DTN) maximum flow mixed-integer linear programming evolving graph space network
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The Maximum Likelihood Method of Aerodynamic Parameter Identification 被引量:1
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作者 Zhao Yanan and Qian XingfangDept. of Flight Vehicle Engineering, Beijing Institute of Technology, 100081, Beijing, China 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 1992年第4期21-28,共8页
In this paper a method of aerodynamic parameter identification of vehicle, the maximum likelihood method, is introduced. The aerodynamic model of vehicle is identified and the basic equations using maximum likelihood ... In this paper a method of aerodynamic parameter identification of vehicle, the maximum likelihood method, is introduced. The aerodynamic model of vehicle is identified and the basic equations using maximum likelihood method are established. After that, the simulation data is identified to verify the correctness of the mathematic model and identification method. Last, the practical flight data is identified and analyzed. 展开更多
关键词 maximum likelihood estimation Aerodynamic parameter Parameter identification .
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Low-angle estimation using frequency-agile refined maximum likelihood algorithm based on optimal fusion 被引量:1
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作者 CHEN Sheng ZHAO Yongbo +2 位作者 PANG Xiaojiao HU Yili CAO Chenghu 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2021年第3期538-544,共7页
Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,b... Low elevation estimation,which has attracted wide attention due to the presence of specular multipath,is essential for tracking radars.Frequency agility not only has the advantage of strong anti-interference ability,but also can enhance the performance of tracking radars.A frequency-agile refined maximum likelihood(RML)algorithm based on optimal fusion is proposed.The algorithm constructs an optimization problem,which minimizes the mean square error(MSE)of angle estimation.Thereby,the optimal weight at different frequency points is obtained for fusing the angle estimation.Through theoretical analysis and simulation,the frequency-agile RML algorithm based on optimal fusion can improve the accuracy of angle estimation effectively. 展开更多
关键词 frequency-agile maximum likelihood multipath signal low-angle estimation
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Experimental study on prediction model for maximum rebound ratio 被引量:1
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作者 雷卫东 滕军 +2 位作者 A.HEFNY 赵坚 关炯 《Journal of Central South University of Technology》 EI 2007年第1期115-119,共5页
The proposed prediction model for estimating the maximum rebound ratio was applied to a field explosion test, Mandai test in Singapore. The estimated possible maximum peak particle velocities(PPVs) were compared with ... The proposed prediction model for estimating the maximum rebound ratio was applied to a field explosion test, Mandai test in Singapore. The estimated possible maximum peak particle velocities(PPVs) were compared with the field records. Three of the four available field-recorded PPVs lie exactly below the estimated possible maximum values as expected, while the fourth available field-recorded PPV lies close to and a bit higher than the estimated maximum possible PPV. The comparison results show that the predicted PPVs from the proposed prediction model for the maximum rebound ratio match the field-recorded PPVs better than those from two empirical formulae. The very good agreement between the estimated and field-recorded values validates the proposed prediction model for estimating PPV in a rock mass with a set of joints due to application of a two dimensional compressional wave at the boundary of a tunnel or a borehole. 展开更多
关键词 blasting wave maximum rebound ratio joint stiffiaess field explosion test
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Joint polarization and DOA estimation based on improved maximum likelihood estimator and performance analysis for conformal array 被引量:1
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作者 SUN Shili LIU Shuai +2 位作者 WANG Jun YAN Fenggang JIN Ming 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2023年第6期1490-1500,共11页
The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communic... The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method. 展开更多
关键词 conformal array maximum likelihood(ML)estimator manifold separation technology(MST) parameter estimation Cramer-Rao bound(CRB).
