基于脉冲星定时模型的自主导航定位方法

讨论了脉冲星定时模型的基本原理,在分析脉冲到达时刻(timeof arrival,TOA)向太阳系质心传递时的各项时间延迟修正的基础上,给出了航天器进行深空自主定位的一种迭代方法,并推导了定位算法的线性化形式.以航天器初始位置估计作为脉冲星定时模型的输入,计算脉冲TOA的预测值和归算值的偏差,通过最小二乘法进行航天器的位置修正.最后,分析了建模误差和参数误差等影响定位精度的主要误差源.

一种针对欠定时延混合模型的混合矩阵估计算法

文中主要研究了欠定时延混合模型下盲源分离的混合矩阵估计问题,提出了一种针对复数混合矩阵估计的新算法。文中首先介绍了欠定时延混合模型;其次通过利用不同观测信号在时频点处模值的内在关系来检测单源点并筛选出用于聚类的单源点;最终采用块聚类的方法估计出混合矩阵。公式推导和仿真分析都证明该算法可以估计出欠定时延混合模型下的混合矩阵。与其它算法相比,该算法具有更好的估计性能。

利用巴氏系数判定模型更新的视觉跟踪算法

在视频跟踪时,传统的粒子滤波算法在目标区域出现遮挡、光照变化等情况下通常存在鲁棒性较差的问题,因此提出一种采用巴氏(Bhattacharyya)系数判断模型更新时机的鲁棒视觉跟踪算法。算法以粒子滤波算法为框架,每隔一定帧数抽样检测目标变化,利用当前模型与候选模型之间的巴氏系数统计特征的相似性,从而判断更新时机。仅当目标姿态逐渐改变且无背景干扰时更新目标模型;在发生遮挡或光照改变较大时则不更新,保持当前模型继续跟踪。算法判断是否出现影响目标的匹配因素,从而适时采取模型更新策略。实验结果表明,本算法通过选择性更新模型,在未考虑尺度变化的情况下,能够更加有效地抑制背景干扰和避免模型漂移,在诸多复杂场景中具有一定的鲁棒性。

企业并购中目标企业价值评估方法的创新模型分析

目前目标企业的估值以及上市公司的股票估值的主要方法有四种:资产法、比率定价法、未来现金流贴现法、实物期权定价模型。但现实中一些企业的真实情况却与运用上述四种方法得出的估值结果大相径庭,所以会有2008年金融危机中股票价值一泻千里的惨剧。事实上对于目标企业价值的评估还存在着另外一种方法,这种方法将对并购决策及股票市值更有助益,而本文将详述这种方法:模糊定价法─定时点估值模型。

一种新的欠定时延混合矩阵估计算法

针对欠定时延混合模型下的盲源分离问题,提出一种新的混合矩阵估计算法。该算法利用观测信号在时频域的稀疏特性,通过不同观测信号的短时傅里叶变换系数寻找出只有一个源信号的时频点;最后采用改进的聚类方法估计出混合矩阵。实验仿真表明该算法可以很好地估计出混合矩阵,并且拥有比其它算法更好的估计性能。

利用选择性模型不定时更新的视觉跟踪算法

目的在目标跟踪中,基本粒子滤波算法和传统模型更新策略在遮挡、光照变化以及自身旋转等情况下通常存在鲁棒性较差的问题。为解决该问题,提出一种基于选择性模型不定时更新的粒子滤波视觉跟踪算法。方法本文算法在粒子滤波框架下,定时检测目标变化,采用最速梯度下降法判断更新时机。仅当目标本身逐渐姿态改变而不受背景干扰时更新目标模型;在发生遮挡或光照改变较大时则不更新,保持当前模型继续跟踪。结果通过对示例视频的计算机视觉跟踪,在跟踪目标中心位置误差、覆盖率、精度及成功率比较上,本文算法均能表现出较优的实验结果,这表明:本文算法能够对目标模型进行选择性更新,与对比算法比较,总体能够更加有效解决视频中遮挡、光照变化以及自身旋转等情况下的鲁棒跟踪问题。结论由于本文算法未考虑尺度,在尺度不变的多种复杂变化条件下,本文算法均具有较好的鲁棒性。

基于RCM的铁路信号设备维修周期的分析

本文介绍我国铁路信号设备维修体制的现状,提出建立以可靠性为中心维修体制,然后分析确定合理的维修周期的必要性,并使用RCM理论中的两种定时更换模型进行建模。最后给出一算例,经过计算及MATLAB仿真得出相应的数据及图表结果,并得出了结论。

Dynamical analysis for a malware propagation model in wireless sensor network

The threat of malware in wireless sensor network has stimulated some activities to model and analyze the malware prevalence.To understand the dynamics of malware propagation in wireless sensor network,we propose a novel epidemic model named as e-SEIR(susceptible-exposed-infectious-recovered)model,which is a set of delayed differential equations,in this paper.The model has taken into account the following two factors:1 Multi-state antivirus measures;2 Temporary immune period.Then,the stability and Hopf bifurcation at the equilibria of linearized model are carefully analyzed by considering the distribution of eigenvalues of characteristic equations.Both mathematical analysis and numerical simulations show that the dynamical features of the proposed model rely on the basic reproduction number R0 and time delayτ.This novel model can help us to better understand and predict the propagation behaviors of malware in wireless sensor networks.

