组合套期保值的多元线性回归特征

从统计学角度推导了风险头寸和多种套期保值工具所组成资产组合的价格协方差矩阵逆矩阵的表达式,分析了该表达式的统计学特征.在此基础上,结合组合套期保值策略的基本模型,研究了组合套期保值策略最优套期保值比率的数理统计特征.结果表明,各套期保值工具的最优套期保值比率正好等于风险头寸价格对各套期保值工具价格进行多元线性回归后对应的复回归系数.揭示了组合套期保值方法和套期保值的回归分析方法之间存在紧密的联系.     

残缺互补判断矩阵权的最小平方排序方法及改进

研究了积型残缺互补判断矩阵的排序方法,提出了残缺互补判断矩阵权的最小平方法,然后在此基础上提出了残缺互补判断矩阵排序的二次规划法,并且给出了残缺互补判断矩阵一致性检验的公式。提出的方法不仅可以用于残缺互补判断矩阵的排序,而且可以用于完全互补判断矩阵的排序,从而为解决残缺互补判断矩阵排序问题提供了新的途径。理论和数值结果均表明:这些排序方法具有简洁可行?易于计算机上实施等优点。     

New results on the robust stability analysis of neural networks with discrete and distributed time delays

Delay-dependent robust stability of cellular neural networks with time-varying discrete and distributed time-varying delays is considered. Based on Lyapunov stability theory and the linear matrix inequality （LMIs） technique, delay-dependent stability criteria are derived in terms of LMIs avoiding bounding certain cross terms, which often leads to conservatism. The effectiveness of the proposed stability criteria and the improvement over the existing results are illustrated in the numerical examples.     

一类线性时变多变量系统的广义最小方差控制和性能评价

针对一类具有可确定"时滞"的线性时变多变量控制系统的性能评价方法进行研究.利用特别定义的关联矩阵和正常相乘的方法,计算出LTV MIMO过程广义最小方差控制律的解析解,并由此获得了广义最小方差基准.为避免估计关联矩阵所带来的困难,利用过程数据和关联矩阵阶数建立了LTV MIMO GMV基准上界.理论和仿真研究表明,上述方法能够正确和有效地评价LTV MIMO系统.     

Research on consistency measurement and weight estimation approach of hybrid uncertain comparison matrix

The consistency measurement and weight estimation approach of the hybrid uncertain comparison matrix in the analytic hierarchy process （AHP） are studied. First, the decision-making satisfaction membership function is defined based on the decision making＇s allowable error. Then, the weight model based on the maximal satisfactory consistency idea is suggested, and the consistency index is put forward. Moreover, the weight distributing value model is developed to solve the decision making misleading problem since the multioptimization solutions in the former model. Finally, the weights are ranked based on the possibility degree approach to obtain the ultimate order.     

Observer-based H∞ control over packet dropping networks

A new controller design problem of networked control systems with packet dropping is proposed. Depending on the place that the observer is put in the system, the network control systems with packet dropping are modeled as stochastic systems with the random variables satisfying the Bernoulli random binary distribution. The observer-based controller is designed to stabilize the networked system in the sense of mean square, and the prescribed H∞ disturbance attenuation level is achieved. The controller design problem is formulated as the feasibility of the convex optimization problem, which can be solved by a linear matrix inequality (LMI) approach. Numerical examples illustrate the effectiveness of the proposed methods.     

Robust model predictive control of continuous uncertain systems*

The authors concern robust model predictive control for linear continuous systems with polytopic uncertainties and input constraints. At each sampling time, a piecewise constant control sequence is obtained by solving a set of linear matrix inequalities. The sufficient conditions on the existence of the model predictive control are given, and the robust stability of the closed-loop systems is guaranteed. A simulation example illustrates the efficiency of the proposed method.     

二次D稳定约束下不确定T-S模糊系统的L∞鲁棒可靠控制

针对一类受持续有界扰动的T-S不确定模糊系统,提出了考虑执行器故障的鲁棒可靠控制器设计方法。引入基于L_∞范数理论的鲁棒性能指标及二次D稳定的概念,给出了鲁棒可靠控制器存在的充分条件。通过求解线性矩阵不等式完成可靠控制器的设计,从而使系统即使在发生执行器故障的情况下仍能满足给定的L_∞性能指标,并且闭环系统二次D稳定。仿真实例表明了本方法的有效性。     

冲击噪声背景下宽频段信号三维参数的估计

提出了一种基于协变异矩阵的宽频段信号频率和二维到达角联合估计的算法。在冲击噪声环境下,该算法能精确地估计宽频段信号的三维参数,无需多维谱峰搜索和参数配对过程。另外,利用L型阵列的分维特点和ESPRIT算法进一步处理,成功地实现了具有频率兼并现象的宽频段信号的三维参数估计。计算机仿真结果验证了算法的有效性。     

X波段瞬态极化雷达射频前端关键技术研究

瞬态极化新体制雷达,通过单脉冲获得瞬时极化散射矩阵来提取目标特征信息,提高了雷达系统在复杂电磁环境中的探测、抗干扰和反隐身等方面能力。基于该雷达工作原理,提出“同时正交双极化”的射频前端设计方案,完成了国内首部瞬态极化雷达试验系统射频前端的研发。采用正交双通道和幅相一致性技术保证了雷达实现瞬态极化的功能,采用滤波技术保证了射频系统的频谱纯度;采用低噪声放大技术有效降低了接收机噪声系数;采用直接频率综合技术提高了射频系统频率稳定度和相参性能;结构集成一体化设计保证了射频收发前端的电磁兼容性能和便携性。射频前端测试结果均优于指标要求,并支持试验系统初步解决了目标极化散射特征提取与识别领域的基础性和共性难题。