One of the important fields in statistics is testing hypothesis of correlation coefficient. The extension of the idea of testing correlation to fuzzy hypothesis is of great interesting. In this study, we examined the ...One of the important fields in statistics is testing hypothesis of correlation coefficient. The extension of the idea of testing correlation to fuzzy hypothesis is of great interesting. In this study, we examined the use of fuzzy hypothesis testing approach for the Sequential Probability Ratio Test (SPRT) of correlation coefficient. Use of fuzzy hypothesis testing for correlation coefficient with SPRT is illustrated by an example.展开更多
We consider an extension to Sequential Probability Ratio Tests for when we have uncertain costs, but also opportunity to learn about these in an adaptive manner. In doing so we demonstrate the effects that allowing un...We consider an extension to Sequential Probability Ratio Tests for when we have uncertain costs, but also opportunity to learn about these in an adaptive manner. In doing so we demonstrate the effects that allowing uncertainty has on observation cost, and the costs associated with Type I and Type II error. The value of information relating to modelled uncertainties is derived and the case of statistical dependence between the parameter affecting decision outcome and the parameter affecting unknown cost is also examined. Numerical examples of the derived theory are provided, along with a simulation comparing this adaptive learning framework to the classical one.展开更多
The main aim of the present paper is to study the robustness of the developed sequential probability ratio test (SPRT) for testing the hypothesis about scale parameter of gamma distribution with known shape parameter ...The main aim of the present paper is to study the robustness of the developed sequential probability ratio test (SPRT) for testing the hypothesis about scale parameter of gamma distribution with known shape parameter and exponential distribution with location parameter. The robustness of the SPRT for scale parameter of gamma distribution is studied when the shape parameter has undergone a change. The similar study is conducted for the scale parameter of exponential distribution when the location parameter has undergone a change. The expressions for operating characteristic and average sample number functions are derived. It is found in both the cases that the SPRT is robust only when there is a slight variation in the shape and location parameter in the respective distributions.展开更多
针对核电多回路耦合系统在升功率运行中异常传感器检测困难、检测延时及检测精度低等问题,提出了一种自联想核回归模型(auto-associative kernel regression,简称AAKR)与修正序贯概率比检验(sequential probability ratio test,简称SPRT...针对核电多回路耦合系统在升功率运行中异常传感器检测困难、检测延时及检测精度低等问题,提出了一种自联想核回归模型(auto-associative kernel regression,简称AAKR)与修正序贯概率比检验(sequential probability ratio test,简称SPRT)相结合的方法。首先,利用小波软阈值降噪方法对监测数据预处理,获取高质量的多源传感器解调信号;其次,采用AAKR构造传感器正常运行数据的估计值,并获取多源传感器测量值与估计值之间的残差;然后,运用滑动时间窗获取不同阶段残差向量的均值和方差,设计一种SPRT检测规则对传感器残差进行异常检测;最后,用核电一、二回路耦合系统模拟机实验数据进行方法验证与性能分析。结果表明,所提传感器异常检测方法的准确率达到99.52%,异常检测延时降低了81.73%,可有效提高现有核电厂传感器异常检测的稳定性。展开更多
In testing statistical hypotheses, as in other statistical problems, we may be confronted with fuzzy concepts. This paper deals with the problem of testing hypotheses, when the hypotheses are fuzzy and the data are cr...In testing statistical hypotheses, as in other statistical problems, we may be confronted with fuzzy concepts. This paper deals with the problem of testing hypotheses, when the hypotheses are fuzzy and the data are crisp. We first give new definitions for notion of mass (density) probability function with fuzzy parameter, probability of type I and type II errors and then state and prove the sequential probability ratio test, on the basis of these new errors, for testing fuzzy hypotheses. Numerical examples are also provided to illustrate the approach.展开更多
