Simple expressions of the reflection and transmission coefficients of fundamental Lamb waves by a rectangular notch

The scattering of Lamb waves by a two-dimensional rectangular notch is investigated for rapid inspection of defects in a structure. To derive the reflection and transmission coefficients of the scattered waves in a simple way, the scattering caused by the notch is analyzed through the composition of individual scattering processes. Linear equations corresponding to the reflection and transmission coefficients are constructed along with scattering graphs. For an illustration of the efficacy of the presented method, the scattering of fundamental symmetric and anti-symmetric modes are inspected according to the depth and width of a notch in a plate. Validity of these expressions is demonstrated by the comparison of the theoretical analysis results with those from the finite element analysis.     

可调光瞳滤波器的轴向焦移及扩展焦深

光学超分辨、焦深扩展及焦移3种效应一直受到研究人员的关注,且在光学显微成像、光学校准、光学相干层析成像及光存储中有着重要的应用.提出一种可调谐光瞳滤波器来实现光学系统的轴向焦移及扩展焦深.该光瞳滤波器由两个完全相同且相互平行的λ/4波片和置于其间的λ/2波片组成,其中λ/2波片分为两个可作相对旋转的区域,并且通过推导得...     

On the fractional-order extended Kalman filter and its application to chaotic cryptography in noisy environment

In this paper via a novel method of discretized continuous-time Kalman filter, the problem of synchronization and cryptography in fractional-order systems has been investigated in presence of noisy environment for process and output signals. The fractional-order Kalman filter equation, applicable for linear systems, and its extension called the extended Kalman filter, which can be used for nonlinear systems, are derived. The result is utilized for chaos synchronization with the aim of cryptography while the transmitter system is fractional-order, and both the transmitter and transmission channel are noisy. The fractional-order stochastic chaotic Chen system is then presented to apply the proposed method for chaotic signal cryptography. The results show the effectiveness of the proposed method.     

An exact minimum variance filter for a class of discrete time systems with random parameter perturbations

An exact, closed-form minimum variance filter is designed for a class of discrete time uncertain systems which allows for both multiplicative and additive noise sources. The multiplicative noise model includes a popular class of models (Cox-Ingersoll-Ross type models) in econometrics. The parameters of the system under consideration which describe the state transition are assumed to be subject to stochastic uncertainties. The problem addressed is the design of a filter that minimizes the trace of the estimation error variance. Sensitivity of the new filter to the size of parameter uncertainty, in terms of the variance of parameter perturbations, is also considered. We refer to the new filter as the ‘perturbed Kalman filter’ (PKF) since it reduces to the traditional (or unperturbed) Kalman filter as the size of stochastic perturbation approaches zero. We also consider a related approximate filtering heuristic for univariate time series and we refer to filter based on this heuristic as approximate perturbed Kalman filter (APKF). We test the performance of our new filters on three simulated numerical examples and compare the results with unperturbed Kalman filter that ignores the uncertainty in the transition equation. Through numerical examples, PKF and APKF are shown to outperform the traditional (or unperturbed) Kalman filter in terms of the size of the estimation error when stochastic uncertainties are present, even when the size of stochastic uncertainty is inaccurately identified.     

Sequential smoothing for turning point detection with application to financial decisions

A fundamental problem in financial trading is the correct and timely identification of turning points in stock value series. This detection enables to perform profitable investment decisions, such as buying‐at‐low and selling‐at‐high. This paper evaluates the ability of sequential smoothing methods to detect turning points in financial time series. The novel idea is to select smoothing and alarm coefficients on the gain performance of the trading strategy. Application to real data shows that recursive smoothers outperform two‐sided filters at the out‐of‐sample level. Copyright © 2012 John Wiley & Sons, Ltd.     

基于滤波技术的首都旅游贸易发展趋势与周期研究

运用HP滤波技术,实证拟合了首都旅游贸易的发展趋势和周期.在对时间序列分离出趋势和周期之后,采用多项式拟合给出了趋势值的经验回归表达式,在此基础上,分析了剔除趋势后的贸易周期特征.研究表明,改革开放的前10年,首都旅游贸易的出口周期性表现并不明显;之后至今的20年,则呈现显著周期特征,周期长度大约5-7年,但这种周期变化也不具有稳定性.对比我国经济发展历程,首都旅游贸易出口周期与宏观经济增长周期高度一致,显示出其对宏观经济发展具有高度敏感性,因此必须重视宏观经济减速给首都旅游贸易带来的衰退影响.另外,重大事件对首都旅游贸易的影响也不容忽视.     

基于粒子滤波算法的航迹误差分析

当前针对飞行预测的研究主要采用的是kalman算法,在解决非线性问题时存在着只能近似线性的而不够精确的问题.采用近年来受到广泛关注的粒子滤波算法,针对RNAV航路进行分析,结论中得到了对飞行误差仿真分析并对比了卡尔曼滤波仿真效果,证实了粒子滤波在航迹预测中更好的准确性.     

利用MATLAB符号计算求解双正交小波滤波器系数

给出了用MATLAB符号计算求解双正交小波的滤波器系数(有理数)的程序,并更正了某些文献中的滤波器系数中的错误.     

测量不确定度及其在化学计量中的应用实例

介绍了测量不确定度的评定方法及其在基准试剂纯度、干涉滤光片波长标准物质、锌合金成分标准物质中的应用实例。     

A bias-tunable electron-spin filter based on a two-dimensional electron gas modulated by ferromagnetic-Schottky metal stripes

We investigate the effect of the bias in an electron-spin filter based on a two-dimensional electron gas modulated by ferromagnetic-Schottky metal stripes. The numerical results show that the electron transmission and the conductance as well as the spin polarization are strongly dependent on the bias applied to the device.