A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establ...A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.展开更多
Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which ent...Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which entails high complexity.To avoid the exact matrix inversion,a considerable number of implicit and explicit approximate matrix inversion based detection methods is proposed.By combining the advantages of both the explicit and the implicit matrix inversion,this paper introduces a new low-complexity signal detection algorithm.Firstly,the relationship between implicit and explicit techniques is analyzed.Then,an enhanced Newton iteration method is introduced to realize an approximate MMSE detection for massive MIMO uplink systems.The proposed improved Newton iteration significantly reduces the complexity of conventional Newton iteration.However,its complexity is still high for higher iterations.Thus,it is applied only for first two iterations.For subsequent iterations,we propose a novel trace iterative method(TIM)based low-complexity algorithm,which has significantly lower complexity than higher Newton iterations.Convergence guarantees of the proposed detector are also provided.Numerical simulations verify that the proposed detector exhibits significant performance enhancement over recently reported iterative detectors and achieves close-to-MMSE performance while retaining the low-complexity advantage for systems with hundreds of antennas.展开更多
既有交叉口信号配时与网联自动驾驶车辆(Connected and Automated Vehicle,CAV)轨迹规划协同优化中,未考虑CAV环境下出口、左转、直行及右转车道数在运营期可灵活动态调整的优势。本文结合CAV技术特征,提出一套CAV环境下交叉口车道分配...既有交叉口信号配时与网联自动驾驶车辆(Connected and Automated Vehicle,CAV)轨迹规划协同优化中,未考虑CAV环境下出口、左转、直行及右转车道数在运营期可灵活动态调整的优势。本文结合CAV技术特征,提出一套CAV环境下交叉口车道分配可动态调整的控制规则,称为灵活车道策略,与已有固定车道策略相比,实现了运营期交叉口各方向出口车道数和进口车道数(包括左转、直行和右转)的灵活调整。将车道分配和信号配时与CAV轨迹规划纳入到一个统一优化框架中,构建混合整数线性规划优化模型,同时,可根据各个方向车道分配情况自动生成可行的相位相序方案,并通过案例分析验证模型的有效性。研究结果表明:优化模型可根据各流向交通需求生成最优车道分配方案,尤其是当固定车道策略的车道分配与各流向交通组成不匹配时,灵活车道策略有助于提升交叉口通行效率;在低流量场景,灵活车道策略降低了4.08%的车均延误;在高流量场景,交叉口采用固定车道策略将处于过饱和状态,而灵活车道策略依然能满足通行需求。展开更多
针对稀疏线阵波达方向估计精度较低问题,提出一种稀疏线阵双迭代傅里叶优化方法。基于阵列孔径原理,利用阵列因子与阵元激励间的傅里叶变换关系,构建稀疏线阵构型优化目标函数;提出双迭代傅里叶变换算法,制定合理的旁瓣阈值和旁瓣约束条...针对稀疏线阵波达方向估计精度较低问题,提出一种稀疏线阵双迭代傅里叶优化方法。基于阵列孔径原理,利用阵列因子与阵元激励间的傅里叶变换关系,构建稀疏线阵构型优化目标函数;提出双迭代傅里叶变换算法,制定合理的旁瓣阈值和旁瓣约束条件,依据稀疏率和阵元数将孔径自适应分区,以阵列峰值旁瓣和孔径为约束,由双层嵌套循环迭代优化阵列麦克风数量和位置,获得更低的阵列峰值旁瓣电平。数值仿真和实验结果表明,根据该方法获得的49.5λ孔径、23%稀疏率的稀疏阵列峰值旁瓣电平为-21.59 dB,主瓣宽度为1.03°,角度分辨率为1°,估计误差小于0.01。与其他方法对比,峰值旁瓣低1 d B,优化效率提升50%,由此可证明该方法的有效性和快速性。展开更多
直流电压互感器(direct circuit voltage transformers,DCVTs)的低压输出模拟信号采用电缆传输时既无电气隔离同时易受电磁干扰,因此提出了采用光纤高线性度传输模拟信号的方案。利用双光源-光电探测器分别构成传输通道和闭环负反馈通道...直流电压互感器(direct circuit voltage transformers,DCVTs)的低压输出模拟信号采用电缆传输时既无电气隔离同时易受电磁干扰,因此提出了采用光纤高线性度传输模拟信号的方案。利用双光源-光电探测器分别构成传输通道和闭环负反馈通道,负反馈通道的光电探测器变换电流反馈至输入端对电光-光电传输系数非线性进行抑制,通过控制系统模型分析了非线性抑制控制策略和非线性抑制效果,分析了模拟信号光纤传输系统的电路设计关键要素。对模拟信号光纤传输系统进行开环传输和闭环反馈传输非线性特性对比测试,结果表明,通过闭环负反馈的传输方案将模拟信号光纤传输非线性误差从百分之几提高到了±0.05%以内。最后将模拟信号光纤传输系统应用到DCVT中进行了线性度测试,试验结果表明:模拟信号光纤传输系统能很好地适用于直流配电网中模拟信号电气隔离和消除电磁干扰的应用需求。展开更多
