干扰条件下的“北斗”信号解扩重构DOA估计

在干扰条件下，卫星导航抗干扰波束形成算法往往需要卫星信号波达方向（Direction-of-Arrival，DOA）的先验信息。但当存在低信噪比信号或主动干扰源时，常规的DOA估计算法性能急剧下降甚至失效。针对此问题，提出了一种被干扰信号压制的低信噪比“北斗”信号的DOA估计算法。该算法首先通过对接收信号进行子空间投影抑制干扰信号，然后对抑制干扰后的信号进行解扩重构处理，最后通过多重信号分类算法完成对“北斗”信号的DOA估计。仿真结果表明，在干扰信号干信比80 dB条件下，“北斗”信号DOA估计误差在5°以内，为下一步进行波束形成计算提供了高精度的入射角信息。     

一种改进的新三步搜索算法

在对三步法工作原理进行研究的基础上提出了新三步搜索算法（NITSS）。该方法充分利用视频序列运动矢量概率分布上的中心偏置特性．在三步搜索算法的基础上引入了十字型分布的4个点构成搜索点群。实验结果表明。新三步搜索算法解决了三步法的小运动估计效果较差问题．提高了搜索精度，保持了三步法的高效率。     

Accurate estimation of capacities and cross-traffic of all links in a path using ICMP timestamps

The estimation of the link capacity and its available bandwidth in an end-to-end path is crucial for network management, admission control and flow control for adaptive applications. This paper introduces an estimation mechanism able to accurately estimate the available bandwidth of all links in an end-to-end path, through its capacity and cross-traffic estimation. The estimation procedures resort to the dispersions of packet pairs and trains using the concepts of ICMP Timestamp and Traceroute that, efficiently used together, enable the measurement of the dispersions in all links in the path. These mechanisms were evaluated through simulation experiments, where we analyzed the influence of the several network parameters on each estimation mechanism. The results show that these estimation methods are able to accurately estimate both the capacity and the cross-traffic of all links in a path with moderate length and with low overhead.     

基于矢量平均的信道估计算法

提出一种适用于DS-CDMA无线通信系统的低计算量而性能良好的信道估计算法。在DS-CDMA系统中，当接收信号经过解扩或多用户检测等时域预处理后，可以认为干扰大大减弱、期望信号在处理后的信号中占主要地位。这样，用预处理后信号相关阵的最大特征值对应的特征矢量可以很好地近似期望信号的信道矢量。但是，直接特征分解需要很大的计算量，特征跟踪计算量较低，但瞬态性能较差。本文提出一种基于相关矩阵列矢量平均的信道估计算法，该算法不需要特征分解或跟踪。仿真结果表明：新算法在降低计算量的情况下可以获得同直接特征分解方法几乎相同的性能。     

异步DS-CDMA系统中基于矩阵点除算法的DOA估计

针对异步DS-CDMA系统中的多用户环境,本文提出了一种低复杂度的DOA估计算法——矩阵点除算法。该算法通过对感兴趣信息的逐次分离,实现了DOA的逐路径估计。算法具有两方面显著优势:(1)克服了传统的DOA估计算法在路径总数大于天线阵元数时不能工作这一缺陷:(2)避免了计算复杂的特征值分解运算,大大降低了算法复杂度。仿真实验验证了算法的有效性。     

基于EDGE系统信道估计实现方案的研究

研究了基于ＥＤＧＥ系统接收机中信道估计的实现方案，并对算法的各项性能做出评估。首先论述了算法的采用及其理论依据。接着，说明了信道预估计的原理及方法。最后，针对ＭＡＴ－ＬＡＢ及 ＤＳＰ上的仿真结果，比较了各项系数对于系统性能改善所具有的影响和作用，对系统特性作了较为详细的分析总结。     

Efficient Collocation Schemes for Singular Boundary Value Problems

We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point.     

相干源二维波达方向估计

本文分析了平面阵接收信号的协方差矩阵，发现它可分解为一个广义对称矩阵与一个非广义对称矩阵之和，利用信号协方差矩阵的这一结构特征，重点研究了相干源二维波达方向（DOA）估计．该方法通过构造一个差矩阵，求出其本特征值对应的任一特征向量，利用谱函数估计相干源二维DOA．简要分析了二维DOA估计的分维处理。     

An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.