在线快速抑噪的自适应强跟踪滤波算法

针对强跟踪滤波算法对系统时变噪声缺乏自适应能力,导致系统状态估计精度较低的问题,提出一种可以在线估计噪声协方差阵的快速抑噪自适应强跟踪滤波算法,该算法可以抑制噪声对系统状态估计的影响,使系统状态估计迅速收敛到真实值附近.仿真实验对比了强跟踪滤波算法和快速抑噪自适应强跟踪滤波算法在噪声变化环境下的性能,结果表明：快速抑噪...     

信号与系统的教学实例:基带传输中的码间干扰

基带传输中码间干扰的产生与消除包含了信号与系统的许多重要概念,包括信号带宽与系统带宽、不失真传输、采样与重建及系统的物理可实现性等,因此非常适合在信号与系统课程的傅立叶变换的应用部分将其取作一个综合性的实例。教学实践表明,尽早引入与基本原理密切相关的后续课程中重要论题的做法,既能使学生对所学到的基本概念、基本原理和分析方法受到综合性的训练,建立起各种概念之间的有机联系,增强将理论应用于工程问题的能力,又能为后续课程的学习打下良好的基础。     

基于子带能量分布的图像自适应压缩采样方法

针对人眼对图像低频成分敏感而对高频细节相对不敏感的特点,在分析图像子带能量分布特性的基础上,提出了一种基于子带能量分布的图像自适应加权压缩采样方法．该方法通过提取图像分块离散余弦变换各系数子带的能量,进而用于对测量过程进行加权修正,最终实现了对不同子带系数有区别的压缩投影．比较同类研究结果表明：提出的加权压缩采样方法在...     

用抽样调查法确定图书的平均出版年代与平均出版价格——以洛阳市图书馆保存本书库为例

在抽样调查理论的指导下,确定了保存本书库图书的平均出版年代、平均出版价格的估值区间,给出了平均出版年代、平均出版价格的正态分布密度函数,在此基础上确定了保存本书库所有图书在特定时间区间、价格区间内的数量分布情况,提出了优化馆藏结构的建议。     

Optimal sampling frequency for volatility forecast models for the Indian stock markets

This paper evaluates the performance of conditional variance models using high‐frequency data of the National Stock Index (S&P CNX NIFTY) and attempts to determine the optimal sampling frequency for the best daily volatility forecast. A linear combination of the realized volatilities calculated at two different frequencies is used as benchmark to evaluate the volatility forecasting ability of the conditional variance models (GARCH (1, 1)) at different sampling frequencies. From the analysis, it is found that sampling at 30 minutes gives the best forecast for daily volatility. The forecasting ability of these models is deteriorated, however, by the non‐normal property of mean adjusted returns, which is an assumption in conditional variance models. Nevertheless, the optimum frequency remained the same even in the case of different models (EGARCH and PARCH) and different error distribution (generalized error distribution, GED) where the error is reduced to a certain extent by incorporating the asymmetric effect on volatility. Our analysis also suggests that GARCH models with GED innovations or EGRACH and PARCH models would give better estimates of volatility with lower forecast error estimates. Copyright © 2008 John Wiley & Sons, Ltd.     

气溶胶取样测试技术研究与实验验证

气溶胶过滤效率是衡量安全壳过滤排放系统性能的重要指标。以安全壳过滤排放系统的研制为背景，针对高温空气和水蒸汽混合介质条件下的固体粒子气溶胶取样及测试技术进行研究，解决了水蒸汽存在条件下气溶胶的取样测量中存在的问题，设计完成了一套可用于安全壳过滤排放系统气溶胶过滤效率检测的取样测试系统。通过多角度对比和实验分析，最终确定了采用疏水性聚四氟乙烯滤膜能够满足混合气体的采样需求。此外实验中发现滤膜的吸湿性和静电效应对测量的准确性影响较大，而采用滤膜恒重和使用铝箔纸的方法能有效解决该问题，提高测量的准确度。在此基础上，完成了取样测试回路的实验验证，并对结果进行了不确定度分析，证明了本套系统能够满足实验需求。     

Testing for the usefulness of forecasts

Ashley (Journal of Forecasting 1983; 2 (3): 211–223) proposes a criterion (known as Ashley's index) to judge whether the external macroeconomic variables are well forecast to serve as explanatory variables in forecasting models, which is crucial for policy makers. In this article, we try to extend Ashley's work by providing three testing procedures, including a ratio‐based test, a difference‐based test, and the Bayesian approach. The Bayesian approach has the advantage of allowing the flexibility of adapting all possible information content within a decision‐making environment such as the change of variable's definition due to the evolving system of national accounts. We demonstrate the proposed methods by applying six macroeconomic forecasts in the Survey of Professional Forecasters. Researchers or practitioners can thus formally test whether the external information is helpful. Copyright © 2010 John Wiley & Sons, Ltd.     

一类正交基插值尺度函数的构造

给出了一类正交基插值尺度函数的构造方法.这类尺度函数具有指数衰减性.并给出它们具有一阶和二阶光滑性的条件.最后举了一个构造算例.     

Range walk and array rotation in space-time adaptive processing: effects and compensations

This paper proposes a unified clutter model incorporating the effects of range walk and array rotation for space-time adaptive processing (STAP) in airborne multi-channel early-warning radar. Based on this clutter model, STAP performance is then analyzed from the perspective of covariance matrix tapering (CMT). For STAP performance degradation due to array rotation, a determinate compensation method is proposed based on the CMT method. Numerical examples are provided to verify the analysis and the proposed compensation method.     

柏大蚜空间分布型的研究及其应用

在抽样调查的基础上 ,计算出柏大蚜 (CinaratuiafulinaDel.Guercio)的 4种聚集度指标 ,从而确定了柏大蚜在空间为聚集型分布 .同时讨论了柏大蚜的空间分布型在序贯取样中的应用 ,也对其在不同密度下的最适抽样数进行了研究 ,为以后在试验设计中的取样技术提供理论依据 .