针对高速移动场景中正交时频空间(Orthogonal Time Frequency Space, OTFS)系统线性最小均方误差(Linear Minimum Mean Square Error, LMMSE)检测复杂度过高而难以快速有效实现的问题,利用零填充(Zero Padding, ZP)OTFS系统时域信道矩...针对高速移动场景中正交时频空间(Orthogonal Time Frequency Space, OTFS)系统线性最小均方误差(Linear Minimum Mean Square Error, LMMSE)检测复杂度过高而难以快速有效实现的问题,利用零填充(Zero Padding, ZP)OTFS系统时域信道矩阵呈块对角稀疏特性提出一种逐块迭代的对称逐次超松弛(Symmetric Successive over Relaxation, SSOR)迭代算法,在降低系统复杂度的同时获得与LMMSE检测近似的性能。仿真结果表明,与逐次超松弛(Successive over Relaxation, SOR)算法相比,所提算法对松弛参数不敏感且具有更快的收敛速度,在迭代次数为10次时误码性能几乎达到LMMSE误码性能,显著降低了检测器的复杂度。展开更多
由于直驱风机(permanent magnetic synchronous generator,PMSG)与柔直换流站之间的动态交互作用可能会引发直驱风电场经柔直并网系统振荡失稳。同时,直驱风电场中各PMSG输出的有功功率或控制参数不同,因此可能会表现出不同的动态特性...由于直驱风机(permanent magnetic synchronous generator,PMSG)与柔直换流站之间的动态交互作用可能会引发直驱风电场经柔直并网系统振荡失稳。同时,直驱风电场中各PMSG输出的有功功率或控制参数不同,因此可能会表现出不同的动态特性。然而,现有小信号稳定性分析研究中通常忽略了PMSG的动态特性差异,这将导致小信号稳定性分析结果出现误差。针对此问题,分析了在考虑PMSG动态特性差异的情况下,系统在直流电压动态时间尺度下的小信号稳定性。首先,推导了系统在直流电压动态时间尺度下的降阶模型。随后,基于降阶模型分析了其特征值实部之和与PMSG输出有功功率或控制参数之间的关系。研究表明,降阶模型中振荡模式的实部之和分别与PMSG的输出有功功率、PMSG直流电压控制外环的比例系数及锁相环的比例系数之间存在线性变化的关系。基于此分析,提出平均功率或平均控制参数模型来快速准确评估系统的小信号稳定性。最后,通过仿真算例验证了所提方法和所得结论的有效性。展开更多
文摘A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.
基金supported by National Natural Science Foundation of China(62371225,62371227)。
文摘Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which entails high complexity.To avoid the exact matrix inversion,a considerable number of implicit and explicit approximate matrix inversion based detection methods is proposed.By combining the advantages of both the explicit and the implicit matrix inversion,this paper introduces a new low-complexity signal detection algorithm.Firstly,the relationship between implicit and explicit techniques is analyzed.Then,an enhanced Newton iteration method is introduced to realize an approximate MMSE detection for massive MIMO uplink systems.The proposed improved Newton iteration significantly reduces the complexity of conventional Newton iteration.However,its complexity is still high for higher iterations.Thus,it is applied only for first two iterations.For subsequent iterations,we propose a novel trace iterative method(TIM)based low-complexity algorithm,which has significantly lower complexity than higher Newton iterations.Convergence guarantees of the proposed detector are also provided.Numerical simulations verify that the proposed detector exhibits significant performance enhancement over recently reported iterative detectors and achieves close-to-MMSE performance while retaining the low-complexity advantage for systems with hundreds of antennas.
