时间序列动态散斑相关跟踪测量原理及其应用

在对散斑场的特性进行研究与分析的基础上,提出了时间序列动态散斑相关跟踪测量法,它弥补了一般散斑相关法不适合大变形测量的缺点,扩大了散斑相关法的应用范围.运用这种方法不仅可以测量大动态范围的面内变形,而且可以测量分析面内动态变形过程和变形速度.     

软件抗距离模糊技术在异步水声跟踪定位中的应用分析

异步水声定位系统可在目标信号发射时刻未知时对目标跟踪定位,此时发射和接收时钟存在固定时差。对于基于时延测量的长基线异步定位系统,当信号传播时延大于脉冲重复周期时,就会出现距离模糊。本文提出了在异步水声跟踪定位系统中软件抗模糊的思想,探讨了一种利用目标参考位置抗模糊的算法。从异步定位模型出发,得出等价的抗模糊准则,依据准则推导了算法及相应的参考位置取值范围,分析并克服了固定时差对算法的影响。海试结果验证了算法的可行性和有效性。     

Asymptotic analysis for target asset portfolio allocation with small transaction costs

In this paper we discuss the asset allocation in the presence of small proportional transaction costs. The objective is to keep the asset portfolio close to a target portfolio and at the same time to reduce the trading cost in doing so. We derive the variational inequality and prove a verification theorem. Furthermore, we apply the second order asymptotic expansion method to characterize explicitly the optimal no transaction region when the transaction cost is small and show that the boundary points are asymmetric in relation to the target portfolio position, in contrast to the symmetric relation when only the first order asymptotic expansion method is used, and the leading order is a constant proportion of the cubic root of the small transaction cost. In addition, we use the asymptotic results for the boundary points and obtain an expansion for the value function. The results are illustrated in the numerical example.     

Stability without eigenspaces in the geometric approach: The regulator problem

The regulator problem with the plant stability condition is investigated by using new tools of the geometric approach, i.e., self-bounded controlled and self-hidden conditioned invariants, recently introduced by the authors. In this framework, a constructive procedure which solves the problem without eigenspaces is obtained. This procedure also includes a set of necessary and sufficient conditions which, compared with those previously known in the literature, are significantly simpler in their statement and more easily mechanized.This research was supported by the Italian Ministry of Education. This paper is an extended version of a communication presented at the 8th International Symposium on the Mathematical Theory of Networks and Systems, Phoenix, Arizona, 1987.     

Block-wise motion detection using compressive imaging system

A block-wise motion detection strategy based on compressive imaging, also referred to as feature-specific imaging (FSI), is described in this work. A mixture of Gaussian distributions is used to model the background in a scene. Motion is detected in individual object blocks using feature measurements. Gabor, Hadamard binary and random binary features are studied. Performance of motion detection methods using pixel-wise measurements is analyzed and serves as a baseline for comparison with motion detection techniques based on compressive imaging. ROC (Receiver Operation Characteristic) curves and AUC (Area Under Curve) metrics are used to quantify the algorithm performance. Because a FSI system yields a larger measurement SNR(Signal-to-Noise Ratio) than a traditional system, motion detection methods based on the FSI system have better performance. We show that motion detection algorithms using Hadamard and random binary features in a FSI system yields AUC values of 0.978 and 0.969 respectively. The pixel-based methods are only able to achieve a lower AUC value of 0.627.     

基于A*算法的无人机跟踪目标的航迹规划

针对无人机跟踪目标的航迹规划问题,本文提出了一种双评估函数的改进A*算法。首先,根据无人机在跟踪目标时的飞行特点提出了航迹规划策略,并结合无人机的油耗、航迹长短和机动性能等约束条件来设计中间目标点的评估函数和航迹片段的评估函数。之后,采用加权法对A*算法进行改进,以使航迹的优化与时间耗费之间找到平衡点。同时,改进在Open表中插入与删除节点的方式,提高计算效率。最后,通过对跟踪航迹的仿真,表明该算法可以快速、有效地为无人机在跟踪目标时规划出优化的航迹。     

语谱图共振峰的自动跟踪算法

本文介绍一个共振峰轨迹的自动跟踪算法，其特点是不借助于其它的信息来源，仅仅是基于语谱图信息，来确定语谱图上前四个共振峰频率的位置和它们关于时间轴的轨迹。算法由三个层面构成；第一层面是进行频率分布的分析，以决定一个最佳的共振峰搜索起始位置；第二层面是采用双搜索算法，来跟踪随时间变化的共振峰轨迹；第三层面是解决某些冲突现象，在共振峰跟踪问题上的难点之一是处理多个共振峰的合并现象和冗余峰值现象。     

空间目标TLE天基光学混合状态SPKF拟合方法

针对天基光学监视应用中空间目标两行轨道根数拟合估计问题,通过引入UT变换和混合状态空间,将简化的常规摄动预测模型嵌入跟踪滤波过程,提出两行轨道根数拟合估计的天基光学混合状态Sigma点卡尔曼滤波方法.仿真结果表明,该方法可利用仅测角观测资料实现对空间碎片等非合作目标的两行轨道根数序贯滤波拟合估计.     

Microscale 3D flow mapping with μDDPIV

Three-dimensional (3D) quantitative flow visualization by tracking microscale particles has become an invaluable tool in microfluid mechanics. Defocusing digital particle image velocimetry (DDPIV) can recover spatial coordinates by calculating the separation between defocused images generated by an aperture mask with a plurality of pinholes. In this paper, a high-speed 3D micro-DDPIV (μDDPIV) system was devised based on this technique to achieve microscale velocity field measurements. A micro-volume of 400 × 300 μm² with a depth of 150 μm has been mapped using an inverted microscope equipped with a 20× objective lens. The proposed technique was successfully applied to 3D tracking of 2-μm fluorescent particles inside an evaporating water droplet.     

Renewal-theoretic considerations in evaluation of forecast monitoring schemes

To evaluate the performance of a scheme for monitoring forecasts that are generated by exponential smoothing, forecasters have traditionally used a simulation-based estimator of some characteristic of the associated run-length distribution. The most frequently cited performance measures are the average run length and the probability that the run length does not exceed a user-specified cut-off point. However, there is disagreement about the definition of run length that is appropriate in the context of forecasting. In this paper we use fundamental results from renewal theory to establish the precise relationships between conflicting formulations both of the average run length and of the probability density function for the run length. More generally we derive the asymptotic mean and the asymptotic distribution function of the forward recurrence time for both ordinary and delayed renewal processes whose interoccurrence distributions are arithmetic with a given span. We discuss the practical significance of these results in the context of forecasting. Our findings bear directly on the way in which simulation experiments should be designed and executed to compare alternative forecast monitoring schemes.