ON A GENERALIZATION OF BERTRAND’S THEOREM

Bertrand’s theorem for the determination of the applied forces to a holonomicsystem from one of its first integrals,is extended to nonholonomic systems.Someinteresting applications of this new result are also given.     

超平面滤波算法在GPS/INS组合导航系统中的应用研究

针对GPS／INS组合导航系统的滤波算法误差较大，在对常用的卡尔曼滤波算法进行总结和分析的基础上，给出了卡尔曼滤波的本质，提出了一种利用超平面调整卡尔曼滤波器的方法。以GPS／INS组合导航系统为例进行了仿真，结果表明：该方法既能抑制滤波发散，又能提高滤波精度。     

潜艇真航向测量系统

论述了潜艇真航向测量系统(DSSTH)的总体设计和各分系统设计,介绍了系统中采用的时间同步技术和改进的平移不变小波降噪算法。信息组合控制中心子系统采用INS、GPS、计程仪等导航信息组合,利用联邦卡尔曼滤波算法提高了整个系统精度;首次采用了高精度自动跟踪全站仪组成光学校准分系统测量校正导航系统,校正航向精度达到30″;采用多种关键技术和系统的整体优化设计,DSSTH航向动态测量精度达到0.03°。     

卫星惯性/星光组合自主定姿方法研究

利用星敏感器测量所得的恒星星光方向信息,采用六状态变量推广卡尔曼滤波,得到卫星姿态误差和陀螺漂移误差信息并进行相应的修正。仿真结果表明,这种方法修正效果良好,采用中等精度陀螺组件就可以实现高精度定姿;仿真结果还验证了陀螺随机误差、星敏感器测量噪声和滤波周期等因素对定姿精度的影响。     

热/均布载荷下双材料悬臂梁的解析解

基于弹性介质的二维本构关系和热传导理论，采用逆解法，研究了双材料悬臂梁在热／机械载荷作用下的问题，通过假设双材料悬臂梁构件的应力函数，利用应力、位移边界条件和连续性条件，给出了其位移、应力分布的表达式。     

基于Gibbs矢量估计卫星轨道姿态的滤波算法研究

针对“矢量观测 陀螺”这种典型的三轴稳定卫星姿态确定系统模式,引入具有四元数优越性的Gibbs矢量作为姿态参数,提出了一种新的具有良好实时性能的轨道姿态估计方案。在方案设计中,为描述卫星轨道姿态的Gibbs矢量,推导出了基于四元数的运动学方程,并将QUEST法作为处理多矢量观测信息的压缩技术引入估计器,使得滤波修正算法得以简化。另外,针对单矢量观测情况,给出了能够加快状态估值收敛速度的改进协方差修正算法。仿真结果验证,新方案的姿态估计精度与传统的欧拉角估计法相当,而运算效率却明显高于欧拉角估计法。     

一种用于分散化滤波的融合算法及其在组合导航系统中的应用

提出了一种局部估计相关时的最优融合算法，其特点是加权矩阵是对角阵，即全局估计中的各分量分别是局部估计中相应分量的线性组合，在此融合算法中局部估计是最优的，并且不存在由主滤波器向子滤波器的信息反馈，因此具有较好的客措性。给出了最优加权矩阵的存在性和唯一性的证明，并通过与现有类似融合算法的对比，表明该算法具有计算量小的优点。最后，以组合导航系统为例作了仿真计算，结果表明该融合算法是可行的。     

Low power Electro-optical filter: Constructed using silicon nanobeam resonator and PIN junction

In this paper, a high tunable Electro-optical filter is designed and simulated with low electric power consumption. A silicon nanobeam resonator based on one-dimensional photonic crystal in the form of Fabry–Perot structure, silicon-on-insulator waveguide, is proposed with a PIN junction. In designing nanobeam resonator, “deterministic design method” is used to achieve the high quality factor and high-transmission rate. Tuning of the resonant wavelength in the output channel of the filter is achieved by manipulating the refractive index of the active area by using the free-carrier dispersion effect. The output wavelengths of designed device can be tuned for the telecom-friendly 1.55 µm range. The device shows a wavelength shift higher than 3 nm for a power consumption of only 0.9 mW. Finally, the simulation results show that the provided device can be considered as a narrowband and tunable Electro-optical filter that is suitable for DWDM communication system.     

Evaluation and default time for companies with uncertain cash flows

In this study, we propose a modelling framework for evaluating companies financed by random liabilities, such as insurance companies or commercial banks. In this approach, earnings and costs are driven by double exponential jump–diffusion processes and bankruptcy is declared when the income falls below a default threshold, which is proportional to the charges. A change of numeraire, under the Esscher risk neutral measure, is used to reduce the dimension. A closed form expression for the value of equity is obtained in terms of the expected present value operators, with and without disinvestment delay. In both cases, we determine the default threshold that maximizes the shareholder’s equity. Subsequently, the probabilities of default are obtained by inverting the Laplace transform of the bankruptcy time. In numerical applications of the proposed model, we apply a procedure for calibration based on market and accounting data to explain the behaviour of shares for two real-world examples of insurance companies.     

An inverse coefficient problem for a quasilinear parabolic equation with periodic boundary and integral overdetermination condition

In this paper, the inverse problem of finding the time‐dependent coefficient of heat capacity together with the solution periodic boundary and integral overdetermination conditions is considered. Under some natural regularity and consistency conditions on the input data, the existence, uniqueness, and continuous dependence upon the data of the solution are shown. Some considerations on the numerical solution for this inverse problem are presented with an example. Copyright © 2014 John Wiley & Sons, Ltd.