To detect and estimate a shift in either the mean and the deviation or both for the preliminary analysis, the statistical process control (SPC) tool, the control chart based on the likelihood ratio test (LRT), is the ...To detect and estimate a shift in either the mean and the deviation or both for the preliminary analysis, the statistical process control (SPC) tool, the control chart based on the likelihood ratio test (LRT), is the most popular method. Sullivan and woodall pointed out the test statistic lrt(n1, n2) is approximately distributed as x2(2) as the sample size n,n1 and n2 are very large, and the value of n1 = 2,3,..., n - 2 and that of n2 = n - n1. So it is inevitable that n1 or n2 is not large. In this paper the limit distribution of lrt(n1, n2) for fixed n1 or n2 is figured out, and the exactly analytic formulae for evaluating the expectation and the variance of the limit distribution are also obtained. In addition, the properties of the standardized likelihood ratio statistic slr(n1, n) are discussed in this paper. Although slr(n1, n) contains the most important information, slr(i, n)(i≠n1) also contains lots of information. The cumulative sum (CUSUM) control chart can obtain more information in this condition. So we propose two CUSUM control charts based on the likelihood ratio statistics for the preliminary analysis on the individual observations. One focuses on detecting the shifts in location in the historical data and the other is more general in detecting a shift in either the location and the scale or both. Moreover, the simulated results show that the proposed two control charts are, respectively, superior to their competitors not only in the detection of the sustained shifts but also in the detection of some other out-of-control situations considered in this paper.展开更多
To date, Wald sequential probability ratio test(WSPRT) has been widely applied to track management of multiple hypothesis tracking(MHT). But in a real situation, if the false alarm spatial density is much larger than ...To date, Wald sequential probability ratio test(WSPRT) has been widely applied to track management of multiple hypothesis tracking(MHT). But in a real situation, if the false alarm spatial density is much larger than the new target spatial density, the original track score will be very close to the deletion threshold of the WSPRT. Consequently, all tracks, including target tracks, may easily be deleted, which means that the tracking performance is sensitive to the tracking environment. Meanwhile, if a target exists for a long time, its track will have a high score, which will make the track survive for a long time even after the target has disappeared. In this paper, to consider the relationship between the hypotheses of the test, we adopt the Shiryayev SPRT(SSPRT) for track management in MHT. By introducing a hypothesis transition probability, the original track score can increase faster, which solves the first problem. In addition, by setting an independent SSPRT for track deletion, the track score can decrease faster, which solves the second problem. The simulation results show that the proposed SSPRT-based MHT can achieve better tracking performance than MHT based on the WSPRT under a high false alarm spatial density.展开更多
提出了一种针对挖掘机液压系统的非线性有源自回归(nonlinear auto-regressive with extrainputs,NARX)网络模型的故障检测方法。NARX网络模型是一种将有源自回归(auto-regressivewith extra inputs,ARX)模型与神经网络相结合的系统建...提出了一种针对挖掘机液压系统的非线性有源自回归(nonlinear auto-regressive with extrainputs,NARX)网络模型的故障检测方法。NARX网络模型是一种将有源自回归(auto-regressivewith extra inputs,ARX)模型与神经网络相结合的系统建模方法,具有很强的非线性辨识能力。该方法首先选取合理的网络模型结构,并根据AIC准则确定最佳模型阶数;使用正常状态样本对NARX网络进行训练,建立系统的辨识模型;然后运用序贯概率比检验(sequential probability ratiotest,SPRT)对NARX辨识模型的残差进行假设检验,检测系统的故障状态。实验分析表明,基于NARX网络模型的故障检测方法能够有效地应用于挖掘机液压系统。展开更多
Analytic redundancy-based fault diagnosis technique （ARFDT） is applied to onboard maintenance system （OMS）. The principle of the proposed ARFDT scheme is to design a redundancy configuration using ARFDT to enhance...Analytic redundancy-based fault diagnosis technique （ARFDT） is applied to onboard maintenance system （OMS）. The principle of the proposed ARFDT scheme is to design a redundancy configuration using ARFDT to enhance the functions of redundancy management and built in test equipment （BITE） monitor. Redundancy configuration for dual-redundancy and analytic redundancy is proposed, in which, the fault diagnosis includes detection and isolation. In order to keep the balance between rapid diagnosis and binary hypothesis, a filter together with an elapsed time limit is designed for sequential probability ratio test （SPRT） in the process of isolation. Diagnosis results would be submitted to central maintenance computer （CMC） together with BITE information. Moreover, by adopting reconstruction, the designed method not only provides analytic redundancy to help redundancy management, but also compensates the output when both of the sensors of the same type are faulty. Our scheme is applied to an aircraft’s sensors in a simulation experiment, and the results show that the proposed filter SPRT （FSPRT） saves at least 50% of isolation time than Wald SPRT （WSPRT）. Also, effectiveness, practicability and rapidity of the proposed scheme can be successfully achieved in OMS.展开更多
提出了一种基于多元状态估计(Multivariate State Estimation Techniques,MSET)和序贯概率比检验(Sequential Probability Ratio Test,SPRT)的内燃机气阀机构振动监测方法。在该方法中,首先建立正常工况下各监测参数之间的关联模型;然...提出了一种基于多元状态估计(Multivariate State Estimation Techniques,MSET)和序贯概率比检验(Sequential Probability Ratio Test,SPRT)的内燃机气阀机构振动监测方法。在该方法中,首先建立正常工况下各监测参数之间的关联模型;然后根据系统当前观测特征向量与各建模样本特征向量之间的相似性程度,使用MSET对当前观测特征向量进行估计,得到与观测特征向量相对应的估计残差;最后使用SPRT对观测特征向量的估计残差进行均值和方差检验,确定系统的工作状态。试验中,通过设置不同的气阀间隙大小来模拟内燃机气阀机构不同程度的异常工况,以整周期缸盖振动信号幅值域特征作为系统工况监测参数。试验结果表明,MSET可有效增强故障状态下的信号特征呈现,而SPRT可在较少的周期内实现内燃机气阀机构异常工况的识别,MSET和SPRT的结合有效地实现了对内燃机气阀机构异常工况的早期监测。展开更多
基金This work was supported by the Natural Science Foundation of Tianjin (Grant No. 033603111).