基因组印迹的优越性

亲代特异性基因表达(基因组印迹)是进化中的1个谜,因为它放弃了双倍体的1个重要优点-免受有害隐性突变的危害,有3种假设声称已经找到了1种补偿亲代特异表达选择优势的机制,印迹进化是因为印迹增强了变化环境中的进化能力,保护雌性免受外侵滋养层的危害,或者是因为自然选择差别作用于母源和父源基因,最后1个假设吸收了最新的理沦成果,似乎最受已知印迹基因特性的支持,然而,这些假设仍然需要为众多印迹提供强有力的解释.

对数正态分布恒加寿命试验在带有随机移走的定时截尾模型下的优化设计

研究了恒加寿命试验的优化设计.试验中采用间隔观测模式,并假定随机移走的产品数服从二项分布.最优方案分别考虑了2个和3个加速应力水平,对低加速应力水平和试验产品在各应力水平下的分配比例进行优化,使得正常应力水平下产品寿命分布估计量的渐近方差达到最小.3个应力水平的试验可以为检验寿命参数与应力水平之间的关系提供依据,降低推断的风险.最后通过数值模拟方法对一些参数值给出了最优方案,最优方案的确定和实施十分方便,因而有广泛的使用空间和应用价值.

A novel mathematical model on Peer-to-Peer botnet

Peer-to-Peer （P2P） botnet has emerged as one of the most serious threats to lnternet security. To effectively elimi- nate P2P botnet, a delayed SEIR model is proposed,which can portray the formation process of P2P botnet. Then, the local stability at equilibria is carefully analyzed by considering the eigenvalues＇ distributed ranges of characteristic equations. Both mathematical analysis and numerical simulations show that the dynamical features of the proposed model rely on the basic re- production number and time delay r. The results can help us to better understand the propagation behaviors of P2P botnet and design effective counter-botnet methods.

PRICES OF ASIAN OPTIONS UNDER STOCHASTIC INTEREST RATES

Asian options are the popular second generation derivative products and embedded in many structured notes to enhance upside performance.The embedded options,as a result,usually have a long duration.The movement of interest rates becomes more important in pricing such long-dated options.In this paper,the pricing of Asian options under stochastic interest rates is studied.Assuming Hull and White model for the interest rates,a closed-form formula for geometric-average options is derived.As a by-product,pricing formula is also given for plan-vanilla options under stochastic interest rates.

A novel stabilization approach for small signal disturbance of power system with time-varying delay

Small signal instability may cause severe accidents for power system if it can not be dear correctly and timely. How to maintain power system stable under small signal disturbance is a big challenge for power system operators and dispatchers. Time delay existing in signal transmission process makes the problem more complex. Conventional eigenvalue analysis method neglects time delay influence and can not precisely describe power system dynamic behaviors. In this work, a modified small signal stability model considering time varying delay influence was constructed and a new time delay controller was proposed to stabilize power system under disturbance. By Lyapunov-Krasovskii function, the control law in the form of nonlinear matrix inequality （NLMI） was derived. Considering synthesis method limitation for time delay controller at present, both parameter adjustment method by using linear matrix inequality （LMI） solver and iteration searching method by solving nonlinear minimization problem were suggested to design the controller. Simulation tests were carried out on synchronous-machine infinite-bus power system. Satisfactory test results verify the correctness of the proposed model and the feasibility of the stabilization approach.

Lyapunov-Krasovskii functional based power system stability analysis in environment of WAMS

In order to analyze power system stability in environment of WAMS(wide area measurement system),a new steady state stability model with time-varying delay was proposed for power system.The factors of exciter and power system stabilizer with delay were introduced into analytical model.To decrease conservativeness of stability analysis,an improved Lyapunov-Krasovskii functional was constructed,and then a new delay-dependent steady state stability criterion for power system,which overcomes the disadvantages of eigenvalue computation method,was derived.The proposed model and criterion were tested on synchronous-machine infinite-bus power system.The test results demonstrate that Lyapunov-Krasovskii functional based power system stability analysis method is applicable and effective in the analysis of time delay power system stability.

