Hybrid particle swarm optimization for multiobjective resource allocation

Resource allocation （RA） is the problem of allocating resources among various artifacts or business units to meet one or more expected goals, such a.s maximizing the profits, minimizing the costs, or achieving the best qualities. A complex multiobjective RA is addressed, and a multiobjective mathematical model is used to find solutions efficiently. Then, all improved particie swarm algorithm （mO_PSO） is proposed combined with a new particle diversity controller policies and dissipation operation. Meanwhile, a modified Pareto methods used in PSO to deal with multiobjectives optimization is presented. The effectiveness of the provided algorithm is validated by its application to some illustrative example dealing with multiobjective RA problems and with the comparative experiment with other algorithm.     

复杂网络演化博弈理论研究综述

综述复杂网络的结构特性对演化博弈动力学的影响的最新研究成果,研究个体在相互作用和冲突中的策略选择和演化问题,关注自私个体中合作现象的涌现。着重介绍了受到广泛关注的囚徒困境和雪堆博弈两个简单的博弈模型,并利用复杂网络刻画了个体间的联系,研究了空间结构与博弈动力学之间的关系,探讨了未来工作的研究方向。     

Simplified calculation of UWB signal transmitting through a finitely conducting slab

A simplified closed-form analytic solution for UWB impulse signal transmitting through a finitely conducting slab is proposed. The approach first requires evaluating the impulse response of the slab and then convolving it with the specified incident field waveform. To obtain the impulsive transmitting field, either for vertical or horizontal polarization, approximations to the refraction coefficients and propagation loss are made, which can be proved to be accurate enough, comparing with their frequency domain solutions. Thereby, it permits simplified closed-form expressions in the time domain for both terms. The resulting transient response for the transmitting impulse field is then given by convolution of the time domMn refraction coefficients and time domain propagation loss. A numerical example of an incident monocyele transmitting through a slab using this technique, is presented, to illustrate the effective use of the method.     

一种动态开放性天基信息系统应用体系研究

天基信息系统是国家信息化建设的重要基础性设施,为广泛的研究和应用领域提供有效的信息获取和信息处理等服务。针对天基信息系统资源与应用服务的动态性特征,基于资源两级绑定的思想,提出了一种适应天基信息系统资源和应用服务动态性特征的动态开放性应用服务体系,并对该体系的基本构成和体系结构进行了详细的阐述。分析了该体系的主要特性,详细论述了该体系能够适应天基信息系统动态性特征的机理。     

飞机单击中易损性的杀伤概率图谱分析法

飞机在威胁单次打击下的易损性通常是以杀伤概率或易损面积形式给出的,这种评估方法往往是在宏观上对飞机及其部件易损性进行评估,然而具体的某一飞机位置的易损性很难直观给出.提出了一种飞机单击中易损性评估的杀伤概率图谱分析法.该方法以飞机及部件的有限元模型作为输入数据,考虑了部件的引燃、引爆、穿透及其组合杀伤模式,通过计算每一条射击线打击下飞机各个位置的杀伤概率值,最后可以提供飞机的杀伤概率云图.应用中表明:杀伤概率图谱分析法可以直观的显示飞机杀伤概率的区域分布,可以作为易损面积评估的有益补充,对于生存力增强/易损性减缩设计具有指导意义.     

基于条件蒙特卡罗方法的信用违约互换合约定价

多标的资产违约相关性结构的度量及其联合违约时间的模拟是信用违约互换合约定价的关键.Copula函数和蒙特卡罗模拟是解决此关键问题的有力工具,被广泛应用于信用衍生品定价.本文基于因子t-copula模型,结合条件蒙特卡罗模拟,构建了计算第7n次信用违约互换合约的条件蒙特卡罗算法.该算法能够捕捉多标的资产违约的尾部相关性,更准确地度量标的资产组合的违约风险及提高违约事件的模拟效率.数值结果表明,在考虑尾部相关性的情形下,采用重要抽样技术的JK算法和改进的JK算法是不稳定的,不能达到减方差的目的;而本文新构建的定价算法更稳定,在高斯copula和t-copula模型下,都能够有效减小估计量的方差,提高信用违约互换合约的定价精度和可靠性.     

目标定位的分布式MIMO雷达资源分配算法

为了提高分布式多输入多输出(multiple input multiple output,MIMO)雷达的目标定位精度,分析了阵元、发射功率和信号带宽对定位精度的影响,进而提出一种将三者联合优化的资源分配算法。首先,以最小化目标的平方位置误差下限(squared position error bound,SPEB)为目标函数,建立了包含阵元、功率和带宽3个变量的优化模型;然后,通过推导最优功率分配矢量和带宽分配矢量的关系简化模型;最后利用凸松弛和循环最小化算法将优化问题转化成二阶锥形式,求解得到最优的资源分配策略。仿真结果表明,利用所提出的算法进行资源分配能明显提高目标的定位精度;信号有效带宽对目标定位精度的影响大于发射功率。     

基于反演滑模和扩张观测器的带角度约束制导律设计

针对水下动能武器末制导段攻击机动目标,为获得最佳的毁伤效果,结合反演滑模控制方法与线性扩张状态观测器理论,设计了一种带角度约束的非线性制导律。通过对攻击角度的分析,设计了非线性滑模面,并根据滑模面可达条件,将制导律分为两部分设计,既满足了系统能够到达滑模面,又保持了系统状态在滑模面上运动。通过反演变结构获得的制导律,既保证了系统稳定,又具有了滑模控制理论所具有的鲁棒性。考虑到目标机动,将目标机动作为未知扰动,并对该扰动采用线性扩张状态观测器进行估计。该制导律作用下,视线角变化率收敛到零,攻击角度收敛到期望值,实现攻击角度约束。理论证实了制导系统的稳定性,仿真验证了本文所设计制导律的有效性。     

Liquidity dynamics around intraday price jumps in Chinese stock market

Using 4128 single jumps detected from high frequency data of 220 individual stocks in SZ300P index, this paper investigates the liquidity dynamics around price jumps in Chinese market. Some interesting empirical results are obtained and the corresponding explanations are given. The frequency of positive jumps is quite higher than that of negative jumps. The trading volumes and average trade sizes are all in a high level around positive jumps. The relatively low liquidities around negative jumps show that negative jumps may be generated and enlarged by poor liquidity provision. The price reversal after price jumps is significant, and price reversal lasts longer after positive jumps. Moreover, the size and direction of jumps are significantly correlated with the returns and trades in the post-jump trading time. These findings are believed to be associated with the high proportion of retail investors and their herding behavior for price trend chasing.     

Performance and EXIT analysis of parallel concatenated space time trellis codes

Space time trellis coding (STTC) techniques have been proposed to achieve both diversity and coding gains in multiple input multiple output (MIMO) fading channels. But with more transmit antennas STTCs suffer from the design difficulty and complexity increasing. This paper proposes a scheme, named parallel concatenated space time trellis codes (PC-STTC), to achieve the tradeoff between the performances and complexity of STTCs for a large number of transmit antennas. Simulation results and complexity comparison are provided to demonstrate the performance and superiority of the proposed scheme over conventional schemes in fast fading channels in low signal-to-noise ratio (SNR) regions. And an EXIT (extrinsic information transform) chart is given to analyze the iterative convergence of the proposed scheme. It shows that PC-STTC has better iterative convergence in low SNR regions.