文摘既有交叉口信号配时与网联自动驾驶车辆(Connected and Automated Vehicle,CAV)轨迹规划协同优化中,未考虑CAV环境下出口、左转、直行及右转车道数在运营期可灵活动态调整的优势。本文结合CAV技术特征,提出一套CAV环境下交叉口车道分配可动态调整的控制规则,称为灵活车道策略,与已有固定车道策略相比,实现了运营期交叉口各方向出口车道数和进口车道数(包括左转、直行和右转)的灵活调整。将车道分配和信号配时与CAV轨迹规划纳入到一个统一优化框架中,构建混合整数线性规划优化模型,同时,可根据各个方向车道分配情况自动生成可行的相位相序方案,并通过案例分析验证模型的有效性。研究结果表明:优化模型可根据各流向交通需求生成最优车道分配方案,尤其是当固定车道策略的车道分配与各流向交通组成不匹配时,灵活车道策略有助于提升交叉口通行效率;在低流量场景,灵活车道策略降低了4.08%的车均延误;在高流量场景,交叉口采用固定车道策略将处于过饱和状态,而灵活车道策略依然能满足通行需求。
文摘针对稀疏线阵波达方向估计精度较低问题,提出一种稀疏线阵双迭代傅里叶优化方法。基于阵列孔径原理,利用阵列因子与阵元激励间的傅里叶变换关系,构建稀疏线阵构型优化目标函数;提出双迭代傅里叶变换算法,制定合理的旁瓣阈值和旁瓣约束条件,依据稀疏率和阵元数将孔径自适应分区,以阵列峰值旁瓣和孔径为约束,由双层嵌套循环迭代优化阵列麦克风数量和位置,获得更低的阵列峰值旁瓣电平。数值仿真和实验结果表明,根据该方法获得的49.5λ孔径、23%稀疏率的稀疏阵列峰值旁瓣电平为-21.59 dB,主瓣宽度为1.03°,角度分辨率为1°,估计误差小于0.01。与其他方法对比,峰值旁瓣低1 d B,优化效率提升50%,由此可证明该方法的有效性和快速性。
文摘直流电压互感器(direct circuit voltage transformers,DCVTs)的低压输出模拟信号采用电缆传输时既无电气隔离同时易受电磁干扰,因此提出了采用光纤高线性度传输模拟信号的方案。利用双光源-光电探测器分别构成传输通道和闭环负反馈通道,负反馈通道的光电探测器变换电流反馈至输入端对电光-光电传输系数非线性进行抑制,通过控制系统模型分析了非线性抑制控制策略和非线性抑制效果,分析了模拟信号光纤传输系统的电路设计关键要素。对模拟信号光纤传输系统进行开环传输和闭环反馈传输非线性特性对比测试,结果表明,通过闭环负反馈的传输方案将模拟信号光纤传输非线性误差从百分之几提高到了±0.05%以内。最后将模拟信号光纤传输系统应用到DCVT中进行了线性度测试,试验结果表明:模拟信号光纤传输系统能很好地适用于直流配电网中模拟信号电气隔离和消除电磁干扰的应用需求。
文摘针对高速移动场景中正交时频空间(Orthogonal Time Frequency Space, OTFS)系统线性最小均方误差(Linear Minimum Mean Square Error, LMMSE)检测复杂度过高而难以快速有效实现的问题,利用零填充(Zero Padding, ZP)OTFS系统时域信道矩阵呈块对角稀疏特性提出一种逐块迭代的对称逐次超松弛(Symmetric Successive over Relaxation, SSOR)迭代算法,在降低系统复杂度的同时获得与LMMSE检测近似的性能。仿真结果表明,与逐次超松弛(Successive over Relaxation, SOR)算法相比,所提算法对松弛参数不敏感且具有更快的收敛速度,在迭代次数为10次时误码性能几乎达到LMMSE误码性能,显著降低了检测器的复杂度。
文摘由于直驱风机(permanent magnetic synchronous generator,PMSG)与柔直换流站之间的动态交互作用可能会引发直驱风电场经柔直并网系统振荡失稳。同时,直驱风电场中各PMSG输出的有功功率或控制参数不同,因此可能会表现出不同的动态特性。然而,现有小信号稳定性分析研究中通常忽略了PMSG的动态特性差异,这将导致小信号稳定性分析结果出现误差。针对此问题,分析了在考虑PMSG动态特性差异的情况下,系统在直流电压动态时间尺度下的小信号稳定性。首先,推导了系统在直流电压动态时间尺度下的降阶模型。随后,基于降阶模型分析了其特征值实部之和与PMSG输出有功功率或控制参数之间的关系。研究表明,降阶模型中振荡模式的实部之和分别与PMSG的输出有功功率、PMSG直流电压控制外环的比例系数及锁相环的比例系数之间存在线性变化的关系。基于此分析,提出平均功率或平均控制参数模型来快速准确评估系统的小信号稳定性。最后,通过仿真算例验证了所提方法和所得结论的有效性。
