基于随机克里金模型的元建模序贯试验设计
CSTR:
作者:
作者单位:

1.哈尔滨工业大学;2.中国运载火箭技术研究院研究发展部

作者简介:

通讯作者:

中图分类号:

TB114

基金项目:


Sequential experimental design for metamodeling based on Stochastic Kriging
Author:
Affiliation:

Harbin Institute of Technology

Fund Project:

  • 摘要
  • |
  • 图/表
  • |
  • 访问统计
  • |
  • 参考文献
  • |
  • 相似文献
  • |
  • 引证文献
  • |
  • 资源附件
  • |
  • 文章评论
    摘要:

    在复杂系统的试验评估中,受制于时间和成本,试验次数有限,需要对试验的试验点和样本量进行设计.序贯设计适用于高成本试验,但设计效果取决于使用的准则和方法.针对这一问题,本文基于随机克里金模型研究了序贯设计方法.在试验点设计上,对期望预测误差的组成成分分别进行估计,引入中心化L2偏差平衡探索和开发,构建了一种试验点设计准则;在样本量分配上,以积分均方误差准则为目标函数构造整数规划并转化为多阶段决策过程,利用松弛问题的解构造近似代价函数,提出了一种基于近似动态规划的求解方法.最后,将所提序贯设计方法分别应用于数值仿真实验和实际飞行仿真转台实验,验证了方法的有效性.

    Abstract:

    In test and evaluation of complex systems, the number of tests is limited due to constraints in time and cost. Thus, proper designs are needed for test point and sample size. Sequential design is suitable for high-cost tests but its effect is determined by the design criterion and method utilized. To address the problem, design criteria are devised based on Stochastic Kriging. For test point design, a design criterion is established by estimating components of the prediction error and Centered-L2 Discrepancy is introduced to balance exploration and exploitation. For sample size allocation, an integer programming problem with integrated mean squared error as objective function is converted into a multistep decision process and a solving strategy via approximate dynamic programming is proposed with the value function approximated based on the solution of the slack problem. The feasibility and validity of the purposed sequential design method is verified via numerical simulation and real-world flight simulation turntable experiments.

    参考文献
    相似文献
    引证文献
引用本文
分享
文章指标
  • 点击次数:
  • 下载次数:
  • HTML阅读次数:
  • 引用次数:
历史
  • 收稿日期:2023-06-21
  • 最后修改日期:2024-03-03
  • 录用日期:2023-11-03
  • 在线发布日期: 2023-11-13
  • 出版日期:
文章二维码