The aircraft braking system is critical to ensure the safe take-off and landing of the aircraft.However,the braking system is often exposed to high temperatures and strong vibration working environments,which makes th...The aircraft braking system is critical to ensure the safe take-off and landing of the aircraft.However,the braking system is often exposed to high temperatures and strong vibration working environments,which makes the sensor prone to failure.Sensor failure has the potential to compromise aircraft safety.In order to improve the safety of the aircraft braking system,a fault detection and fault-tolerant control(FDFTC)strategy for the aircraft brake pressure sensor is designed.Firstly,a model based on a bidirectional long short-term memory(Bi-LSTM)network is constructed to estimate the brake pressure.Then,the residual sequence is obtained by comparing the measured pressure with the estimated pressure.On this basis,the improved sequential probability ratio test(SPRT)method based on mathematical statistics is applied to analyze the residual sequence to detect the fault.Finally,simulation and hardware-in-the-loop(HIL)testing results indicate that the proposed FDFTC strategy can detect sensor faults in time and efficiently complete braking when faults occur.Hence,the proposed FDFTC strategy can effectively deal with the faults of the aircraft brake pressure sensor,which is of great significance to improve the reliability and safety of the aircraft.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
针对现有的小电流单相故障选线方法灵敏度低和选线速度慢等诸多方面的问题,提出了一种基于粒子滤波和序贯概率比检验(sequential probability ratio test,SPRT)的小电流系统单相接地故障选线方法.通过建立线路的粒子滤波状态空间模型,...针对现有的小电流单相故障选线方法灵敏度低和选线速度慢等诸多方面的问题,提出了一种基于粒子滤波和序贯概率比检验(sequential probability ratio test,SPRT)的小电流系统单相接地故障选线方法.通过建立线路的粒子滤波状态空间模型,并利用粒子滤波对系统信息进行跟踪与预测,将得到新的观测值通过序贯概率比检验方法,构造其似然比,并结合阈值进行故障选线判断.实验结果表明:该方法可以显著提高小电流系统故障选线的准确率和可靠性.展开更多
为解决现有小电流系统单相接地故障选线方法在准确率和可靠性等方面存在的问题,提出了一种基于无迹卡尔曼滤波UKF(unscented Kalman filter)和序贯概率比检验SPRT(sequential probability ratio test)的小电流系统单相接地故障选线方法...为解决现有小电流系统单相接地故障选线方法在准确率和可靠性等方面存在的问题,提出了一种基于无迹卡尔曼滤波UKF(unscented Kalman filter)和序贯概率比检验SPRT(sequential probability ratio test)的小电流系统单相接地故障选线方法。首先建立故障线路的无迹卡尔曼滤波数学模型;再利用无迹卡尔曼滤波对系统故障特征信息进行跟踪与预测;通过序贯概率比方法,利用新信息观测值与实际量测值的残差值,计算似然比;构造故障判据,从而快速地选出故障线路。ATP-EMPT和Matlab的大量仿真实验结果表明该方法具有较高的准确率和可靠性。展开更多
提出了一种基于多元状态估计技术(MSET,multivariate state estimation techniques)和序贯概率比检验(SPRT,sequential probability ratio test)的导弹机构振动故障诊断方法。首先建立常规情况下导弹3处振动传感器所收集的振动信号的关...提出了一种基于多元状态估计技术(MSET,multivariate state estimation techniques)和序贯概率比检验(SPRT,sequential probability ratio test)的导弹机构振动故障诊断方法。首先建立常规情况下导弹3处振动传感器所收集的振动信号的关联模型;然后根据导弹3处异常振动信号的当前观测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对当前异常信号特征向量进行估计,得到与异常信号特征向量相对应的估计残差;最后使用SPRT对异常信号的估计残差进行均值和方差检验,确定系统的工作状态。仿真结果表明,MSET可有效地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对弹体机构异常工作的识别,MSET和SPRT的结合有效地实现了对导弹机构异常工作的早期诊断。展开更多
文摘One of the important fields in statistics is testing hypothesis of correlation coefficient. The extension of the idea of testing correlation to fuzzy hypothesis is of great interesting. In this study, we examined the use of fuzzy hypothesis testing approach for the Sequential Probability Ratio Test (SPRT) of correlation coefficient. Use of fuzzy hypothesis testing for correlation coefficient with SPRT is illustrated by an example.
文摘We consider an extension to Sequential Probability Ratio Tests for when we have uncertain costs, but also opportunity to learn about these in an adaptive manner. In doing so we demonstrate the effects that allowing uncertainty has on observation cost, and the costs associated with Type I and Type II error. The value of information relating to modelled uncertainties is derived and the case of statistical dependence between the parameter affecting decision outcome and the parameter affecting unknown cost is also examined. Numerical examples of the derived theory are provided, along with a simulation comparing this adaptive learning framework to the classical one.
文摘The main aim of the present paper is to study the robustness of the developed sequential probability ratio test (SPRT) for testing the hypothesis about scale parameter of gamma distribution with known shape parameter and exponential distribution with location parameter. The robustness of the SPRT for scale parameter of gamma distribution is studied when the shape parameter has undergone a change. The similar study is conducted for the scale parameter of exponential distribution when the location parameter has undergone a change. The expressions for operating characteristic and average sample number functions are derived. It is found in both the cases that the SPRT is robust only when there is a slight variation in the shape and location parameter in the respective distributions.
