Statistical analysis of generalized exponential distribution under pro qressive censorinq with binomial removals

The estimation of generalized exponential distribution based on progressive censoring with binomial removals is presented,where the number of units removed at each failure time follows a binomial distribution.Maximum likelihood estimators of the parameters and their confidence intervals are derived.The expected time required to complete the life test under this censoring scheme is investigated.Finally,the numerical examples are given to illustrate some theoretical results by means of Monte-Carlo simulation.     

SYNTHESIZED EXPECTED BAYESIAN METHOD OF PARAMETRIC ESTIMATE

This paper develops a new method of parametric estimate, which is named as "synthesized expected Bayesian method". When samples of products are tested and no failure events occur, the definition of expected Bayesian estimate is introduced and the estimates of failure probability and failure rate are provided. After some failure information is introduced by making an extra-test, a synthesized expected Bayesian method is defined and used to estimate failure probability, failure rate and some other parameters in exponential distribution and Weibull distribution of populations. Finally, calculations are performed according to practical problems, which show that the synthesized expected Bayesian method is feasible and easy to operate.     

Optimum design of equivalent accelerated life testing plans based on proportional hazards-proportional odds model

The optimum design of equivalent accelerated life testing plan based on proportional hazards-proportional odds model using D-optimality is presented.The defined equivalent test plan is the test plan that has the same value of the determinant of Fisher information matrix.The equivalent test plan of step stress accelerated life testing(SSALT) to a baseline optimum constant stress accelerated life testing(CSALT) plan is obtained by adjusting the censoring time of SSALT and solving the optimization problem for each case to achieve the same value of the determinant of Fisher information matrix as in the baseline optimum CSALT plan.Numerical examples are given finally which demonstrate the equivalent SSALT plan to the baseline optimum CSALT plan reduces almost half of the test time while achieving approximately the same estimation errors of model parameters.     

Joint DOA and time delay estimation method for space-time coherent distributed signals based on search

Under dense urban fading environment, performance of joint multi-path parameter estimation method based on traditional point signal model degrades seriously. In this paper, a new space and time signal model based on multipath distribution function is given after new space and time manifold is reconstructed. Then joint spacetime signal subspace is obtained by converting acquired channel from time domain to frequency domain. Then space and time spectrum is formulated by the space sub-matrix and time sub-matrix taken out of joint space-time signal subspace, and parameters are estimated by searching the minimum eigenvalues of the space matrix and the time matrix. Lastly, A space and time parameters matching process is performed by using the orthogonal property between joint noise subspace and the space-time manifold. In contrast with tradition MUSIC, the algorithm we present here only need two 1- dimension searching and was not sensitive to different distribution function.     

Single channel signal component separation using Bayesian estimation

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.     

Bayesian synthetic evaluation of multistage reliability growth with instant and delayed fix modes

In the multistage reliability growth tests with instant and delayed fix modes, the failure data can be assumed to follow Weibull processes with different parameters at different stages. For the Weibull process within a stage, by the proper selection of prior distribution form and the parameters, a concise posterior distribution form is obtained, thus simplifying the Bayesian analysis. In the multistage tests, the improvement factor is used to convert the posterior of one stage to the prior of the subsequent stage. The conversion criterion is carefully analyzed to determine the distribution parameters of the subsequent stage＇s variable reasonably. Based on the mentioned results, a new synthetic Bayesian evaluation program and algorithm framework is put forward to evaluate the multistage reliability growth tests with instant and delayed fix modes. The example shows the effectiveness and flexibility of this method.     

PARAMETER ESTIMATION OF EXPONENTIAL DISTRIBUTION

Because of the importance of grouped data, many scholars have been devoted to the study of this kind of data. But, few documents have been concerned with the thresh-old parameter. In this paper, we assume that the threshold parameter is smaller than the first observing point. Then, on the basis of the two-parameter exponential distribution, the maximum likelihood estimations of both parameters are given, the sufficient and necessary conditions for their existence and uniqueness are argued, and the asymptotic properties of the estimations are also presented, according to which approximate confidence intervals of the parameters are derived. At the same time, the estimation of the parameters is generalized, and some methods are introduced to get explicit expressions of these generalized estimations. Also, a special case where the first failure time of the units is observed is considered.     

A parameter estimation based adaptive actuator failure compensation control scheme

An adaptive actuator failure compensation control scheme is developed using an indirect adaptive control method,by calculating the controller parameters from adaptive estimates of system parameters and actuator failure parameters.A key technical issue is how to deal with the actuator failure uncertainties such as failure pattern,time and values.A complete parametrization covering all possible failures is used to solve this issue for adaptive parameter estimation.A simultaneous mapping from the estimated system/failure parameters to the controller parameters is employed to make the control system capable of ensuring the desired system performance under failures,which is verified by simulation results.     

