基于GJR模型的EVT动态风险测度研究

通过运用ARMA-GJR模型捕获上证综指的损失序列的自相关、波动集聚性和杠杆效应特征,用极大似然估计(MLE)估计模型参数以求出条件均值和条件方差以及标准残差序列;然后假设沪市指数损失标准残差序列近似满足EVT条件,分别取175、105和35个极值数据并运用MLE来估计广义帕累托分布(generalized Pareto distribution,GPD)的参数,进而估计出q分位数对应的动态风险值VaR(value at risk)和ES(expected shortfall);最后对风险测度方法的估计效果进行分析.实证结果表明:标准残差序列的极值尾部近似服从GPD,ES是相对于VaR更保守的风险测度方法.     

Novel cued search strategy based on information gain for phased array radar

A search strategy based on the maximal information gain principle is presented for the cued search of phased array radars. First, the method for the determination of the cued search region, arrangement of beam positions, and the calculation of the prior probability distribution of each beam position is discussed. And then, two search algorithms based on information gain are proposed using Shannon entropy and Kullback-Leibler entropy, respectively. With the proposed strategy, the information gain of each beam position is predicted before the radar detection, and the observation is made in the beam position with the maximal information gain. Compared with the conventional method of sequential search and confirm search, simulation results show that the proposed search strategy can distinctly improve the search performance and save radar time resources with the same given detection probability.     

滞空状态下超小型旋翼机系统的姿态模型辨识

采用机理分析和系统辨识相结合的方法,以直升机机体和伺服小翼的力矩平衡方程为基础,根据滞空状态的特性,建立含有未知参数的超小型旋翼无人机姿态模型,由飞行数据采用预测误差法(PEM)对上述姿态模型进行了辨识,从而得到了完整的滞空状态下超小型旋翼机系统的姿态模型,最后验证了辨识模型的正确性。     

基于滑模估计器和卡尔曼滤波的PMSM速度估计

针对永磁同步电机(PMSM)无传感器的控制问题,提出了一种结合滑模估计器和扩展卡尔曼滤波(EKF)两种方法优点的混合估计器。混合估计器解决了滑模估计器对于反电动势具有较大"畸变"的电机速度估计效果差的缺点。混合估计器建立了一个3阶EKF滤波器,把反电动势高次谐波分量作为系统和测量噪声处理。降阶后的EKF参数调节变得比传统的EKF估计器相对容易很多,在反电动势有"畸变"单纯滑模估计器估计效果很差时,估计效果依然很好。对滑模估计器、传统EKF估计器和混合控制器三种估计效果做了比较,阐明了混合估计器的优缺点。     

我国上市公司生命周期划分方法实证比较研究

在对已有企业生命周期阶段模型进行梳理的基础上,重点分析了文献中出现的管理熵法、产业增长率法和现金流法3种常用的企业生命周期划分方法,并在此基础上,运用中国沪深两市上市公司数据展开实证比较研究。研究发现,虽然以上方法在不同学者各自的研究中均具有一定的适用性,但对中国上市公司生命周期阶段进行划分的结果却并不一致,不同方法所得结果之间在统计上存在显著性差异。运用以上方法对我国上市公司不同生命周期阶段资本结构的差异进行了研究。结果表明,所采用的3种方法的划分结果并不能很好反应企业不同生命周期阶段资本结构的差异。因此,有必要进一步加强对企业生命周期阶段划分模型的研究。     

Missile robust gain scheduling autopilot design using full block multipliers

Reduction of conservatism is one of the key and difficult problems in missile robust gain scheduling autopilot design based on multipliers. This article presents a scheme of adopting linear parameter-varying (LPV) control approach with full block multipliers to design a missile robust gain scheduling autopilot in order to eliminate conservatism. A model matching design structure with a high demand on matching precision is constructed based on the missile linear fractional transformation (LFT) model. By applying full block S-procedure and elimination lemma, a convex feasibility problem with an infinite number of constraints is formulated to satisfy robust quadratic performance specifications. Then a grid method is adopted to transform the infinite-dimensional convex feasibility problem into a solvable finite-dimensional convex feasibility problem, based on which a gain scheduling controller with linear fractional dependence on the flight Mach number and altitude is derived. Static and dynamic simulation results show the effectiveness and feasibility of the proposed scheme.     

