Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model

The authors propose a V _{N, p} test statistic for testing finite-order serial correlation in a semiparametric varying coefficient partially linear errors-in-variables model. The test statistic is shown to have asymptotic normal distribution under the null hypothesis of no serial correlation. Some Monte Carlo experiments are conducted to examine the finite sample performance of the proposed V _{N, p} test statistic. Simulation results confirm that the proposed test performs satisfactorily in estimated size and power. This research is supported by the National Natural Science Foundation of China under Grant Nos. 10871217 and 40574003; the Science and Technology Project of Chongqing Education Committee under Grant No. KJ080609; the Doctor's Start-up Research Fund under Grant No. 08-52204; and the Youth Science Research Fund of Chongqing Technology and Business University under Grant No. 0852008.     

Underdetermined DOA estimation and blind separation of non-disjoint sources in time-frequency domain based on sparse representation method

This paper deals with the blind separation of nonstation-ary sources and direction-of-arrival （DOA） estimation in the under-determined case, when there are more sources than sensors. We assume the sources to be time-frequency （TF） disjoint to a certain extent. In particular, the number of sources presented at any TF neighborhood is strictly less than that of sensors. We can identify the real number of active sources and achieve separation in any TF neighborhood by the sparse representation method. Compared with the subspace-based algorithm under the same sparseness assumption, which suffers from the extra noise effect since it can-not estimate the true number of active sources, the proposed algorithm can estimate the number of active sources and their cor-responding TF values in any TF neighborhood simultaneously. An-other contribution of this paper is a new estimation procedure for the DOA of sources in the underdetermined case, which combines the TF sparseness of sources and the clustering technique. Sim-ulation results demonstrate the validity and high performance of the proposed algorithm in both blind source separation （BSS） and DOA estimation.     

Consensus design for continuous-time multi-agent systems with communication delay

This paper investigates a consensus design problem for continuous-time first-order multiagent systems with uniform constant communication delay.Provided that the agent dynamic is unstable and the diagraph is undirected,sufficient conditions are derived to guarantee consensus.The key technique is the adoption of historical input information in the protocol.Especially,when agent＇s own historical input information is used in the protocol design,the consensus condition is constructed in terms of agent dynamic,communication delay,and the eigenratio of the network topology.Simulation result is presented to validate the effectiveness of the theoretical result.     

Positive observer design for positive Markovian jump systems with partly known transition rates

The paper is concerned with positive observer design for positive Markovian jump systems with partly known transition rates. By applying a linear co-positive type Lyapunov-Krasovskii function, a sufficient condition is proposed to ensure the stochastic stability of the error positive system and the existence of the positive observer, which is computed in linear programming. Finally, an example is given to demonstrate the validity of the main results.     

Advance selling in the presence of product diffusion effect

Product diffusion refers to the phenomenon that the later demand is dependent on the early sales. To investigate how a firm’s advance selling strategy is affected by the effect of product diffusion, we consider a monopolist seller who sells a fashionable product in a market that comprises of myopic and strategic consumers over two periods (i.e., the advance selling season and the regular selling season). For a linear product diffusion effect we find that, when the effect of product diffusion is positive, the seller may set an extremely high advance selling price to induce the strategic consumers to purchase in the regular selling season, which is counter-intuitive. Moreover, the optimal procurement quantity for the seller may increase in the negative effect of product diffusion and decrease in the amount of strategic consumers. When we extend our model to consider a concave quadratic product diffusion effect, however, the optimal procurement quantity is concave in the amount of strategic consumers. Numerical studies are further presented to discuss the managerial insights.     

