基于最邻近聚类和向量模糊c-均值的混沌预测

针对混沌时间序列难预测的问题,提出一种新的基于最邻近聚类和向量模糊c-均值(FCMV)聚类算法的模糊建模方法。其前提参数辨识分两步,首先用最近邻聚类法初始划分输入空间,得到规则数及初始聚类中心,再用FCMV把具有相同收敛向量的聚类中心归到同一个区域来优化前一步得到的聚类中心,得到前提参数;采用递推最小二乘算法辨识模型的结论参数。最后通过对Mackey-Glass混沌时间序列的建模和预测验证了该方法的有效性与实用性。     

风险资本最优IPO时机选择模型研究

借助实物期权和最优停时的方法对风险资本的退出方式之一:IPO退出方式进行了退出时机的研究.通过假定项目的利润流服从几何布朗运动,并在有卖空限制以及假定乐观投资者的数量服从一个泊松跳过程的情况下,借用实物期权的方法和最优停时定理,建立了退出时机选择的模型,并推导出了最优停时的临界值阀值,最后得到结论:如果当乐观投资者和项目的利润流之比大于临界值阀值时,风险投资家是同意公司上市,因为此时为他们安全退出的最优时机.     

一种混合建模方法在陀螺漂移预测中的应用研究

陀螺仪作为惯性导航系统的核心惯性器件,其漂移性能直接影响导航的精确性,分析陀螺漂移的变化趋势并预测由漂移所引发的陀螺故障具有重要的意义。提出一种基于灰色理论和平稳时间序列分析的混合建模方法,并将其用于预测陀螺漂移。实验结果表明该混合建模预测方法能够精确地预测陀螺的漂移,从而为陀螺的性能分析和故障预报提供依据。同时与单一预测方法相比,该混合方法具有较强的预测能力。     

相空间重构的一种新方法研究

通过分析非线性动力学系统的特性,讨论了鞍点与混沌产生的关系,并通过仿真证实了吸引子上存在特征点对和特征距离。根据特征距离的2个重要性质提出了一种新的相空间重构方法。结果表明该方法是有效的。在数据量较少以及信号中存在噪声的情况下,该方法有较好的稳健性。     

Adaptive control method for nonlinear time-delay processes

Two complex properties,varying time-delay and block-oriented nonlinearity,are very common in chemical engineering processes and not easy to be controlled by routine control methods.Aimed at these two complex properties,a novel adaptive control algorithm the basis of nonlinear OFS(orthonormal functional series) model is proposed.First,the hybrid model which combines OFS and Volterra series is introduced.Then,a stable state feedback strategy is used to construct a nonlinear adaptive control algorithm that can guarantee the closed-loop stability and can track the set point curve without steady-state errors.Finally,control simulations and experiments on a nonlinear process with varying time-delay are presented.A number of experimental results validate the efficiency and superiority of this algorithm.     

Best tracking performance for integrator and dead time plant

The optimal tracking performance for integrator and dead time plant in the case where plant uncertainty and control energy constraints axe to be considered jointly is inrestigated.Firstly,an average cost function of the tracking error and the plant input energy over a class of stochastic model errors are defined.Then,we obtain an internal model controller design method that minimizes the average performance and further studies optimal tracking performance for integrator and dead time plant in the simultaneous presence of plant uncertainty and control energy constraint.The results can be used to evaluate optimal tracking performance and control energy in practical designs.     

PEAK COVARIANCE STABILITY OF A RANDOM RICCATI EQUATION ARISING FROM KALMAN FILTERING WITH OBSERVATION LOSSES

We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.     

基于EWB的数字电子钟设计

采用电子设计平台EWB512，设计了可实现24小时制具有调时、定闹钟功能的电子钟。综述了该电子钟的构成及功能，详细介绍了其各个构成模块的原理和具体电路的实现，提出了进一步改进和完善方案。     

5种外汇储备资产币种的投资组合

选取对我国外汇储备资产影响较大的美元、欧元、日元、港元、英镑等5个币种为研究对象,对2006-08-01--2010-04-08的汇率数据进行分析,从投资组合理论的角度出发,用预测值取代算术平均值来衡量各币种的汇率收益率,得出各币种的投资组合.     

基于自适应形态学的跳频信号参数联合盲估计

跳频通信的应用大大提高了军事装备的抗干扰和抗截获能力,使得跳频对抗技术面临严峻的挑战。为解决传统形态学跳频信号参数估计方法中结构元素选择困难问题并提高估计精度,提出了一种基于自适应形态学的跳频信号参数联合盲估计方法。首先,对跳频信号进行短时傅里叶变换获取谱图。然后,从其时间轴投影中获取结构元素尺寸的知识, 设计自适应形态学滤波器抑制谱图噪声, 提取跳频图案初步估计跳频参数。最后, 引入最小二乘估计方法, 对跳频周期和跳变时刻进行精估计。仿真结果表明,此方法能够同时估计出跳频频率、跳频周期和跳变时刻, 不需要其中某一种参数作为先验条件, 在复杂的通信环境也能够保持良好的估计性能。