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。     

连续竞价市场中格式化特征形成机理的仿真研究

现有的研究一般将金融市场中的胖尾分布、波动聚集、长期记忆等格式化特征的形成机理归于交易者的行为.为了研究市场交易机制对这些特征有何影响,以我国证券市场交易制度为蓝本,建立了一个连续竞价市场的基于Agent的仿真模型.仿真结果表明:在连续竞价机制下,即使Agent是理性的基本分析者或简单的随机交易者,模型仍然能够再现上述特征.这一结果说明,交易机制也是导致格式化特征的重要原因.     

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.     

Cluster Synchronization in a Complex Dynamical Network with Two Nonidentical Clusters

This paper further investigates cluster synchronization in a complex dynamical network with two-cluster. Each cluster contains a number of identical dynamical systems, however, the subsystems composing the two clusters can be different, i.e., the individual dynamical system in one cluster can differ from that in the other cluster. Complete synchronization within each cluster is possible only if each node from one cluster receives the same input from nodes in other cluster. In this case, the stability condition of one-cluster synchronization is known to contain two terms： the first accounts for the contribution of the inner-cluster coupling structure while the second is simply an extra linear term, which can be deduced by the ＂same-input＂ condition. Applying the connection graph stability method, the authors obtain an upper bound of input strength for one cluster if the first account is known, by which the synchronizability of cluster can be scaled. For different clusters, there are different upper bound of input strength by virtue of different dynamics and the corresponding cluster structure. Moreover, two illustrative examples are presented and the numerical simulations coincide with the theoretical analysis.     

要加强对复杂适应性系统的研究——对自组织理论的反思

简单回顾了自组织理论的发展历史、内容和采用的方法,重点分析了自组织理论的研究对象和研究范围;指出自组织理论在研究复杂系统上的局限性——只适于研究简单巨系统,它研究的是系统演化的结果而非过程;自组织理论使用微分方程作为数学工具,要求子系统之间的相互作用要满足叠加原理而不考虑涌现的情况。在此基础上,本文提出要加强复杂适应性系统的研究,具体有两方面的工作：首先要加强计算机作为数学工具的应用,扩展对系统状态描述的范围;另外要加强对层次性的研究,重点是对涌现问题的分析。最后提出现在加强复杂系统的研究应从实际的具体系统入手。     

红外探测器成像仿真

红外探测器是红外成像技术的核心,直接影响着红外成像系统的性能。在分析目标成像尺寸的基础上,详细分析光学弥散、探测器噪声、成像阵列盲元等的形成机理,并进行建模和仿真,最后将这些模型依次叠加。采用此方法得到的仿真图像充分考虑了探测器各种效应的影响,提高了仿真图像的真实性与逼真度,可为红外成像系统的研制及目标检测识别算法提供测试场景与依据。

Abstract：

Infrared detector, which can directly influence the performance of infrared imaging system, plays a key role in infrared imaging technology. The scale of the target image, the causation of optics dispersion, noise of the detector and blind pixels in the imaging arrays were detailed analyzed. More actual infrared images would be simulated by adding the effects mentioned above to the theoretical image model, because the ill effects were calculated. The simulated images could be used to test infrared imaging system or the algorithm of target detecting and recognition.     

组合聚类与最优核v-SVR融合方法在能源系统应用

针对能源复杂系统样本数量有限、变量维数高、偶合关系复杂等问题,提出了一种组合聚类算法和最优核v-支持向量回归机SVR融合的方法。该方法采用SOM自组织映射神经网络和K-means组合的聚类算法对初始样本集合进行聚类,构成不同核函数的子支持向量回归机SVR模型,再用均方误差标准（MSE）和小误差概率对其各核函数进行优选,得到最优核函数的v-支持向量回归机SVR模型。仿真结果表明,采用这种方法进行能源供需预测是有效的,其精度优于常规的支持向量回归建模方法。

Abstract：

A method of fusion strategy with Optimal Kernel v-SVR （Support Vector Regression） and assembled clustering algorithm was proposed,facing the issues of complex energy system like limited samples,high dimension,complex coupling.The assembled clustering algorithm was used to cluster the initial samples related to energy data to form sub-SVR models based on different Kernel functions,combining Self-Organizing Map （SOM） neural network with K-means algorithm.The Mean Square Error criterion （MSE） and small error probability were used to evaluate the Kernel functions to obtain the optimal Kernel v-SVR model.The simulation results demonstrate that the proposed method is valid for predicting energy supply/demand and its accuracy is superior to the conventional SVR method.     

风险管理中的风险分配问题

为了进一步明晰风险管理实践中选择风险分配函数的问题,通过引入风险度量定义,分析了无组合效应风险与可互换风险这两种具有特殊性质的个体风险特征,并在此基础上讨论了风险分配应该满足的原则,继而证明并比较了标准差风险度量下,协方差风险分配函数与相对风险分配函数性质上的差异,并得到如下结论:1)风险预算也是一种特殊形式的风险分配函数;2)在标准差风险度量下,协方差风险分配函数是可行的风险分配函数;3)在标准差风险度量下,相对风险分配函数不是可行的风险分配函数;4)在一定条件下,风险分配函数之间具有等价性.     

一种基于似然比的信息融合与决策方法

针对诊断或决策问题中的多信息特征 ,建立了具有信息融合功能的多级决策结构 ,通过信息融合 ,减小系统输出的不确定性和提高系统决策的可靠性。为解决决策问题中信息的不确定性 ,提出了一种基于似然比的决策策略 ,以结论元间的似然比为决策的中间变量 ,构造了具有局部决策和全局决策两级结构的多级决策器 ,并设计了局部决策规则和全局决策规则。最后通过实例证明了该方法的可行性。     

雷达干扰效果模糊综合评估方法研究

运用模糊综合判别的思想 ,研究了雷达干扰效果的评估问题 ,建立了衡量干扰效果各因素的模糊评价模型 ,提出了一种新的基于模糊综合的干扰效果评估准则和度量方法。结合实例 ,在分析影响雷达干扰效果因素的基础上 ,应用这种方法做了初步评估 ,并对该评估方法做了简要分析