Buckling Optimization of Curved Grid Stiffeners through the Level Set Based Density Method

Stiffened structures have great potential for improvingmechanical performance,and the study of their stability is of great interest.In this paper,the optimization of the critical buckling load factor for curved grid stiffeners is solved by using the level set based density method,where the shape and cross section(including thickness and width)of the stiffeners can be optimized simultaneously.The grid stiffeners are a combination ofmany single stiffenerswhich are projected by the corresponding level set functions.The thickness and width of each stiffener are designed to be independent variables in the projection applied to each level set function.Besides,the path of each single stiffener is described by the zero iso-contour of the level set function.All the single stiffeners are combined together by using the p-norm method to obtain the stiffener grid.The proposed method is validated by several numerical examples to optimize the critical buckling load factor.

Bayesian Set Estimation with Alternative Loss Functions: Optimality and Regret Analysis

Decision-theoretic interval estimation requires the use of loss functions that, typically, take into account the size and the coverage of the sets. We here consider the class of monotone loss functions that, under quite general conditions, guarantee Bayesian optimality of highest posterior probability sets. We focus on three specific families of monotone losses, namely the linear, the exponential and the rational losses whose difference consists in the way the sizes of the sets are penalized. Within the standard yet important set-up of a normal model we propose: 1) an optimality analysis, to compare the solutions yielded by the alternative classes of losses;2) a regret analysis, to evaluate the additional loss of standard non-optimal intervals of fixed credibility. The article uses an application to a clinical trial as an illustrative example.

A novel variable-lag probability hypothesis density smoother for multi-target tracking

It is understood that the forward-backward probability hypothesis density （PHD） smoothing algorithms proposed recently can significantly improve state estimation of targets. However, our analyses in this paper show that they cannot give a good cardinality （i.e., the number of targets） estimate. This is because backward smoothing ignores the effect of temporary track drop- ping caused by forward filtering and/or anomalous smoothing resulted from deaths of targets. To cope with such a problem, a novel PHD smoothing algorithm, called the variable-lag PHD smoother, in which a detection process used to identify whether the filtered cardinality varies within the smooth lag is added before backward smoothing, is developed here. The analytical results show that the proposed smoother can almost eliminate the influences of temporary track dropping and anomalous smoothing, while both the cardinality and the state estimations can significantly be improved. Simulation results on two multi-target tracking scenarios verify the effectiveness of the proposed smoother.