文摘针对核电多回路耦合系统在升功率运行中异常传感器检测困难、检测延时及检测精度低等问题,提出了一种自联想核回归模型(auto-associative kernel regression,简称AAKR)与修正序贯概率比检验(sequential probability ratio test,简称SPRT)相结合的方法。首先,利用小波软阈值降噪方法对监测数据预处理,获取高质量的多源传感器解调信号;其次,采用AAKR构造传感器正常运行数据的估计值,并获取多源传感器测量值与估计值之间的残差;然后,运用滑动时间窗获取不同阶段残差向量的均值和方差,设计一种SPRT检测规则对传感器残差进行异常检测;最后,用核电一、二回路耦合系统模拟机实验数据进行方法验证与性能分析。结果表明,所提传感器异常检测方法的准确率达到99.52%,异常检测延时降低了81.73%,可有效提高现有核电厂传感器异常检测的稳定性。
文摘In testing statistical hypotheses, as in other statistical problems, we may be confronted with fuzzy concepts. This paper deals with the problem of testing hypotheses, when the hypotheses are fuzzy and the data are crisp. We first give new definitions for notion of mass (density) probability function with fuzzy parameter, probability of type I and type II errors and then state and prove the sequential probability ratio test, on the basis of these new errors, for testing fuzzy hypotheses. Numerical examples are also provided to illustrate the approach.
基金Supported by National Natural Science Foundation of China(Grant No.52205045)National Key Research and Development Program of China(Grant No.2021YFB2011300)+2 种基金Aeronautical Science Foundation of China(Grant No.2022Z029051001)Zhejiang Provincial Natural Science Foundation of China(Grant No.LZ24E050006)Research Fund of State Key Laboratory of Mechanics and Control for Aerospace Structures(Nanjing University of Aeronautics and Astronautics)(Grant No.MCAS-E-0224G01).
文摘The aircraft braking system is critical to ensure the safe take-off and landing of the aircraft.However,the braking system is often exposed to high temperatures and strong vibration working environments,which makes the sensor prone to failure.Sensor failure has the potential to compromise aircraft safety.In order to improve the safety of the aircraft braking system,a fault detection and fault-tolerant control(FDFTC)strategy for the aircraft brake pressure sensor is designed.Firstly,a model based on a bidirectional long short-term memory(Bi-LSTM)network is constructed to estimate the brake pressure.Then,the residual sequence is obtained by comparing the measured pressure with the estimated pressure.On this basis,the improved sequential probability ratio test(SPRT)method based on mathematical statistics is applied to analyze the residual sequence to detect the fault.Finally,simulation and hardware-in-the-loop(HIL)testing results indicate that the proposed FDFTC strategy can detect sensor faults in time and efficiently complete braking when faults occur.Hence,the proposed FDFTC strategy can effectively deal with the faults of the aircraft brake pressure sensor,which is of great significance to improve the reliability and safety of the aircraft.
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。
文摘针对现有的小电流单相故障选线方法灵敏度低和选线速度慢等诸多方面的问题,提出了一种基于粒子滤波和序贯概率比检验(sequential probability ratio test,SPRT)的小电流系统单相接地故障选线方法.通过建立线路的粒子滤波状态空间模型,并利用粒子滤波对系统信息进行跟踪与预测,将得到新的观测值通过序贯概率比检验方法,构造其似然比,并结合阈值进行故障选线判断.实验结果表明:该方法可以显著提高小电流系统故障选线的准确率和可靠性.
文摘为解决现有小电流系统单相接地故障选线方法在准确率和可靠性等方面存在的问题,提出了一种基于无迹卡尔曼滤波UKF(unscented Kalman filter)和序贯概率比检验SPRT(sequential probability ratio test)的小电流系统单相接地故障选线方法。首先建立故障线路的无迹卡尔曼滤波数学模型;再利用无迹卡尔曼滤波对系统故障特征信息进行跟踪与预测;通过序贯概率比方法,利用新信息观测值与实际量测值的残差值,计算似然比;构造故障判据,从而快速地选出故障线路。ATP-EMPT和Matlab的大量仿真实验结果表明该方法具有较高的准确率和可靠性。
文摘提出了一种基于多元状态估计技术(MSET,multivariate state estimation techniques)和序贯概率比检验(SPRT,sequential probability ratio test)的导弹机构振动故障诊断方法。首先建立常规情况下导弹3处振动传感器所收集的振动信号的关联模型;然后根据导弹3处异常振动信号的当前观测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对当前异常信号特征向量进行估计,得到与异常信号特征向量相对应的估计残差;最后使用SPRT对异常信号的估计残差进行均值和方差检验,确定系统的工作状态。仿真结果表明,MSET可有效地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对弹体机构异常工作的识别,MSET和SPRT的结合有效地实现了对导弹机构异常工作的早期诊断。