Novel method for radial velocity difference estimation of moving targets with wideband signals

For the frequency difference of arrival （FDOA） esti-mation in passive location, this paper transforms the frequency difference estimation into the radial velocity difference estimation, which is difficult to achieve a high accuracy due to the mismatch between the sampling period and the pulse repetition interval. The proposed algorithm firstly estimates the point-in-time that each pulse arrives at two receivers accurately. Secondly two time of arrival （TOA） sequences are subtracted. And final y the radial ve-locity difference of a target relative to two stations with the least square method is estimated. This algorithm only needs accurate estimation of the time delay between pulses and is not influenced by parameters such as frequency and modulation mode. It avoids transmitting a large amount of data between two stations in real time. Simulation results corroborate that the performance is bet-ter than the arithmetic average of the Cramer-Rao lower bound （CRLB） for monopulse under suitable conditions.     

Remaining useful lifetime prediction for equipment based on nonlinear implicit degradation modeling

Nonlinearity and implicitness are common degradation features of the stochastic degradation equipment for prognostics.These features have an uncertain effect on the remaining useful life(RUL)prediction of the equipment.The current data-driven RUL prediction method has not systematically studied the nonlinear hidden degradation modeling and the RUL distribution function.This paper uses the nonlinear Wiener process to build a dual nonlinear implicit degradation model.Based on the historical measured data of similar equipment,the maximum likelihood estimation algorithm is used to estimate the fixed coefficients and the prior distribution of a random coefficient.Using the on-site measured data of the target equipment,the posterior distribution of a random coefficient and actual degradation state are step-by-step updated based on Bayesian inference and the extended Kalman filtering algorithm.The analytical form of the RUL distribution function is derived based on the first hitting time distribution.Combined with the two case studies,the proposed method is verified to have certain advantages over the existing methods in the accuracy of prediction.     

Bayesian estimation for nonlinear stochastic hybrid systems with state dependent transitions

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 literature 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 assumption 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.     

Dynamic threshold for SPWVD parameter estimation based on Otsu algorithm

Time-frequency-based methods are proven to be effective for parameter estimation of linear frequency modulation （LFM） signals. The smoothed pseudo Winger-Ville distribution （SPWVD） is used for the parameter estimation of multi-LFM signals, and a method of the SPWVD binarization by a dynamic threshold based on the Otsu algorithm is proposed. The proposed method is effective in the demand for the estimation of different parameters and the unknown signal-to-noise ratio （SNR） circumstance. The performance of this method is confirmed by numerical simulation.     

Radial acceleration estimation of multiple high maneuvering targets

The acceleration of a high maneuvering target in signal processing is helpful to enhance the performance of the tracker and facilitate the classification of targets. At present, most of the research on acceleration estimation is carried out in cases of a single target with time-frequency analysis methods such as fractional Fourier transform （FRFT）, Hough-ambiguity transform （HAT）, and Wigner-Vil e distribution （WVD）, which need to satisfy enough time duration and sampling theorem. Only one reference proposed a method of acceleration estimation for multiple targets based on modified polynomial phase transform （MPPT） in the lin-ear frequency modulation （LFM） continuous-wave （CW） radar. The method of acceleration estimation for multiple targets in the pulse Doppler （PD） radar has not been reported so far. Compressive sensing （CS） has the advantage of sampling at a low rate and short duration without sacrificing estimation performance. There-fore, this paper proposes a new method of acceleration estimation for multiple maneuvering targets with the unknown number based on CS with pulse Doppler signals. Simulation results validate the effectiveness of the proposed method under several conditions with different duration, measurement numbers, signal to noise ra-tios （SNR）, and regularization parameters, respectively. Simulation results also show that the performance of the proposed method is superior to that of FRFT and HAT in the condition of multiple targets.     

Cued search algorithm with uncertain detection performance for phased array radars

A cued search algorithm with uncertain detection performance is proposed for phased array radars. Firstly, a target search model based on the information gain criterion is presented with known detection performance, and the statistical characteristic of the detection probability is calculated by using the fluctuant model of the target radar cross section （RCS）. Secondly, when the detection probability is completely unknown, its probability density function is modeled with a beta distribution, and its posterior probability distribution with the radar observation is derived based on the Bayesian theory. Finally simulation results show that the cued search algorithm with a known RCS fluctuant model can achieve the best performance, and the algorithm with the detection probability modeled as a beta distribution is better than that with a random selected detection probability because the model parameters can be updated by the radar observation to approach to the real value of the detection probability.     

