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。     

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。     

Precise Radiometry: Some Recent Aspects of Fruitful Interaction with Atomic Physics

Modern radiometric analytics demands a complex consideration of nuclear and electron shell processes, if more pretentious aims are envisaged. As an example the small variation of decay rates of radionuclides presents possibilities for information on chemical situations of decaying atoms. In principle this phenomenon is well known since many years, but now the situation is such that, e.g. in ^99mTc internal conversion, a full agreement of the difficult experiments and the respective theory was established. The secondary emission of X-rays as a consequence of high excitation of electron shells in combination with nuclear transitions supplies another example for a methodical progress of radiometry. Investigations on ⁵¹Cr as an electron capture nuclide have shown that chemically induced variations of the K_α to K_β X-ray intensity ratio is at least qualitatively understood.     

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.     

RP-HPLC-DAD method for the determination of phenylepherine,paracetamol, caffeine and chlorpheniramine in bulk and marketed formulation

A simple, specific and accurate isocratic RP-HPLC-DAD method was developed for the simultaneous determination of phenylephrine, paracetamol, caffeine and chlorpheniramine in bulk and tablet dosage form. The four contents are present in variable concentrations and have variable chromatographic behavior making the process of analysis very difficult. For present studies a reversed-phase C-18 column (150 mm × 4.5 mm i.d., particle size 5 μm) with mobile phase consisting of acetonitrile, methanol and 10 Mm phosphate buffer 16:22:62 (v/v) (pH of buffer 2.5 ± 0.02, adjusted with ortho phosphoric acid) was used. The flow rate was 1.0 ml/min and eluents were monitored at 280 nm. The mean retention times of phenylephrine, paracetamol, caffeine and chlorpheniramine were found to be 1.8, 3.1, 5.2 and 10.9 min, respectively. The method was validated in terms of linearity, range, specificity, accuracy, precision and robustness. The proposed method was successfully applied to the estimation of phenylephrine, paracetamol, caffeine and chlorpheniramine in combined tablet dosage form.     

ECM and SAGE based joint estimation of timing and frequency offset for DMIMO–OFDM system

Distributed multiple-input multiple-output (DMIMO) technology is a key enabler of coverage extension and enhancement of link reliability in wireless networks through distributed spatial diversity. DMIMO employs classic relay channels in between the source and the destination to opportunistically form a virtual antenna array (VAA) for emulating cooperative diversity. Use of multiple antennas at the relays further increases capacity and reliability of the relay–destination channel through multiplexing and diversity of MIMO antennas respectively. In such network, the signal received at the destination is characterized by multiple timing offsets (MTO) due to different propagation delay and multiple carrier frequency offsets (MCFO) due to independent oscillators of the relays. Hence, synchronization becomes a crucial issue in DMIMO in order to realize the distributed coherence. In this paper, we address joint estimation of MCFO and MTO in DMIMO orthogonal frequency division multiplexing (OFDM) with MIMO configuration at the relays for estimate-and-forward (EF) relaying protocol. Two iterative algorithms, based on expectation conditional maximization (ECM) and space alternating generalized expectation–maximization (SAGE) are proposed for joint estimation in presence of inter carrier interference (ICI). The robustness of both the estimators to ICI is evaluated by mathematical analysis and supported by extensive simulations. The performance of the proposed estimators is assessed in terms of mean square error (MSE) and bit error rate (BER). The theoretical Cramer–Rao lower bound (CRLB) of estimator error variance is also derived.