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。     

Stability analysis of the simplest Takagi-Sugeno fuzzy control system using circle criterion

A frequency-domain-based sufficient condition is derived to guarantee the globally asymptotic stability of the simplest Takagi-Sugeno (T-S) fuzzy control system by using the circle criterion. The analysis is performed in the frequency domain, and hence the condition is of great significance when the frequency-response method, which is widely used in the linear control theory and practice, is employed to synthesize the simplest T-S fuzzy controller. Besides, this sufficient condition is featured by a graphical interpretation, which makes the condition straightforward to be used. Comparisons are drawn between the performance of the simplest T-S fuzzy controller and that of the linear compensator. Two numerical examples are presented to demonstrate how this sufficient condition can be applied to both stable and unstable plants.     

Distributed power control algorithm based on game theory for wireless sensor networks

Energy saving is the most important issue in research and development for wireless sensor networks. A power control mechanism can reduce the power consumption of the whole network.Because the character of wireless sensor networks is restrictive energy,this paper proposes a distributed power control algorithm based on game theory for wireless sensor networks which objects of which are reducing power consumption and decreasing overhead and increasing network lifetime.The game theory and OPNET simulation shows that the power control algorithm converges to a Nash Equilibrium when decisions are updated according to a better response dynamic.     

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.     

有色噪声中多个周期相近信号参数的估计算法

本文提出了一种“谐波组清除算法”来估计周期信号的参数。该算法不仅计算简单并可获得较高的频率分辨率,而且对信号模型具有较强的鲁棒性。最后,用数值仿真数据与实测直升机噪声数据对该算法进行了检验。     

Self-alignment of full skewed RSINS：observability analysis and full-observable Kalman filter

Traditional orthogonal strapdown inertial navigation sys-tem （SINS） cannot achieve satisfactory self-alignment accuracy in the stationary base： taking more than 5 minutes and al the iner-tial sensors biases cannot get ful observability except the up-axis accelerometer. However, the ful skewed redundant SINS （RSINS） can not only enhance the reliability of the system, but also improve the accuracy of the system, such as the initial alignment. Firstly, the observability of the system state includes attitude errors and al the inertial sensors biases are analyzed with the global perspective method： any three gyroscopes and three accelerometers can be assembled into an independent subordinate SINS （sub-SINS）;the system state can be uniquely confirmed by the coupling connec-tions of al the sub-SINSs;the attitude errors and random constant biases of al the inertial sensors are observable. However, the ran-dom noises of the inertial sensors are not taken into account in the above analyzing process. Secondly, the ful-observable Kalman filter which can be applied to the actual RSINS containing random noises is established; the system state includes the position, ve-locity, attitude errors of al the sub-SINSs and the random constant biases of the redundant inertial sensors. At last, the initial self-alignment process of a typical four-redundancy ful skewed RSINS is simulated： the horizontal attitudes （pitch, rol ） errors and yaw error can be exactly evaluated within 80 s and 100 s respectively, while the random constant biases of gyroscopes and accelero-meters can be precisely evaluated within 120 s. For the ful skewed RSINS, the self-alignment accuracy is greatly improved, mean-while the self-alignment time is widely shortened.     

交叉销售下价格和存货影响需求的特价商品经济订货批量模型

交叉销售是一种经常采用的市场营销方式,对提高销售商市场占有率起着重要作用. 考虑特价商品与相关商品存在交叉销售,其需求与价格和库存水平有关,有现货时会促进相关商品销售,缺货时顾客等待意愿受价格和时间共同影响,构造了一个新的短缺量滞后供给分数,建立了相应的经济订货批量模型（economic order quantity model,简称EOQ模型）. 从理论上分析了模型唯一最优解存在的条件和相关的管理启示. 采用数值仿真研究了价格和时间敏感因子、需求相关因子等参数对销售商订货策略和平均利润的影响. 研究结果表明：特价商品销售价、有现货和缺货时间均存在一个合理范围,其中销售价在一定条件下不能超过某一固定值,缺货时间存在一个下限,当价格和时间敏感因子、需求相关因子和两种商品销售价与采购价之差增加时,应尽量减少缺货时间;当特价商品销售价高于该固定值时,有现货和缺货时间存在一个上限;在一定条件下,提高特价商品销售价会减少销售商整体收益.     

一种改进的PSO-MBCV算法的车底阴影分割

针对当前车底阴影分割算法在复杂环境下鲁棒性较差以及最大类间方差（maximum between class variance,　MBCV）多阈值分割算法不能自动确定阈值个数的问题,提出利用峰值自适应方法自动确定MBCV多阈值分割算法中阈值个数;然后,以阈值的个数为粒子群优化算法（particle swarm optimization,　PSO）中粒子的维数,提出了一种改进的PSO MBCV算法的车底阴影分割。实验结果表明,该算法能有较低的误分类误差,能有效地分割出车底阴影。     

Self-assembled structure of alkyloxy substituted benzoic acid methyl ester on HOPG：An STM study

Self-assembled structures of 3,4,5-tris-dodecy-loxy benzoic acid methyl ester (E12), 3,4,5-tris-tetradecy-loxy-benzoic acid methyl ester (E14) and their mixture (E12/E14) have been studied on HOPG by scanning tunneling microscopy (STM). Dimer-like patterns induced by dipole-dipole interaction are observed in E12 and E14 monolayers. The molecules form close-packed rows and interdigitate with the alkyl chains in adjacent molecules. The structural differences are proposed to be from the different length of substituted alkyl chains. Owing to similar adsorption energy, phase separation is observed in the E12 and E14 mixed adlayer with different domains.     

三七多糖的微波辅助提取工艺

采用正交试验法优化了三七多糖的微波提取工艺,采用激光粒度分析法探讨了提取机理,分析了多糖的单糖组成,并测定了多糖的溶解性。三七多糖的较佳微波辅助提取工艺条件为微波处理时间8min、浸泡时间60min、液固比30mL/g、粒度200目。微波辅助提取的多糖提取率(21.0mg/g)显著高于传统提取(12.7mg/g)。三七多糖的Molish反应呈阳性,多糖酸水解产物的薄层色谱呈现出3个斑点,分别与葡萄糖、半乳糖和阿拉伯糖相对应。微波辅助提取对三七多糖的提取效果明显优于传统提取,其机理可能是微波处理促进了三七样品的水化和溶胀过程,使样品结构变得松散、膨胀,从而促进了多糖从样品中扩散和溶出。三七多糖主要由葡萄糖、半乳糖和阿拉伯糖3种单糖构成,pH值对其溶解性影响较大。