BBS虚拟社区的演化规律探索及仿真

结合复杂网络理论对BBS中虚拟社区网络的演化规律进行了研究.首先,通过BBS版块的数据信息构建有向虚拟社区网络,研究了网络拓扑结构特性的演化,包括新增结点数和边数、度分布的幂指数、网络结构熵等随时间变化的规律,发现网络从"有序"到"无序"再到"稳定有序"的变化过程,并且在此类社区网络中存在富人俱乐部现象.然后,基于BBS版块虚拟社区的演化规律,提出了一种虚拟社区网络构造模型.该模型方法的仿真结果与真实虚拟社区网络演化特性相符,在一定程度上能解释虚拟社区的演化规律,具有很强的实际意义.     

基于协议同步水下传感器网络目标协同定位算法

为了解决水下目标的定位问题,讨论了一种基于水下传感器阵列网络的目标协同定位算法。该算法在实现水下节点同步的基础上,通过建立目标位置与距离差测量值的统计模型后依据最大似然准则完成目标定位。定位算法的实现采用分布-集中相结合的处理方法,在提高定位精度的同时大大节省了水下节点通信能耗。通过仿真实验验证了算法的有效性和可行性,实验结果表明该方法具有较好的同步及目标定位精度。

Abstract：

A collaborative target location algorithm for underwater acoustic sensor networks （UASN） was proposed. The algorithm was achieved based on time synchronization for high transmitting delay for UASN. Target location was estimated by maximum-likelihood methods based on proposed statistical model which was established by the relation between target position and measured range difference. The proposed algorithm adopts the distributed-centralized computation methods,which degrade the transmitting energy comparing with traditional centralized methods. The result of simulation shows the application validity and the more location performance of the algorithm.     

求解约束优化问题的动量粒子群算法

为解决约束优化问题,提出使用双可行域吸引子策略改进动量粒子群算法。该算法只需初始种群中有一个粒子位于可行域内,随着搜索过程的进行,整个种群自动进入可行域内搜索。一方面,在搜索过程早期,由于可行域内粒子少,所有粒子移向相同的吸引子,整个种群迅速进入可行域内。另一方面,随着进入可行域粒子的增多,由于每个粒子使用距本身最近的可行域吸引子,较好地维持了种种群的多样性,避免早熟现象的发生,使算法具有较好的寻优性能。与国际上当前解决约束优化问题的粒子群算法在4个标准约束优化函数上测试比较,实验结果表明本算法取得的最优值要优于其它粒子群算法。

Abstract：

The strategy that two good positions in feasible region worked as attractors was incorporated into momentum particle swarm optimization algorithm in order to resolve constrained optimization problems. The resulting algorithm only requires that one of the initial particles is in the feasible region, and then all particles in the swam automatically move into the feasible region. On the one hand, in the early iterations few particles appear in the feasible region and hence all particles move toward the same attractors, so the particles soon enter into the feasible region. On the other hand, as the number of particles in the feasible region increases, each particle adopts the most near attractor so that each particle has different attractor. Therefore, the algorithm maintains the diversity of the population, alleviates the premature, and hence achieves good performance. The algorithm is compared with other particle swarm optimization algorithms on four benchmark functions. The experimental results show that the solution of the algorithm is better than that of others.     

基于Agent的集卡调度建模与仿真研究

日益大型化的集装箱船舶对集装箱码头的生产调度提出了较以往更加严格的要求.集装箱码头中的集卡调度是否合理对于提高整个码头的装卸效率具有重要意义.利用agent和哈佛体系结构对集卡动态调度进行建模,以AnyLogic仿真平台为实现工具,基于数据库中实际的生产数据,融合黑板系统和消息通讯形成多agent之间的协同机制,引入操作系统中的资源分配算法调度集卡.最后仿真了具体的港口生产实例,其结果优于以往文献的仿真结果,充分验证了上述建模仿真思想的可行性和可信性.