变点理论在极值分布阈值选取中的应用

极值理论已经被广泛应用于解决金融、保险等领域的厚尾分布问题，而阚值的选取一直是极值理论实际应用的难点和重点。在已有研究成果基础上。本文尝试引入变点理论进行定量化的阈值选取。分析了变，最理论进行阚值选取的基本原理和方法，利用Burr分布产生的随机样本进行模拟，得到了较好的效果。并在此基础上运用S＆P500和Danish火灾保险数据进行了实证分析。     

NECESSARY AND SUFFICIENT CONDITION FOR GLOBAL CONTROLLABILITY OF A CLASS OF AFFINE NONLINEAR SYSTEMS

In this paper, we investigate the global controllability of a class of n-dimensional affine nonlinear systems with n- 1 controls and constant control matrix. A necessary and sufficient condition for its global controllability has been obtained by using the methods recently developed. Furthermore, we generalize the above result to a class of affine nonlinear systems with a block-triangular-like structure. Finally, we will give three examples to show the applications of our results.     

Radial acceleration estimation of multiple high maneuvering targets

The acceleration of a high maneuvering target in signal processing is helpful to enhance the performance of the tracker and facilitate the classification of targets. At present, most of the research on acceleration estimation is carried out in cases of a single target with time-frequency analysis methods such as fractional Fourier transform （FRFT）, Hough-ambiguity transform （HAT）, and Wigner-Vil e distribution （WVD）, which need to satisfy enough time duration and sampling theorem. Only one reference proposed a method of acceleration estimation for multiple targets based on modified polynomial phase transform （MPPT） in the lin-ear frequency modulation （LFM） continuous-wave （CW） radar. The method of acceleration estimation for multiple targets in the pulse Doppler （PD） radar has not been reported so far. Compressive sensing （CS） has the advantage of sampling at a low rate and short duration without sacrificing estimation performance. There-fore, this paper proposes a new method of acceleration estimation for multiple maneuvering targets with the unknown number based on CS with pulse Doppler signals. Simulation results validate the effectiveness of the proposed method under several conditions with different duration, measurement numbers, signal to noise ra-tios （SNR）, and regularization parameters, respectively. Simulation results also show that the performance of the proposed method is superior to that of FRFT and HAT in the condition of multiple targets.     

能量存储:基于全新原理的“纳米弹簧”

许多机械装置如钟表、玩具等都采用弹簧来驱动,其能量的存储与释放是通过弹簧内部原子间距的变化来实现的。但是这种原子间距的变化(即弹性变形)所能存储的体能量密度相对很低,如何提高能量的转换效率以及材料存储的能量密度是当前材料科学理论和实验研究共同关注的一个问题。本研究利用金属钨单晶纳米线在加载时独特的孪晶变形行为,提出了一个可以在纳米尺度下高效存储与释放机械能的新原理,并据此设计了相应的纳米装置——纳米弹簧。与块体弹簧不同,本文提出的纳米弹簧通过表面原子的重构来实现能量的存储与释放。进一步的计算还表明,由于金属钨孪晶界面的移动阻力非常小,金属钨纳米弹簧的能量转换效率可以达到98%;同时该纳米弹簧存储的体能量密度可以超过钟表发条的1600倍,并具有30%的应变以及3GPa的驱动应力。     

介观尺度金属孪晶变形的强烈晶体尺寸效应

主导许多材料力学行为的孪晶变形是一种局部晶体高度协调一致的非弹性剪切变形过程,其发生原因与时空特性仍然保持着某种神秘色彩。本项研究利用纳米压入仪下微柱体压缩与相应的透射电镜原位定量变形表征技术,发现随所用钛铝合金单晶外观尺度逐步减小到1个μm时,孪晶切变所需应力随之显著提高,表现出很强的尺度依赖性。当晶体的外部几何尺度进一步减小到亚μm量级时,材料的塑性变形方式发生了根本性的转变,孪晶变形完全由通常的位错滑移变形取代,而材料所能承受的最大流变应力亦呈现出一种接近于所用材料理想强度水平的＂应力饱和＂平台现象。本研究提出了以螺位错为媒介的孪晶变形＂受激滑移＂模型,完美地解释了孪晶变形具有强烈晶体尺寸效应的内在原因。