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排序方式: 共有178条查询结果,搜索用时 15 毫秒
1.
提出了一种基于谱线幅值归零的加窗插值 FFT 谐波检测方法用于分析复杂电网信号中的各次谐波。 该检测方法将每一次在离散频谱中找到的最大谱线及其左右两侧的数根谱线幅值归零,直到各次谐波分析完毕。 通过仿真实验分析了在基波频率稳定时对模拟信号的测量精度,研究了基波频率波动对谐波分析的影响。通过对EAST 实验数据的分析,验证了该谐波检测方法的可行性和高精度性。 相似文献
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In this paper, we consider the solution of a large linear system of equations, which is obtained from discretizing the Euler–Lagrange equations associated with the image deblurring problem. The coefficient matrix of this system is of the generalized saddle point form with high condition number. One of the blocks of this matrix has the block Toeplitz with Toeplitz block structure. This system can be efficiently solved using the minimal residual iteration method with preconditioners based on the fast Fourier transform. Eigenvalue bounds for the preconditioner matrix are obtained. Numerical results are presented. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
4.
陈宇龙 《数学的实践与认识》2014,(20)
为了更加精确的计算期权价格,将结合随机波动和跳扩散模型(以下简称SVJ模型)以更好的描述期权标的资产价格过程,然而这样的价格过程无法得到概率密度函数的封闭形式,而只能得到包含特殊函数和无限求和的复杂的表达式.不过它们的特征函数都是封闭且是唯一的,因而可以通过它们的特征函数,并运用两种傅立叶变换的方法来求出期权价格.其中FFT算法计算的结果将与Monte Carlo模拟得出的结果进行比较,然后再将SVJ模型的计算结果和Black-Scholes模型进行比较. 相似文献
5.
为实现采用相位屏法正确模拟准直激光束经湍流大气的传输特性,根据湍流特性、抽样定理以及两屏间衍射过程FFT算法本身所决定的相邻两屏网格间距之间的关系,得出相位屏间距和网格间距确定网格数目最优取值的解析表达式,数值模拟高斯光束经自由空间和湍流大气传输的远场分布,网格数目取解析式求得的最优值848时,光束经自由空间传输的模拟结果与ABCD定律求得的解析结果完全一致;网格数目取836或860时,等效于光束通过偶数相位屏时被正透镜或负透镜阵列会聚或发散,削弱或夸大湍流大气对光束的影响,模拟结果出现严重偏差。 相似文献
7.
在研究二维快速傅里叶变换法进行干涉测试基本原理的基础上,提出一种基于二维快速傅里叶变换的长度测量法.以量块长度的测量为对象,被测量块置于泰曼-格林干涉仪测试光路中,参考光波分别与待测长度的量块表面和辅助平面反射的测试光波形成干涉条纹,条纹由图像采集系统采集.利用编制的算法处理软件,通过处理干涉条纹图中量块边缘识别、区域延拓、滤波、波面统一,获得了量块全场表面的空间长度分布,实现了对量块长度的自动化测量.结果表明:该测量法不仅具有较高的测量准确度,而且具有全场测试和非接触测量等优点. 相似文献
8.
Hannes Helgason Vladas Pipiras Patrice Abry 《Journal of computational and graphical statistics》2013,22(3):616-635
When generating Gaussian stationary random fields, a standard method based on circulant matrix embedding usually fails because some of the associated eigenvalues are negative. The eigenvalues can be shown to be nonnegative in the limit of increasing sample size. Computationally feasible large sample sizes, however, rarely lead to nonnegative eigenvalues. Another solution is to extend suitably the covariance function of interest so that the eigenvalues of the embedded circulant matrix become nonnegative in theory. Though such extensions have been found for a number of examples of stationary fields, the method depends on nontrivial constructions in specific cases.In this work, the embedded circulant matrix is smoothed at the boundary by using a cutoff window or overlapping windows over a transition region. The windows are not specific to particular examples of stationary fields. The resulting method modifies the standard circulant embedding, and is easy to use. It is shown that this straightforward approach works for many examples of interest, with the overlapping windows performing consistently better. The method even outperforms in the cases where extending the covariance leads to nonnegative eigenvalues in theory, in the sense that the transition region is considerably smaller. The Matlab code implementing the method is included in the online supplementary materials and also publicly available at www.hermir.org. 相似文献
9.
A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations 下载免费PDF全文
We present a high‐order spectral element method (SEM) using modal (or hierarchical) basis for modeling of some nonlinear second‐order partial differential equations in two‐dimensional spatial space. The discretization is based on the conforming spectral element technique in space and the semi‐implicit or the explicit finite difference formula in time. Unlike the nodal SEM, which is based on the Lagrange polynomials associated with the Gauss–Lobatto–Legendre or Chebyshev quadrature nodes, the Lobatto polynomials are used in this paper as modal basis. Using modal bases due to their orthogonal properties enables us to exactly obtain the elemental matrices provided that the element‐wise mapping has the constant Jacobian. The difficulty of implementation of modal approximations for nonlinear problems is treated in this paper by expanding the nonlinear terms in the weak form of differential equations in terms of the Lobatto polynomials on each element using the fast Fourier transform (FFT). Utilization of the Fourier interpolation on equidistant points in the FFT algorithm and the enough polynomial order of approximation of the nonlinear terms can lead to minimize the aliasing error. Also, this approach leads to finding numerical solution of a nonlinear differential equation through solving a system of linear algebraic equations. Numerical results for some famous nonlinear equations illustrate efficiency, stability and convergence properties of the approximation scheme, which is exponential in space and up to third‐order in time. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
10.
研究一种20 Hz~20 kHz双频复合频率的信号频谱在工程技术领域中具有重要应用意义;在对复合频率信号频谱理论分析的基础上,采用了一种多采样率计算复合频率信号频谱的方法,该方法在采用高采样率采集样本进行FFT变换频谱预估计的基础上,利用降采样率的方法再进行一次FFT变换频谱分析,然后结合频谱混叠时信号的频域特征利用预估计的频谱信息计算出高分辨率的频谱信息;该方法计算量适中,可以满足实时性要求;利用TI公司的TMS320F28234 DSP作为处理器构建了一个复合频率信号频率计,可以采集输入的复合频率信号并进行多采样率的频谱分析,经测试该频率计可以实时发送复合频率信号的频谱信息到上位机,频率分辨率达到2 Hz。 相似文献