基于卡尔曼滤波的期货价格期限结构模型

为准确对商品期货合约进行定价和预测,本文在短期-长期模型的基础上,提出以短期偏离、中期偏离和长期均衡为状态变量的三因素模型。本文根据状态变量的假设建立相关微分方程,并推导出模型的解,再运用卡尔曼滤波和极大似然法得到模型的参数和状态变量。最后,通过比较多种误差统计量证明,本文的短期-中期-长期模型的拟合与预测能力优于短期-长期模型。     

负压区的存在对刚性陶瓷过滤器脉冲反吹性能的影响

利用压电式压力传感器测定了陶瓷过滤器在脉冲反吹过程中滤管内动态压力的变化规律,表明在脉冲反吹快要结束和正常过滤尚未开始的过渡过程中,滤管内存在严重的负压区。利用单个颗粒轨道模型分析了部分已被吹离滤管表面的小颗粒在负压区的作用下会重新返回到滤管壁,从而证实了负压区是影响刚性陶瓷过滤器稳定运行的重要原因。     

成组设计在高功率激光装置中的应用

在高功率激光装置研制中首次引入成组技术概念,并以空间滤波器为例论证了在高功率激光装置的器件研制过程中实施成组设计的必要性和可行性最后讨论了计算机辅助成组设计系统(GTCAD)的组成和在高功率激光装置中具体实施过程.     

Study of a high-dimensional chaotic attractor

The nature of a very high-dimensional chaotic attractor in an infinite-dimensional phase space is examined for the purpose of studying the relationships between the physical processes occurring in the real space and the characteristics of high-dimensional attractor in the phase space. We introduce two complementary bases from which the attractor is observed, one the Lyapunov basis composed of the Lyapunov vectors and the another the Fourier basis composed of the Fourier modes. We introduce the exterior subspaces on the basis of the Lyapunov vectors and observe the chaotic motion projected onto these exteriors. It is shown that a certain statistical property of the projected motion changes markedly as the exterior subspace goes out of the attractor. The origin of such a phenomenon is attributed to more fundamental features of our attractor, which become manifest when the attractor is observed from the Lyapunov basis. A counterpart of the phenomenon can be observed also on the Fourier basis because there is a statistical one-to-one correspondence between the Lyapunov vectors and the Fourier modes. In particular, a statistical property of the high-pass filtered time series reflects clearly the difference between the interior and the exterior of the attractor.     

Dyadic Bivariate Wavelet Multipliers in L^2（R@2）

The single 2 dilation wavelet multipliers in one-dimensional case and single A-dilation (where A is any expansive matrix with integer entries and |detA| = 2) wavelet multipliers in twodimensional case were completely characterized by Wutam Consortium (1998) and Li Z., et al. (2010). But there exist no results on multivariate wavelet multipliers corresponding to integer expansive dilation matrix with the absolute value of determinant not 2 in L ²(ℝ²). In this paper, we choose $2I_2 = \left( {{*{20}c} 2 & 0 \\ 0 & 2 \\ } \right)$2I_2 = \left( {\begin{array}{*{20}c} 2 & 0 \\ 0 & 2 \\ \end{array} } \right) as the dilation matrix and consider the 2I ₂-dilation multivariate wavelet Φ = {ψ ₁, ψ ₂, ψ ₃}(which is called a dyadic bivariate wavelet) multipliers. Here we call a measurable function family f = {f ₁, f ₂, f ₃} a dyadic bivariate wavelet multiplier if Y₁ = { F ^{- 1} ( f₁ [^(y₁ )] ),F ^{- 1} ( f₂ [^(y₂ )] ),F ^{- 1} ( f₃ [^(y₃ )] ) }\Psi _1 = \left\{ {\mathcal{F}^{ - 1} \left( {f_1 \widehat{\psi _1 }} \right),\mathcal{F}^{ - 1} \left( {f_2 \widehat{\psi _2 }} \right),\mathcal{F}^{ - 1} \left( {f_3 \widehat{\psi _3 }} \right)} \right\} is a dyadic bivariate wavelet for any dyadic bivariate wavelet Φ = {ψ ₁, ψ ₂, ψ ₃}, where [^(f)]\hat f and F ⁻¹ denote the Fourier transform and the inverse transform of function f respectively. We study dyadic bivariate wavelet multipliers, and give some conditions for dyadic bivariate wavelet multipliers. We also give concrete forms of linear phases of dyadic MRA bivariate wavelets.     

