Frequentist model averaging estimation: a review

In applications, the traditional estimation procedure generally begins with model selection. Once a specific model is selected, subsequent estimation is conducted under the selected model without consideration of the uncertainty from the selection process. This often leads to the underreporting of variability and too optimistic confidence sets. Model averaging estimation is an alternative to this procedure, which incorporates model uncertainty into the estimation process. In recent years, there has been a rising interest in model averaging from the frequentist perspective, and some important progresses have been made. In this paper, the theory and methods on frequentist model averaging estimation are surveyed. Some future research topics are also discussed.     

自适应的混沌粒子群算法优化XML文档聚类策略

为了提高海量XML文档集的聚类质量,提出了一种基于粒子群的XML自适应混沌聚类算法(简称ACPSO):为了简化XML文档相似性判定,该算法以XML键为基础,结合混沌原理与粒子群算法划分XML文档:为了加速算法的收敛性,通过对算法相关参数的自适应学习与权重调整,增强XML文档的全局寻优能力,改善XML文档聚类的质量.对比其它聚类算法,仿真表明本算法不仅能有效避免聚类停滞现象的发生,而且是一种高效的XML文档聚类方法.     

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.     

粒子群算法在投资组合中的应用

投资组合面临现实证券市场中大量数据，求解组合模型是一个非线性整数规划问题，传统数学规划算法难以有效求解。为此，本文将粒子群算法应用到基于VaR的投资组合模型中，并通过上海证券交易所的实际数据进行计算机模拟，结果说明该算法所求最优投资组合是实用的和有效的。     

基于综合效能的火力/电子战协同攻击决策研究

从进攻角度着手,提出了一种新的以综合作战效能最大为决策准则的火力/电子战武器协同攻击的使用方法。该方法首先构建了由信息、机动、干扰、火力四大空战要素决定的能力矩阵、关联矩阵、可用性矩阵及权矩阵,综合作战效能评估模型则由上述四个矩阵组成。进一步通过遍历算法得到综合作战效能最大时的火力/电子战武器协同攻击方案,即为当前火力/电子战武器最优的发射时机。仿真结果表明,该决策方法得到的攻击策略与所期望的软/硬武器协同作战准则一致,能实现综合作战效能的最大化。     

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.     

生物模板法一步合成纳米金属磷酸盐

利用活体洋葱内表皮模板,在常温常压温和条件下,不利用任何表面活性剂和还原剂,以Zn(NO3)2、Na3PO4为原料,一步合成金属纳米磷酸锌.在相同条件下,选择不同的阳离子,制备出磷酸铅、磷酸铋和磷酸银等金属磷酸盐微/纳米材料,并研究了它们的性质.