文摘To detect and estimate a shift in either the mean and the deviation or both for the preliminary analysis, the statistical process control (SPC) tool, the control chart based on the likelihood ratio test (LRT), is the most popular method. Sullivan and woodall pointed out the test statistic lrt(n1, n2) is approximately distributed as x2(2) as the sample size n,n1 and n2 are very large, and the value of n1 = 2,3,..., n - 2 and that of n2 = n - n1. So it is inevitable that n1 or n2 is not large. In this paper the limit distribution of lrt(n1, n2) for fixed n1 or n2 is figured out, and the exactly analytic formulae for evaluating the expectation and the variance of the limit distribution are also obtained. In addition, the properties of the standardized likelihood ratio statistic slr(n1, n) are discussed in this paper. Although slr(n1, n) contains the most important information, slr(i, n)(i≠n1) also contains lots of information. The cumulative sum (CUSUM) control chart can obtain more information in this condition. So we propose two CUSUM control charts based on the likelihood ratio statistics for the preliminary analysis on the individual observations. One focuses on detecting the shifts in location in the historical data and the other is more general in detecting a shift in either the location and the scale or both. Moreover, the simulated results show that the proposed two control charts are, respectively, superior to their competitors not only in the detection of the sustained shifts but also in the detection of some other out-of-control situations considered in this paper.
基金supported by National Natural Science Foundation of China (Grant Nos. 61471019, 61501011)
文摘To date, Wald sequential probability ratio test(WSPRT) has been widely applied to track management of multiple hypothesis tracking(MHT). But in a real situation, if the false alarm spatial density is much larger than the new target spatial density, the original track score will be very close to the deletion threshold of the WSPRT. Consequently, all tracks, including target tracks, may easily be deleted, which means that the tracking performance is sensitive to the tracking environment. Meanwhile, if a target exists for a long time, its track will have a high score, which will make the track survive for a long time even after the target has disappeared. In this paper, to consider the relationship between the hypotheses of the test, we adopt the Shiryayev SPRT(SSPRT) for track management in MHT. By introducing a hypothesis transition probability, the original track score can increase faster, which solves the first problem. In addition, by setting an independent SSPRT for track deletion, the track score can decrease faster, which solves the second problem. The simulation results show that the proposed SSPRT-based MHT can achieve better tracking performance than MHT based on the WSPRT under a high false alarm spatial density.
文摘提出了一种针对挖掘机液压系统的非线性有源自回归(nonlinear auto-regressive with extrainputs,NARX)网络模型的故障检测方法。NARX网络模型是一种将有源自回归(auto-regressivewith extra inputs,ARX)模型与神经网络相结合的系统建模方法,具有很强的非线性辨识能力。该方法首先选取合理的网络模型结构,并根据AIC准则确定最佳模型阶数;使用正常状态样本对NARX网络进行训练,建立系统的辨识模型;然后运用序贯概率比检验(sequential probability ratiotest,SPRT)对NARX辨识模型的残差进行假设检验,检测系统的故障状态。实验分析表明,基于NARX网络模型的故障检测方法能够有效地应用于挖掘机液压系统。
基金Aeronautical Science Foundation of China (20100753009)
文摘Analytic redundancy-based fault diagnosis technique （ARFDT） is applied to onboard maintenance system （OMS）. The principle of the proposed ARFDT scheme is to design a redundancy configuration using ARFDT to enhance the functions of redundancy management and built in test equipment （BITE） monitor. Redundancy configuration for dual-redundancy and analytic redundancy is proposed, in which, the fault diagnosis includes detection and isolation. In order to keep the balance between rapid diagnosis and binary hypothesis, a filter together with an elapsed time limit is designed for sequential probability ratio test （SPRT） in the process of isolation. Diagnosis results would be submitted to central maintenance computer （CMC） together with BITE information. Moreover, by adopting reconstruction, the designed method not only provides analytic redundancy to help redundancy management, but also compensates the output when both of the sensors of the same type are faulty. Our scheme is applied to an aircraft’s sensors in a simulation experiment, and the results show that the proposed filter SPRT （FSPRT） saves at least 50% of isolation time than Wald SPRT （WSPRT）. Also, effectiveness, practicability and rapidity of the proposed scheme can be successfully achieved in OMS.
文摘提出了一种基于多元状态估计(Multivariate State Estimation Techniques,MSET)和序贯概率比检验(Sequential Probability Ratio Test,SPRT)的内燃机气阀机构振动监测方法。在该方法中,首先建立正常工况下各监测参数之间的关联模型;然后根据系统当前观测特征向量与各建模样本特征向量之间的相似性程度,使用MSET对当前观测特征向量进行估计,得到与观测特征向量相对应的估计残差;最后使用SPRT对观测特征向量的估计残差进行均值和方差检验,确定系统的工作状态。试验中,通过设置不同的气阀间隙大小来模拟内燃机气阀机构不同程度的异常工况,以整周期缸盖振动信号幅值域特征作为系统工况监测参数。试验结果表明,MSET可有效增强故障状态下的信号特征呈现,而SPRT可在较少的周期内实现内燃机气阀机构异常工况的识别,MSET和SPRT的结合有效地实现了对内燃机气阀机构异常工况的早期监测。