Research on the self-defence electronic jamming decision-makingbased on the discrete dynamic Bayesian network

The manner and conditions of running the decision-making system with self-defense electronic jamming are given. After proposing the scenario of applying discrete dynamic Bayesian network to the decision making with self-defense electronic jamming, a decision-making model with self-defense electronic jamming based on the discrete dynamic Bayesian network is established. Then jamming decision inferences by the aid of the algorithm of discrete dynamic Bayesian network are carried on. The simulating result shows that this method is able to synthesize different targets which are not predominant. In this way, various features at the same time, as well as the same feature appearing at different time complement mutually; in addition, the accuracy and reliability of electronic jamming decision making are enhanced significantly.     

LOCAL ASYMPTOTIC PROPERTIES OF HAZARD RATE ESTIMATORS FOR TRUNCATED AND CENSORED DATA

1 IntroductionLet (X, T, Y) denote random variables where X is the variab1e of interest, called the lifetimevariab1e, with distribution function (d.f.) F; T is the random 1eft truncation time with arbitraryd.f G and Y is the random right censoring time with arbitrary d.f. H. It is assumed that Xis independent Of (T, Y), bnt T and Y may be dePendent and, Without 1oss of generality thatthey are nonnegative. In the random 1eft truncation and right censoring (LTRC) model oneobserves (Z, T…     

Improved unequal interval grey model and its applications

A new method to improve prediction precision of GM(1,1) model with unequal time interval is presented.The grey derivative is multiplied by a parameter to guarantee the time response function satisfying approximately exponential function distribution.To simplify the process of parametric estimation,an approximate value is taken for the multiplied parameter.Then the estimators of coefficient of development and grey action quantity can be derived.At the same time,the principle of the new information priority is also considered.We take the last item of the first-order accumulated generation operator(1-AGO) on raw data sequence as the initial condition in the time response function.Then the new information can be taken full advantage of through the improved initial condition.Some properties of this new model are also discussed.The presented method is actually a combination of improvement of grey derivative and improvement of the initial condition.The results of an example indicate that the proposed method can improve prediction precision prominently.     

Inference for constant-stress accelerated life test with Type-I progressively hybrid censored data from Burr-Xll distribution

This paper proposes a simple constant-stress accel- erated life test （ALT） model from Burr type XII distribution when the data are Type-I progressively hybrid censored. The maximum likelihood estimation （MLE） of the parameters is obtained through the numerical method for solving the likelihood equations. Approxi- mate confidence interval （CI）, based on normal approximation to the asymptotic distribution of MLE and percentile bootstrap Cl is derived. Finally, a numerical example is introduced and then a Monte Carlo simulation study is carried out to illustrate the pro- posed method.     

MOMENT-METHOD ESTIMATION BASED ON CENSORED SAMPLE

In reliability theory and survival analysis, the problem of point estimation based on the censored sample has been discussed in many literatures. However, most of them are focused on MLE, BLUE etc; little work has been done on the moment-method estimation in censoring case. To make the method of moment estimation systematic and unifiable, in this paper, the moment-method estimators(abbr. MEs) and modified momentmethod estimators(abbr. MMEs) of the parameters based on type Ⅰ and type Ⅱ censored samples are put forward involving mean residual lifetime. The strong consistency and other properties are proved. To be worth mentioning, in the exponential distribution,the proposed moment-method estimators are exactly MLEs. By a simulation study, in the view point of bias and mean square of error, we show that the MEs and MMEs are better than MLEs and the “pseudo complete sample” technique introduced in Whitten et al.(1988). And the superiority of the MEs is especially conspicuous, when the sample is heavily censored.     

Fault Detection for Complex Systems with Channel Fadings,Randomly Occurring Multiple Delays and Infinitely Distributed Delays

This paper is concerned with the fault detection(FD) problem for a class of discretetime stochastic systems with channel fadings, randomly occurring multiple communication delays,and infinitely distributed delays. All of the three phenomena have the characteristics of randomly occurring and three sequences of stochastic variables which are mutually independent but obey the Bernoulli distribution are employed to describe them. The aim of this paper is to design an FD filter such that the FD dynamics is exponentially stable in the mean square and, at the same time, the error between the residual signal and the fault signal is made as small as possible. Intensive analysis is utilized to derive the sufficient conditions for the designed FD filter, which guarantees the exponential stability and the prescribed H∞ performance. FD filter parameters are obtained by solving a convex optimization problem. An illustrative example is provided to demonstrate the effectiveness of the FD design scheme.