对于金融资产波动率估计的双域组合方法

Time- and state-domain methods are two common approaches for nonparametrically estimating the volatility of financial assets. Economic conditions vary over time in real financial market. It is reasonable to expect that volatility depends on both time and price level for a given state variable. Recently, Fan, et al （2007） proposed the idea of dynamically integrated method in both time-and state domain. This idea has become an interesting topic in the estimation of volatility. In this paper, our purpose is to discuss the integrated method in the estimation of volatility. Simulations are conducted to demonstrate that the newly integrated method outperforms some old ones, and the results of simulations demonstrate this fact. Furthermore, we establish its asymptotic properties.     

Carbon isotopomers measurement using mid-IR tunable laser sources

Recent developments of two mid-infrared tunable laser spectrometers dedicated to carbon isotope ratio determination are presented. First, a field deployable quantum cascade laser-based sensor is described, along with line selection strategy for ^13/12CO₂ ratio measurements. Secondly, an instrument architecture based on difference frequency generation is presented. The analyses of fundamental limitations, specifically temperature and pressure stability, and water vapor collision broadening, are detailed.     

GPS/SINS伪距(伪距变化率)组合导航系统实验研究

基于挠性捷联惯性测量系统和ＧＰＳ接收机ＯＥＭ板，以伪距（（伪距变化率）残差作为观测信息，实现了ＧＰＳ／ＳＩＮＳ伪距组合导航系统的软硬件设计，并先后在实验室和高速公路上对样机的导航定位、测速以及姿态性能和精度进行了静态考核和动态车载试验。试验结果表明，系统伪距组合滤波器的设计和参数选择正确，样机取得了较好的精度。     

一种自适应联合卡尔曼滤波器及其在车载GPS/DR组合导航系统中的应用研究

—本文设计了实现车载ＧＰＳ／ＤＲ组合导航系统最优综合的联合卡尔曼滤波器，并给出了滤波算法。提出了一种自适应联合卡尔曼滤波器结构及其算法，并应用于ＧＰＳ／ＤＲ组合导航系统的最优综合校正中。理论分析及计算机仿真结果均表明，应用该自适应联合卡尔曼滤波器可大大提高车载ＧＰＳ／ＤＲ组合导航系统的定位精度及容错能力。     

城市表层土壤重金属污染风险等级评价

利用MATLAB软件编写程序作图,直观得到重金属污染元素Hg,Cu,Zn,Cr,Pb,Cd,Ni,As在不同区域(生活区、工业区、山区、主干道路、公园绿地区)的空间分布,并且对同一区域各种重金属的含量浓度作图,直观得出了各个区的污染情况.为了从理论上进行说明,利用单因子指数法计算出土壤中各项污染因子的含量,然后用尼梅罗综合污染指数法对不同区域的污染程度进行定量分析,得出生活区、工业区、山区、主干道路、公园绿地区的综合污染指数依次为(3.1706,13.1887,1.2735,9.3696,2.7003),从而确定了某城区重金属的主要污染源.以此能够更为科学、综合的评价该区域内总体土壤质量状况.     

10Gb/s EML Module Based on Identical Epitaxial Layer Scheme

A 10Gb/s transmitter module containing an electroabsorption modulator monolithically integrated with a distributed feedback (DFB) semiconductor laser is fabricated using the identical epitaxial layer scheme.Gain-coupling mechanism is employed to improve the single mode yield of the DFB laser,while inductively coupled plasma dry etching technique is utilized to reduce the modulator capacitance.The integrated device exhibits a threshold current as low as 12mA and an extinction ratio over 15dB at －2V bias.The small signal modulation bandwidth is measured to be over 10GHz.The transmission experiment at 10Gb/s indicates a power penalty less than 1dB at a bit-error-rate of 1e－12 after transmission through 35km single mode fiber.     

Integrated microwave photonics

Microwave photonics (MWP) is an emerging field in which radio frequency (RF) signals are generated, distributed, processed and analyzed using the strength of photonic techniques. It is a technology that enables various functionalities which are not feasible to achieve only in the microwave domain. A particular aspect that recently gains significant interests is the use of photonic integrated circuit (PIC) technology in the MWP field for enhanced functionalities and robustness as well as the reduction of size, weight, cost and power consumption. This article reviews the recent advances in this emerging field which is dubbed as integrated microwave photonics. Key integrated MWP technologies are reviewed and the prospective of the field is discussed.     

An estimation of the baseband transfer function of multimode optical fibers

This paper discusses an alternative criterion for estimating the baseband transfer function of multimode optical fibers. The optical fibers having little mode conversions show that the baseband frequency characteristics are affected strongly by the launching condition of an input optical pulse. In the criterion presented here, the baseband transfer function in such fibers is estimated by considering the launching condition that excites all fiber modes uniformly in amplitudes. In order to obtain such a transfer function, the actual responses affected by the launching conditions are measured together with the modal power distributions for different kinds of launching conditions. A numerical procedure is then presented that enables us to derive the baseband transfer function independently of modal power distributions. Experimental results at λ x= 633 nm and 856 nm are presented for step index fibers (0.1 and 0.2 km long) having a core radius of 30 pm (its refractive index is 1.452) and a refractive index difference of 0.7%.     

Review of optical fiber couplers

The present trends are toward implementation of fiber optics in data-distribution networks such as data buses, community antenna television, and local area networks. The thrust is, therefore, on high-volume and economical production of good quality optical fiber couplers. This paper reviews the various techniques for making fiber couplers. Important characteristics of various constructions and configurations together with their merits and demerits are discussed.     

Integrated optoelectronic circuit forecast

A market research study was conducted, leading to a 10-year forecast of worldwide integrated optoelectronic circuit (IOEC) market and application trends. Four IOEC categories were considered: lightwave, imaging array, digital IC interface optical bus, and other devices. It was concluded that worldwide IOEC production will reach $1.71 billion by 1997. It was also concluded that lightwave IOECs will be the leading device category, with commercial communication the leading application.