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DOA estimation of incoherently distributed sources using importance sampling maximum likelihood 被引量:1
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作者 WU Tao DENG Zhenghong +2 位作者 HU Xiaoxiang LI Ao XU Jiwei 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第4期845-855,共11页
In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description o... In this paper, an importance sampling maximum likelihood(ISML) estimator for direction-of-arrival(DOA) of incoherently distributed(ID) sources is proposed. Starting from the maximum likelihood estimation description of the uniform linear array(ULA), a decoupled concentrated likelihood function(CLF) is presented. A new objective function based on CLF which can obtain a closed-form solution of global maximum is constructed according to Pincus theorem. To obtain the optimal value of the objective function which is a complex high-dimensional integral,we propose an importance sampling approach based on Monte Carlo random calculation. Next, an importance function is derived, which can simplify the problem of generating random vector from a high-dimensional probability density function(PDF) to generate random variable from a one-dimensional PDF. Compared with the existing maximum likelihood(ML) algorithms for DOA estimation of ID sources, the proposed algorithm does not require initial estimates, and its performance is closer to CramerRao lower bound(CRLB). The proposed algorithm performs better than the existing methods when the interval between sources to be estimated is small and in low signal to noise ratio(SNR)scenarios. 展开更多
关键词 direction-of-arrival(DOA)estimation incoherently distributed(ID)sources importance sampling maximum likelihood(ISML) Monte Carlo random calculation
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Application of optimized random forest regressors in predicting maximum principal stress of aseismic tunnel lining 被引量:1
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作者 MEI Xian-cheng DING Chang-dong +4 位作者 ZHANG Jia-min LI Chuan-qi CUI Zhen SHENG Qian CHEN Jian 《Journal of Central South University》 CSCD 2024年第11期3900-3913,共14页
Using flexible damping technology to improve tunnel lining structure is an emerging method to resist earthquake disasters,and several methods have been explored to predict mechanical response of tunnel lining with dam... Using flexible damping technology to improve tunnel lining structure is an emerging method to resist earthquake disasters,and several methods have been explored to predict mechanical response of tunnel lining with damping layer.However,the traditional numerical methods suffer from the complex modelling and time-consuming problems.Therefore,a prediction model named the random forest regressor(RFR)is proposed based on 240 numerical simulation results of the mechanical response of tunnel lining.In addition,circle mapping(CM)is used to improve Archimedes optimization algorithm(AOA),reptile search algorithm(RSA),and Chernobyl disaster optimizer(CDO)to further improve the predictive performance of the RFR model.The performance evaluation results show that the CMRSA-RFR is the best prediction model.The damping layer thickness is the most important feature for predicting the maximum principal stress of tunnel lining containing damping layer.This study verifies the feasibility of combining numerical simulation with machine learning technology,and provides a new solution for predicting the mechanical response of aseismic tunnel with damping layer. 展开更多
关键词 maximum principal stress aseismic tunnel lining random forest regressor machine learning
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Upper Ocean Hydrology in the Indo-Pacific Warm Pool During the Late Holocene,Early Holocene and Last Glacial Maximum
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作者 Wolfgang Kuhnt Ann Holbourn Nils Andersen 《地学前缘》 EI CAS CSCD 北大核心 2009年第S1期224-224,共1页
We examined sediment samples from twenty-four stations in the Indo-Pacific warm pool(IPWP)region. Our objective is to provide a better understanding of changes in the IPWP and related tropical climatic phenomena such ... We examined sediment samples from twenty-four stations in the Indo-Pacific warm pool(IPWP)region. Our objective is to provide a better understanding of changes in the IPWP and related tropical climatic phenomena such as East Asian-Australian monsoon and El Ni(?)o-Southern Oscillation(ENSO),through improving spatial coverage of proxy records.In order 展开更多
关键词 PALEOCEANOGRAPHY upper ocean column INDO-PACIFIC WARM POOL late- and early-H-olocene last GLACIAL maximum
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五模双扩散对流模型的MAXIMUM c描述
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作者 刘宗华 方海平 《广西大学学报(自然科学版)》 CAS CSCD 1995年第3期250-255,共6页
用最大值c曲线研究了沿参数轴r_t>r的五模双扩散对流模型的动力学,发现高维系统可减化为一维系统来描述。当按照最大值c曲线的单调性将其分成不同的符号区间时,系统的演化行为便可由符号字得到说明。
关键词 最大值 回归映象 双扩散对流模型 对流
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OPTIMAL FEED STRATEGY FOR FED-BATCH GLYCEROL FERMENTATION DETERMINED BY MAXIMUM PRINCIPLE
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作者 Xie Dongming, Liu Dehua and Liu Tianzhong (State Key Lab of Biochemical Engineering, Institute of Chemical Metallurgy, Chinese Academy of Science, Beijing 100080 Department of Chemical Engineering, Tsinghua University Beijing 100084) 《化工学报》 EI CAS CSCD 北大核心 2000年第S1期236-239,共4页
Optimal glucose feed strategy for glycerol fed-batch fermentation was investigated by Pontryagin’s maximum principle to maximize the final glycerol yield. The problem was solved by a nonsingular control approach by s... Optimal glucose feed strategy for glycerol fed-batch fermentation was investigated by Pontryagin’s maximum principle to maximize the final glycerol yield. The problem was solved by a nonsingular control approach by selecting the culture volume as the control variable, then the general optimal feed profile was numerically determined. 展开更多
关键词 Optimal feed strategy GLYCEROL FERMENTATION maximum principle
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Genetic algorithm-based wide-band deterministic maximum likelihood direction finding algorithm
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作者 李福昌 赵春晖 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2005年第3期510-514,共5页
The wide-band direction finding is one of hit and difficult task in array signal processing. This paper generalizes narrow-band deterministic maximum likelihood direction finding algorithm to the wideband case, and so... The wide-band direction finding is one of hit and difficult task in array signal processing. This paper generalizes narrow-band deterministic maximum likelihood direction finding algorithm to the wideband case, and so constructions an object function, then utilizes genetic algorithm for nonlinear global optimization. Direction of arrival is estimated without preprocessing of array data and so the algorithm eliminates the effect of pre-estimate on the final estimation. The algorithm is applied on uniform linear array and extensive simulation results prove the efficacy of the algorithm. In the process of simulation, we obtain the relation between estimation error and parameters of genetic algorithm. 展开更多
关键词 wide-band direction finding deterministic maximum likelihood genetic algorithm.
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