基于中值滤波和提升小波分析的图像去噪方法研究

针对现有算法大多对单一高斯噪声或脉冲噪声进行图像滤波的问题,在对二维图像平滑去噪的过程中,采用基于中值滤波和提升小波变换相结合的图像去噪方法。在中值滤波基础上,构造基于脉冲检测的中值滤波器,找出混合噪声中脉冲噪声并进行滤波;与此同时,对原始小波进行提升,构造提升小波,然后采用提升小波阈值去噪方法抑制高斯噪声。实验结果表明:采用本文方法,混合噪声得到有效抑制,去噪效果好。     

复杂背景下红外弱小目标检测算法研究

复杂背景下低信噪比弱小目标的检测是红外预警系统中的重点和难点。为解决红外图像中杂波干扰多、目标信噪比低等问题,提出一种非线性空间滤波的目标检测方法。该算法在传统线性空间滤波算法的基础上,通过对预测点周围4个象限的背景灰度值进行计算,并动态地调节阈值,以达到突出小目标的目的。试验结果表明:当背景包含较多复杂因素时,采用非线性空间滤波的检测方法可有效地抑制杂波,实现弱小目标的提取,与线性滤波算法结果相比较,虚警数降低了3/4,且易于工程实现。     

分布式光纤中的稳健时间延迟估计方法

在分布式光纤传感系统定位中,传统时延估计算法常由于噪声相关性较强而失效。采用一种削弱相关噪声的改进型广义相关法,并针对系统特点,为进一步改善分布式光纤传感定位的准确度与稳定度,提出了一种先对数据按事件信号进行分帧,再采用卡尔曼滤波器对分帧时延估计结果进行跟踪的时延估计方案。系统仿真实验与实际数据测试结果均表明:提出的时延估计方案能够有效抑制强相关性的噪声,提高时延估计的准确度与稳定度。经大量现场测试,本文的方案能够有效地将时延估计误差稳定地控制在0.2个采样间隔以内,能够满足系统实际定位精度要求。     

A correlative classifiers approach based on particle filter and sample set for tracking occluded target

Target tracking is one of the most important issues in computer vision and has been applied in many fields of science, engineering and industry. Because of the occlusion during tracking, typical approaches with single classifier learn much of occluding background information which results in the decrease of tracking performance, and eventually lead to the failure of the tracking algorithm. This paper presents a new correlative classifiers approach to address the above problem. Our idea is to derive a group of correlative classifiers based on sample set method. Then we propose strategy to establish the classifiers and to query the suitable classifiers for the next frame tracking. In order to deal with nonlinear problem, particle filter is adopted and integrated with sample set method. For choosing the target from candidate particles, we define a similarity measurement between particles and sample set. The proposed sample set method includes the following steps. First, we cropped positive samples set around the target and negative samples set far away from the target. Second, we extracted average Haar-like feature from these samples and calculate their statistical characteristic which represents the target model. Third, we define the similarity measurement based on the statistical characteristic of these two sets to judge the similarity between candidate particles and target model. Finally, we choose the largest similarity score particle as the target in the new frame. A number of experiments show the robustness and efficiency of the proposed approach when compared with other state-of-the-art trackers.     

基于H型谐振器的Ku波段高温超导滤波器设计

高温超导滤波器已在移动通信、射电天文、雷达探测等多个领域获得了重要应用.当前高温超导滤波器的研究和应用主要集中于10GHz以下的频段,针对超高频段(>10GHz)高温超导滤波器的研究很少.本文设计优化了具有无载Q值高、耦合强、尺寸短等特点的H型阶跃阻抗谐振器,并讨论了超高频段滤波器端口激发源的电容效应对滤波器响应的影响,最后采用优化的H型谐振器,应用去嵌入(De-Embed)设计方法消除端口效应,设计了中心频率为16GHz,相对带宽12.5%的6节高温超导滤波器.研制的超导滤波器在未经调谐的情况下,测试结果与仿真结果符合得很好,插入损耗小于0.3dB,反射损耗优于-14dB,带外抑制达到了-70dB.