基于PCA和相位差校正法的风切变预警算法

为了提高相干激光雷达风切变预警算法的预警率,提出一种基于主成分分析（principal component analysis,PCA）和相位差校正法的风切变预警算法。首先,利用PCA对雷达回波信号进行低阶主成分向量提取以实现信号重构,提高信噪比。其次,采用基于快速傅里叶变换的相位差校正法对回波信号峰值频率进行校正,降低回波信号能量泄露。然后,分别利用旋转电机实验数据和小型飞机实验数据对所提算法进行性能评估。结果表明,采用所提算法估计相干激光雷达回波信号峰值频率的平均绝对误差为0.26 MHz,对实际低空风切变的预警率为92.31%。所提算法可以有效降低相干激光雷达回波信号频率估计误差,实现低空风切变预警。     

Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment

A variety of recent studies provide a skeptical view on the predictability of stock returns. Empirical evidence shows that most prediction models suffer from a loss of information, model uncertainty, and structural instability by relying on low‐dimensional information sets. In this study, we evaluate the predictive ability of various lately refined forecasting strategies, which handle these issues by incorporating information from many potential predictor variables simultaneously. We investigate whether forecasting strategies that (i) combine information and (ii) combine individual forecasts are useful to predict US stock returns, that is, the market excess return, size, value, and the momentum premium. Our results show that methods combining information have remarkable in‐sample predictive ability. However, the out‐of‐sample performance suffers from highly volatile forecast errors. Forecast combinations face a better bias–efficiency trade‐off, yielding a consistently superior forecast performance for the market excess return and the size premium even after the 1970s.     

信号的角度调制原理

角度调制是用调制信号去控制载波信号角度(频率或相位)变化的一种信号变换方式,可以分为频率调制(FM)和相位调制(PM)。信号经过角度调制后,频谱结构将发生变化。     

基于扩张状态观测器的反预警滑模制导律

针对预警机的特殊作用,提出了利用临近空间高超声速飞行器的高度优势与速度优势,对预警机实施打击的概念,设计了反预警的制导律。针对预警机的机动,将其视为外在扰动,利用扩张状态观测器将其扩张为一个新的状态量,并对此状态量进行实时观测,将其补偿到制导指令中,有效解决了拦截末端需用过载过大的问题;同时对攻击目标时的落角进行约束,设计了带有落角约束的滑模制导律。将所设计的制导律与传统的弹道成型制导律作对比,结果表明,在飞行末段,滑模制导律具有更小的过载与视线角速度,相比传统弹道成型更具优势。     

大入射余角CFAR检测器

雷达在大入射余角高分辨率海杂波背景下检测时,等效后向散射面积增大,大部分海杂波能量投射到少数距离单元,能量分布不均,出现功率突然增大的杂波“异常单元”,导致检测器参考窗口所处的背景环境复杂多变,传统检测器检测概率降低,虚警率及误检率增加。为解决此问题,通过参考滑窗单元的协方差矩阵构造正定矩阵,求解其矩阵范数用以估计杂波功率水平,并采用支持向量机改进传统恒虚警率(constant false alarm rate,CFAR)检测器,得到基于正定矩阵杂波功率估计训练支持向量机的改进CFAR检测器。实验结果表明,新检测器在均匀杂波、多目标环境下检测性能稳定,在杂波边缘的虚警控制能力良好。     

Forecasting Death Rates Using Exogenous Determinants

Mortality models used for forecasting are predominantly based on the statistical properties of time series and do not generally incorporate an understanding of the forces driving secular trends. This paper addresses three research questions: Can the factors found in stochastic mortality‐forecasting models be associated with real‐world trends in health‐related variables? Does inclusion of health‐related factors in models improve forecasts? Do resulting models give better forecasts than existing stochastic mortality models? We consider whether the space spanned by the latent factor structure in mortality data can be adequately described by developments in gross domestic product, health expenditure and lifestyle‐related risk factors using statistical techniques developed in macroeconomics and finance. These covariates are then shown to improve forecasts when incorporated into a Bayesian hierarchical model. Results are comparable or better than benchmark stochastic mortality models. Copyright © 2014 John Wiley & Sons, Ltd.     

基于主成分回归分析的瓦斯含量预测

为了增加多元回归模型预测的精度,将主成分分析与多元回归分析相结合提出了PCA—MRA模型,并将该模型用于实际瓦斯含量预测。结果表明,PCA—MRA模型消除了输入变量之间的相关性,减少了输入变量值个数,提高了预测精度,便于实际推广和应用,为瓦斯含量预测提供一种新的途径。     

基于过程数据的动态PLS建模

许多工业过程中获得的输入输出数据在时间、空间上是高度相关的,且含有测量噪声。针对此类数据,提出采用动态PLS方法,最大化输入和输出变量矩阵之间的协方差,保留大部分有用信息,去除测量噪声,把高维数据空间降维,建立较为精确的工业过程数学模型。提出对MIMO系统进行研究,推导了可直接用于控制的动态PLS模型数学公式。对一个工业过程实例进行仿真,分别应用动态PLS回归和线性回归MLR方法,得出的结果经分析验证了此算法的有效性。     

一种基于天线阵列的相干多径信号接收方法

在密集的城区环境下,多径传播导致接收信号的角度扩展和时延扩展,不同路径的到达信号通常具有不同的入射角度和传播时延.传统的波束形成器只针对期望用户的一条主要路径信号进行处理,而其他路径信号作为干扰被抑制.提出了一种基于天线阵列的相干多径信号接收方法,将天线阵列接收到的各路径信号进行延迟相干合并,使得合并信号的信干噪比优于任何单一路径接收的阵列输出信干噪比,从而极大地改善了系统的比特误码率(BER)性能.仿真结果验证了这种接收的方法的有效性.     

影响植物生长因素的模糊聚类分析研究

通过对影响植物生长因素的模糊聚类分析研究,实现了对主要因素的主从排序,进而形成了对地域、地块的适宜度评价,从而为植物的合理布局与规划提供了可以信赖的数量依据