灰色预测模型特性的研究

对 GM(1 ,1 )模型特性进行了研究 ,证明了 GM(1 ,1 )模型是有偏差的指数模型 ,分析了模型偏差的特性 ,进而从理论上阐明了 GM(1 ,1 )模型误差的实质 .     

一种改进鲁棒性的CAB盲波束形成算法

基于边界误差性能最优准则的鲁棒性方法是波束形成算法领域内的最新研究热点,将该鲁棒性方法与CAB(周期自适应波束形成)算法相结合,提出了一种新的改进鲁棒性的CAB盲波束形成算法。该算法与采用传统对角线加载技术的R-CAB盲波束形成算法相比,进一步提高了稳健性和输出信干噪比。计算机仿真验证了该算法的可行性和有效性。     

Relationships of the Monetary Policy, Stock Market and Real Investment in China Based on Markov-Switching Model

This paper studies the relationships of the monetary policy, stock market and real investment in China based on Markov-Switching-Vector Error Correction Model. It shows that there is a cointegration relationship among the three ones. We disclose the riddle that the stock market is in recession, but the growth rate of economy is very high in recent years. We also find that Chinese economy operated stably most of the time during the past 8 years. But if the economy is difficult to continue its high growth, it is more likely to appear ＂hard landing＂ than ＂soft landing＂. The impulse response analysis indicates the asymmetry between the ＂too cold＂ economy regime and the ＂too hot＂ regime. And the economy will oscillate during the subsequent time when it is shocked under the ＂too hot＂ regime.     

State derivative-free variable structure model reference adaptive control of linear parabolic systems

The problem of constructing a model dimensional parabolic system is considered in this reference adaptive control law for an uncertain 1- article. The controller designed here involves only the plant state but no its derivatives. A priori bounds on the plant＇s uncertain parameters are used to propose switching laws which serve as an adaptive mechanism. The exponential decay to zero of the state error with any prescribed rate is guaranteed by choosing a controller parameter correspondingly. Numerical studies are also presented to illustrate the applicability of the control law.     

Calculation of angular glint in near field utilizing graphical electromagnetic computing

The angular glint in the near field plays an important role on radar tracking errors. To predict it more efficiently for electrically large targets, a new method based on graphical electromagnetic computing （GRECO） is proposed. With the benefit of the graphic card, the GRECO prediction method is faster and more accurate than other methods. The proposed method at the first time considers the special case that the targets cannot be completely covered by radar beams, which makes the prediction of radar tracking errors more self-contained in practical circumstances. On the other hand, the process of the scattering center extraction is omitted, resulting in possible angular glint prediction in real time. Comparisons between the simulation results and the theoretical ones validate its correctness and value to academic research and engineering applications.     

基于三角带模板的车辙实时可视化方法

给出一种基于三角带模板的车辙实时可视化方法，结合车辙的物理模型，并且采用过程纹理方法实时生成车辙纹理。先将地形分成大小相等的若干块，预计算一族三角带模板。在地形绘制时，仅是根据包围盒误差因子简单的选择一个三角带模板。选择Bekker的地形沉陷模型作为车辙的物理模型，并且采用过程纹理方法实时生成车辙纹理。给出了完整的动态地形可视化算法。最后实验证明的方法是可行、有效的。     

SV-GED模型在中国股市的VaR与ES度量及分析

从分析中国股市指数收益率的统计特征入手,以SV模型为基础,在多种分布情形下测算了沪深两市时变风险值V aR及ES。结果表明:基于GED分布的SV模型(SV-GED模型)较好地刻画了高频时间序列的尖峰肥尾性及波动集聚性与持续性等特性,并对两市指数进行较准确的预测,ES相比V aR能够较准确地估计尾部风险。     

基于VaR-GARCH模型族的我国期铜市场风险度量研究

描述了金融时间序列的一般特性,从收益的波动性与分布出发,组建起计算时变风险价值的VaR-GARCH模型族,并应用该模型族在3种分布假设下对我国铜期货的市场风险进行了实证分析.研究结果表明,基于广义误差分布的VaR-EGARCH模型能很好地刻画期铜收益的尖峰厚尾性与市场风险.同时,对期铜市场风险的变动趋势进行了详细剖析.     

线加速度计辅助惯性姿态角测量的误差分析

通过对成对的线加速度计信号的二次积分,可以得到高精度、宽带宽的惯性姿态角信号。对线加速度计辅助惯性姿态角测量的误差分析表明,测量误差由加速度计噪声、二次积分离散化、信标噪声和加速度计频率特性误差组成。对于大角度振动信号,加速度计频率特性误差是误差的主要因素。数字补偿器对加速度计频率特性误差做出修正后,测量精度得到明显提高。对3角分30 Hz单频振动,当信标以200 Hz修正累积误差时,测量误差小于1角秒。     

有效抑制黑灰区域噪声的逆半调算法

针对误差分散半调图在黑灰区域的“有界循环”现象,提出了一种基于人眼视觉系统的逆半调算法。该算法利用基于连通区域的分割方法将黑灰区域和非黑灰区域较好分离。然后通过分析均匀灰度图同对应半调图灰度之间的定量关系,设计了去除黑灰区域噪声的有效方法。最后给出了该算法的具体步骤。算法简单易行、速度快,实验证明逆半调图像不仅具有良好的视觉效果,其峰值信噪比等项指标也有较大提高。