股票-债券投资组合问题的数学模型及算法

针对股票一债券的最优投资组合策略问题,定义了股票一债券的半绝对偏差风险函数,建立了考虑不允许买空、不允许卖空、交易费用及交易单位等实际约束的股票一债券投资组合问题的数学模型,提出了一种基于布谷鸟搜索算法的改进算法,该算法不仅加快了最优鸟窝位置的搜索速度,同时增强了最优解的稳定性,并对该算法的复杂度进行了分析.最后通过数值算例验证了模型及算法的正确性及有效性.     

基于空谱信息协同与Gram-Schmidt变换的多源遥感图像融合方法

多光谱和合成孔径雷达图像的融合可以保留每个数据的优势, 有利于提高土地覆盖分类精度。然而, 当前的一些图像融合方法不能完全利用原始数据的光谱信息与纹理细节。为了克服上述问题, 提出一种基于空谱信息协同和Gram-Schmidt变换的融合方法。在所提方法中, Sentinel-2A图像和高分三号(GaoFen-3, GF-3)图像分别经过不同的预处理操作。由于灰度共生矩阵能有效提取图像的纹理信息, 因此将其应用于Sentinel-2A图像以提取结构特征, 并将空谱信息协同的多光谱图像与GF-3图像通过Gram-Schmidt变换进行融合。实验采用主成分分析法和传统的Gram-Schmidt变换作为比较方法。为了确定融合算法的有效性, 采用5项评价指标(包括平均梯度、空间频率、均值、标准差和相关系数)来衡量融合图像的质量。此外, 由于随机森林具有优秀的训练速度和出色的分类性能, 将其用于土地覆盖分类。随机森林的分类精度、Kappa系数和分类结果图作为融合方法的评价标准。实验结果表明, 与单独使用原始Sentinel-2A相比, 所提方法可以将整体精度提高多达5%, 具有提高遥感卫星图像土地覆盖分类精度的潜力。     

求解半向量双层规划问题的精确罚函数法

研究半向量双层规划问题的求解方法. 利用Benson’s方法及线性规划问题的对偶理论,将半向量双层规划问题转化为一个单层优化问题,同时提出了转化问题的偏静态条件定义. 基于此定义,构造了半向量双层规划的精确罚问题,得到了此类双层规划问题的最优性条件,并给出相应的求解方法. 最后通过一个数值例子表明了求解方法的可行性.     

基于二级模糊综合评判的建筑物打击效果评估研究

本文从模糊数学的知识出发,实现了基于二级模糊综合评判理论的建筑物打击效果评估模型. 通过对打击前后建筑物的目标检测与识别以及对它们的变化检测,提取打击前后建筑物的灰度特征、几何 特征和纹理特征作为评估准则,并构建相应的知识库推理系统,最后利用二级模糊综合评判方法实现打击 效果的自动评估,建立了建筑物的打击效果评估系统. 实验结果表明,该模型能对建筑物的打击效果进 行有效的评估.     

Azimuth resolution improvement for spaceborne SAR images with quasi-non-overlapped Doppler bandwidth

The azimuth resolution improvement problem is solved via a coherent combination of synthetic aperture radar （SAR） ima-ges with the quasi-non-overlapped Doppler bandwidth. Prior to the spectra combination, SAR images should be coregistered, while phase biases induced by topography, atmospheric propagation delays and baseline measurement errors should be calibrated. However, the coregistration accuracy suffers from large Doppler decorrelation caused by the quasi-non-overlapped Doppler band-width. Furthermore, the method used to estimate phase biases from interferogram of azimuth prefiltered SAR image pairs wil fail when there is no overlapped spectrum. The fringe simulation and maximum sharpness optimization are adopted to deal with the problems. Accordingly, a novel algorithm to coherently synthesize SAR images is presented. The experiment with the Terra SAR X-band （TerraSAR-X） satel ite data validates the performance of the presented method.     

关于和式极限的几个重要定理及其应用

通过几个重要定理介绍一些和式极限的几种简单解法.     

海面背景下弱目标RCS估计及特性分析

雷达截面积(radar cross section, RCS)可以为武器装备设计提供支撑。因此，许多国家都建立了标准测试场，可以满足大多数目标RCS测量的需要。对于海面背景下的非合作弱目标而言，只能依赖实际测试来获取目标RCS,但有时会面临多径干扰和信号弱的问题。针对该问题，在海上外定标和目标信杂比改善基础上，提出了一种目标RCS估计方法。设计并开展了海上目标RCS测量试验，并对测试数据进行了分析，验证了新方法的有效性，同时给出了弱目标RCS起伏特性的定性描述。     

Construction of orthogonal multiwavelets with short sequence via genetic algorithm

A multiwavelet can possesses the properties of orthogonality, symmetry, and compact support simul taneously, which is impossible for scalar wavelets. A method to determine the multiwavelets from a class of multi-scaling functions is presented using the genetic algorithm, which not only makes the guideline to find multiwavelets clearly and simplely, but also lays a foundation for the application of multiwavelets theory.     

Multistage decomposition algorithm for blind source separation

A new algorithm for blind source separation is proposed, which only extracts the single independent component at each stage. The single independent component is acquired by an iterative algorithm for searching for the optimal solution of the defined cost function. Moreover, all the independent components are obtained by systematic multistage decomposition and multistage reconstruction. When there is spatially colored noise, the performance of this algorithm is advantageous over jointly approximated diagonalization of eigen-matrices (JADE). Simulated results show that if the number of source signals is more than 25, its computational complexity is lower than that of JADE.