Multiple-Relaxation-Time Lattice Boltzmann Approach to Richtmyer-Meshkov Instability

The aims of the present paper are twofold. At first, we further study the Multiple-Relaxation-Time （MRT） Lattice Boltzmann （LB） model proposed in [Europhys. Lett. 90 （2010） 54003]. We discuss the reason why the Gram Schmidt orthogonalization procedure is not needed in the construction of transformation matrix M; point out a reason why the Kataoka-Tsutahara model [Phys. Rev. E 69 （2004） 035701（R）] is only valid in subsonic flows. The yon Neumann stability analysis is performed. Secondly, we carry out a preliminary quantitative study on the Richtmyer- Meshkov instability using the proposed MRT LB model. When a shock wave travels from a light medium to a heavy one, the simulated growth rate is in qualitative agreement with the perturbation model by Zhang-Sohn. It is about half of the predicted value by the impulsive model and is closer to the experimental result. When the shock wave travels from a heavy medium to a light one, our simulation results are also consistent with physical analysis.

Early exercise European option and early termination American option pricing models

The maximum relative error between continuous-time American option pricing model and binomial tree model is very small. In order to improve the European and American options in trade course, the thesis tried to build early exercise European option and early termination American option pricing models. Firstly, the authors reviewed the characteristics of American option and European option, then there was compares between them. Base on continuous-time American option pricing model, this research analyzed the value of these options.

Hemihepatic versus total hepatic inflow occlusion during hepatectomy:A systematic review and meta-analysis

AIM： To evaluate the clinical outcomes of patients undergoing hepatectomy with hemihepatic vascular occlusion （HHO） compared with total hepatic inflow occlusion （THO）. METHODS： Randomized controlled trials （RCTs） co- mparing hemihepatic vascular occlusion and total he- patic inflow occlusion were included by a systematic literature search. Two authors independently assessed the trials for inclusion and extracted the data. A meta- analysis was conducted to estimate blood loss, transfu- sion requirement, and liver injury based on the levels of aspartate aminotransferase （AST） and alanine arni- notransferase （ALT）. Either the fixed effects model or random effects model was used. RESULTS- Four RCTs including 338 patients met the predefined inclusion criteria. A total of 167 patients were treated with THO and 171 with HHO. Metaanalysis of AST levels on postoperative day 1 indicated higher levels in the THO group with weighted mean dif- ference （WMD） 342.27; 95% confidence intervals （CI） 217.28-467.26; P = 0.00001; I2 = 16%. Meta-analysis showed no significant difference between THO group and HHO group on blood loss, transfusion requirement, mortality, morbidity, operating time, ischemic duration, hospital stay, ALT levels on postoperative day 1, 3 and 7 and AST levels on postoperative day 3 and 7. CONCLUSION： Hemihepatic vascular occlusion does not offer satisfying benefit to the patients undergoing hepatic resection. However, they have less liver injury after liver resections.

Comparisons between unsteady sediment-transport modeling

The comparative study between unsteady flow models in alluvial streams shows a chaotic residue as for the choices of a forecasting model. The difficulty resides in the choice of the expressions of friction resistance and sediment transport. Three types of mathematical models were selected. Models of type one and two are fairly general, but require a considerable number of boundary conditions, which related to each size range of sediments. It can be a handicap during rivers studies which are not very well followed in terms of experimental measurements. Also, the use of complex models is not always founded. But then, the model of type three requires a limited number of boundary conditions and solves only a system of three equations at each time step. It allows a considerable saving in calculating times.

Translating Linear Temporal Logic Formula s into Automata

To combat the well-known state-space explosion problem in Prop ositional Linear T emp o- ral Logic （PLTL） model checking, a novel algo- rithm capable of translating PLTL formulas into Nondeterministic Automata （NA） in an efficient way is proposed. The algorithm firstly transforms PLTL formulas into their non-free forms, then it further translates the non-free formulas into their Normal Forms （NFs）, next constructs Normal Form Graphs （NFGs） for NF formulas, and it fi- nally transforms NFGs into the NA which ac- cepts both finite words and int-mite words. The experimental data show that the new algorithm re- duces the average number of nodes of target NA for a benchmark formula set and selected formulas in the literature, respectively. These results indi- cate that the PLTL model checking technique em- ploying the new algorithm generates a smaller state space in verification of concurrent systems.

Farmers＇ Perceived Impact of Fair Trade： The Case of Costa Rica

The perceived usefulness of Fair Trade influences both its effectiveness and farmers＇ long-term participation. The aim of this paper is to measure the perceived economic, social and environmental impact of Fair Trade by farmers in Costa Rica. One hundred farmers were interviewed, and their perceived change in living and working conditions due to Fair Trade participation was measured through a t-test analysis. The sample characters＇ influence on the perceived change was also measured, adopting a regression model and a t-test. The results showed a positive perception of the impact of Fair Trade, with a particularly strong perceived improvement in the farmers＇ technical, economic and managerial skills. There was relatively less perceived change in the environmental, educational and sanitary conditions. The results showed the need for Fair Trade to better adjust its strategy to the expectations of the farmers＇ communities.