The asymptotic equivalence of Bayes and maximum likelihood estimation

Let (X, $\text{A}$) be a measurable space, Θ ? $\text{R}$ an open interval and P_Ω ∥ $\text{A}$, Ω ? Θ, a family of probability measures fulfilling certain regularity conditions. Let $\text{Ω}{}_{\mathrm{n}}$ be the maximum likelihood estimate for the sample size n. Let λ be a prior distribution on Θ and let $\text{R}{}_{\mathrm{<mtext>n,</mtext><mtext>x</mtext>}}$ be the posterior distribution for the sample size n given $\text{x}\text{? X}{}^{\mathrm{n}}$. $\text{L:}\text{Θ}\text{× Θ →}\text{R}$ denotes a loss function fulfilling certain regularity conditions and T_n denotes the Bayes estimate relative to λ and L for the sample size n. It is proved that for every compact K ? Θ there exists c_K ≥ 0 such that

This theorem improves results of Bickel and Yahav [3], and Ibragimov and Has'minskii [4], as far as the speed of convergence is concerned.     

垂直水声通信中的伪随机序列精确定时算法*

针对垂直水声通信中时变多普勒引起的定时偏差问题,研究一种基于伪随机序列的迭代定时估计及补偿算法。该方法利用伪随机序列作为同步信号,分三步估计时变多普勒：采用低复杂度的模糊函数法粗补偿接收信号内的平均多普勒;通过迭代插值法实现残留时变多普勒的精确估计及补偿;利用基于信道相关函数的相位信息,纠正均衡后信号的偏转相位。为实现高阶海试数据的有效解调,采用基于伪随机序列均方误差的多通道加权合并方式,获得空间分集增益。仿真及海试数据处理结果证明所提方法具有良好的时变多普勒估计及补偿性能,同时对30个通道内的1024QAM数据进行合并处理,在500 m的通信距离下,误码率为0.04,信道容量达到7.6 bits/symbol。与传统数据帧结构相比,无需使用线性调频信号,可以提高有效数据传输率。     

中国银行间拆借利率扩散模型的极大拟似然估计

本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。并用自助法对众多不同的模型进行了广义拟似然比检验。结论表明:中国货币市场利率具有均值回复效应:利率敏感系数γ值为1.421265,对利率水平具有较高敏感性。     

A Bregman-Split-Based Compressive Sensing Method for Dynamic Harmonic Estimation

In order to overcome the spectral interference of the conventional Fourier transform in the International Electrotechnical Commission framework, this paper introduces a Bregman-split-based compressive sensing (BSCS) method to estimate the Taylor–Fourier coefficients in a multi-frequency dynamic phasor model. Considering the DDC component estimation, this paper transforms the phasor problem into a compressive sensing model based on the regularity and sparsity of the dynamic harmonic signal distribution. It then derives an optimized hybrid regularization algorithm with the Bregman split method to reconstruct the dynamic phasor estimation. The accuracy of the model was verified by using the cross entropy to measure the distribution differences of values. Composite tests derived from the dynamic phasor test conditions were then used to verify the potentialities of the BSCS method. Simulation results show that the algorithm can alleviate the impact of dynamic signals on phasor estimation and significantly improve the estimation accuracy, which provides a theoretical basis for P-class phasor measurement units (PMUs).     

激光辐照下转动柱壳平均温度与破坏时间的工程估算

 推导了激光辐照下转动壳体平均温度沿壳体母线方向分布的解析公式。由于对高斯功率密度分布光束无法得到工程上实用的结果,对公式进行了解析拟合,仅由一个具有实际物理意义的拟合系数——分布因子确定了解析拟合公式的形式,明确了温度估算公式中各项的物理意义。解析拟合公式计算结果与数值模拟结果较为一致。作为温升估算方法的一个应用实例,推导了转动充压柱壳在激光辐照下破坏时间的解析公式,与数值计算结果吻合得较好。     

厄尔尼诺和南方涛动海气耦合模型中参数估计的变分方法

提出一种基于变分原理估计厄尔尼诺和南方涛动海气耦合模型中未知参数的方法. 首先将所研究的非线性海气耦合动力方程引入到目标泛函中; 接着利用变分方法导出伴随方程和待辨识参数泛函梯度的公式; 然后设计了估计未知参数的算法.数值试验结果表明变分方法是一 种能有效估计海气耦合非线性系统未知参数的方法.     

圆弧形面阵自适应波束形成快速计算方法

针对圆弧形面阵估计水下目标二维波达方向的问题,提出一种降维处理的自适应波束形成方法。利用圆弧形面阵模型简化阵列内插矩阵的计算,通过垂直和水平两阶段波束加权,降低自适应波束形成维数,从而实现快速估计声源二维波达方向的目的。仿真结果表明,所提改进方法的计算量较传统二维最小方差无失真波束形成方法降低约一个数量级,且在低快拍条件下具有更明显的噪声抑制优势。湖上实验数据处理结果验证,在复杂水声环境下,所提方法具有较好的目标分辨性能。     

Residual stress in polyethylene pipes

This paper deals with residual stress in polyethylene (PE) pipes as an important factor that influences their lifetime. Residual hoop stress distribution in a PE pipe was determined using a methodology previously carried out by the authors on polypropylene pipes. Axial residual stress magnitude was determined by comparison of experimental data and finite element modelling. Based on the obtained results, a new simplified methodology for determining the residual hoop stress is proposed. The method needs only one circular specimen made of pipe, but, unlike older methods, provides a more precise estimation of residual hoop stress distribution taking into account its exponential shape. Some older results from literature are recalculated using this method and residual hoop stress of various PE pipe grades and dimensions are then compared. To provide an idea of residual hoop stress influence on lifetime of a pipe, a lifetime estimation is carried out for the examined pipe.     

MASS TRANSFER EXPERIMENTS ON SINGLE IRREGULAR-SHAPED PARTICLES

Mass transfer from irregular-shaped naphthalene particles (100-200 inn in size) was studitd in an electrodynamic balance. Charged particles were suspended in an electrostatic field directly in line with a calibrated air jet. Mass and size change histories were obtained under ambient conditions, and under steady- and pulsed-flow conditions. For natural convection, the time-averaged Sherwood number was similar to that for spheres. Forced-convection Sherwood number under steady-flow conditions was strongly dependent on particle shape and panicle Reynolds number, and was consistently higher than values predicted for spheres at comparable Reynolds numbers. This study validates the technique and indicates the shape effect on mass transfer form single particles.