财务困境概率贝叶斯估计

通过财务困境概率估计模型建立一套企业财务风险预测系统,具有降低企业经营风险、投资风险以及防范金融危机的重要意义。现有的预测模型主要有:多元识别分析模型、Logit和Probit等统计回归模型以及人工神经网络预测模型。但以上模型均忽略了决策者个人经验、智慧以及信息优势对财务困境预测的重要作用。本文利用贝叶斯分析方法建立的概率估计模型,可以较好地解决这个问题,提高预测的针对性和准确性。     

PO Solution for Scattering by the Complex Object Coated with Anisotropic Materials

1 .INTRODUCTIONItisknownthatphysicaloptics(PO)hasbeenwidelyusedinfastpredictionofradarcrosssection (RCS)ofacomplexconductingorcoatedobject.POisadoptedwithoutexceptionamongtheissuedfamouscomputa tionalsoftwareofhigh frequencyEMscatteringbyacomplexobjectsuchasRECOTA[1 ] ,GRECO[2 ,3] ,X PATCH[4] ,whereonlytheisotropiccoatingisconcerned .However,theanisotropiccoatingencoun teredinsomepracticalapplicationsimpelsonetofindthesuitablesolutionforhigh frequencyscatteringbytheobjectcoatedwi…     

Equivalent Time-Domain Representation and Uplink Channel Estimator for Multicarrier CDMA Systems

Many blind channel estimation methods have been proposed for direct sequence (DS) code-division multiple access (CDMA) systems, so we can certainly use them to estimate the finite impulse response (FIR) channel for the multi-carrier (MC-) CDMA system. In this paper, the MC-CDMA system is interpreted as an equivalent time-domain DS-CD-MA system with specific spreading codes. Then, an equivalently time-domain blind channel estimator is derived for the     

Complete monotonicity of the probability of ruin and de Finetti’s dividend problem

This paper studies the complete monotonicity of the probability of ruinψin the the classical risk model and the classical risk model that is perturbed by a diffusion.As a byproduct,the authors give an alternative proof to a result on the optimal dividend problem due to LoefFen(2008).     

快速模拟退火算法用于MESFET大信号建模

对快速模拟退火算法的关键参数进行确定,将该算法应用于微波半导体大信号建模,解决了多变量非线性优化难题,实验结果表明该方法是有效的。从而为解决ＭＥＳＦＥＴ（ＭｅｔａｌＳｅｍ ｉｃｏｎｄｕｃｔｏｒ Ｆｉｅｌｄ ＥｆｆｅｃｔＴｒａｎｓｉｓｔｏｒ）大信号建模问题提供了一种新思路。     

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.     

Convergence rates of Markov chain approximation methods for controlled diffusions with stopping

<正> This work is concerned with rates of convergence of numerical methods using Markov chainapproximation for controlled diffusions with stopping (the first exit time from a bounded region).In lieuof considering the associated finite difference schemes for Hamilton-Jacobi-Bellman (HJB) equations,a purely probabilistic approach is used.There is an added difficulty due to the boundary condition,which requires the continuity of the first exit time with respect to the discrete parameter.To prove theconvergence of the algorithm by Markov chain approximation method,a tangency problem might arise.A common approach uses certain conditions to avoid the tangency problem.Here,by modifying thevalue function,it is demonstrated that the tangency problem will not arise in the sense of convergencein probability and in L~1.In addition,controlled diffusions with a discount factor is also treated.     

初始段安控信息系统的应用研究

从发射场的实际需要出发 ,对飞行初始段安控信息的获取进行了分析研究。采用新的初始段安控测量体制 ,把电视图像和计算机数字信息量化合成为一体 ,使安控指挥员能够及时直观地进行安全判断 ,并采取相应的安控措施。应用此项技术成功地研制了初始段安控电视信息系统 ,提供直观、准确的初始段飞行实况、比对弹道和安全管道等安控信息 ,有效地实现了初始段安控信息的获取。该系统经济、实用、可靠 ,已在发射场推广使用。     

ROBUST H∞ CONTROL FOR UNCERTAIN NONLINEAR SYSTEMS

This paper studies the robust H∞ disturbance attenuation with internal stability for uncertain nonlinear control systems. By adding one power integrator technique, this paper designs a explicit smooth robust dynamic feedback law while rejecting the disturbance to any specified degree of accuracy. Further, the example and simulation results show the effectiveness of the proposed schemes.     

Markov跳变系统的单步约束预测控制

针对离散Markov跳变系统,研究带输出约束的单步预测控制问题。首先设计基于模态的单步预测控制器,驱动系统状态到达相应的终端不变集内,以此保证约束预测控制系统的稳定性,接着进一步讨论了系统存在峰值有界噪声输入情形。其中终端不变集是通过在预测时域外寻求一个虚拟的带约束的状态反馈控制器以保证系统的随机稳定性来获得,为计算方便,控制器的优化问题转化为SDP问题,并得到以LMI描述的优化问题。最后对Markov跳变系统描述的经济学动力系统的仿真结果说明了本控制器设计方法能够在峰值有界噪声输入下保证系统的稳定性,并且使控制变量满足给定的约束条件。