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Variance Gamma模型下欧式与美式期权的柳树法定价 被引量:1
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作者 姚怡 许威 《同济大学学报(自然科学版)》 EI CAS CSCD 北大核心 2020年第8期1232-1240,共9页
现有的Variance Gamma模型下期权定价方法计算复杂,工作量大,因此提出了欧式与美式期权的快速定价柳树法。在构建过程中,使用Johnson曲线构造服从VG过程的资产价格节点,并用傅里叶余弦级数近似的方法计算资产价格节点之间的转移概率。最... 现有的Variance Gamma模型下期权定价方法计算复杂,工作量大,因此提出了欧式与美式期权的快速定价柳树法。在构建过程中,使用Johnson曲线构造服从VG过程的资产价格节点,并用傅里叶余弦级数近似的方法计算资产价格节点之间的转移概率。最后,从理论上证明柳树法定价欧式期权的收敛性。通过数值实验,表明柳树法与现有方法相比有相同的精度,但计算速度更快。 展开更多
关键词 欧式期权 美式期权 柳树法 variance Gamma模型
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Variance-based fingerprint distance adjustment algorithm for indoor localization 被引量:7
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作者 Xiaolong Xu Yu Tang +1 位作者 Xinheng Wang Yun Zhang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2015年第6期1191-1201,共11页
The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication (RSSI) and the variance of R... The multipath effect and movements of people in indoor environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength indication (RSSI) and the variance of RSSI, we propose a novel variance-based fingerprint distance adjustment algorithm (VFDA). Based on the rule that variance decreases with the increase of RSSI mean, VFDA calculates RSSI variance with the mean value of received RSSIs. Then, we can get the correction weight. VFDA adjusts the fingerprint distances with the correction weight based on the variance of RSSI, which is used to correct the fingerprint distance. Besides, a threshold value is applied to VFDA to improve its performance further. VFDA and VFDA with the threshold value are applied in two kinds of real typical indoor environments deployed with several Wi-Fi access points. One is a quadrate lab room, and the other is a long and narrow corridor of a building. Experimental results and performance analysis show that in indoor environments, both VFDA and VFDA with the threshold have better positioning accuracy and environmental adaptability than the current typical positioning methods based on the k-nearest neighbor algorithm and the weighted k-nearest neighbor algorithm with similar computational costs. 展开更多
关键词 indoor localization fingerprint localization receivedsignal strength indication (RSSI) variance fingerprint distance.
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A novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise,minimum mean square variance criterion and least mean square adaptive filter 被引量:9
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作者 Yu-xing Li Long Wang 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2020年第3期543-554,共12页
Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity ... Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity of marine environment and the particularity of underwater acoustic channel,noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing.In order to solve the dilemma,we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise(CEEMDAN),minimum mean square variance criterion(MMSVC) and least mean square adaptive filter(LMSAF).This noise reduction technique,named CEEMDAN-MMSVC-LMSAF,has three main advantages:(i) as an improved algorithm of empirical mode decomposition(EMD) and ensemble EMD(EEMD),CEEMDAN can better suppress mode mixing,and can avoid selecting the number of decomposition in variational mode decomposition(VMD);(ii) MMSVC can identify noisy intrinsic mode function(IMF),and can avoid selecting thresholds of different permutation entropies;(iii) for noise reduction of noisy IMFs,LMSAF overcomes the selection of deco mposition number and basis function for wavelet noise reduction.Firstly,CEEMDAN decomposes the original signal into IMFs,which can be divided into noisy IMFs and real IMFs.Then,MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs.Finally,both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained.Compared with other noise reduction techniques,the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals,which has the better noise reduction effect and has practical application value.CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection,feature extraction,classification and recognition of underwater acoustic signals. 展开更多
关键词 Underwater acoustic signal Noise reduction Empirical mode decomposition(EMD) Ensemble EMD(EEMD) Complete EEMD with adaptive noise(CEEMDAN) Minimum mean square variance criterion(MMSVC) Least mean square adaptive filter(LMSAF) Ship-radiated noise
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Adaptive diagonal loaded minimum variance beamforming applied to medical ultrasound imaging 被引量:2
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作者 刘昊霖 张志宏 刘东权 《Journal of Central South University》 SCIE EI CAS CSCD 2015年第5期1826-1832,共7页
In order to enhance the robustness and contrast in the minimum variance(MV) beamformer, adaptive diagonal loading method was proposed. The conventional diagonal loading technique has already been used in the MV beamfo... In order to enhance the robustness and contrast in the minimum variance(MV) beamformer, adaptive diagonal loading method was proposed. The conventional diagonal loading technique has already been used in the MV beamformer, but has the drawback that its level is specified by predefined parameter and without consideration of input-data. To alleviate this problem, the level of diagonal loading was computed appropriately and automatically from the given data by shrinkage method in the proposed adaptive diagonal loaded beamformer. The performance of the proposed beamformer was tested on the simulated point target and cyst phantom was obtained using Field II. In the point target simulation, it is shown that the proposed method has higher lateral resolution than the conventional delay-and-sum beamformer and could be more robust in estimating the amplitude peak than the MV beamformer when acoustic velocity error exists. In the cyst phantom simulation, the proposed beamformer has shown that it achieves an improvement in contrast ratio and without distorting the edges of cyst. 展开更多
关键词 medical ultrasound imaging minimum variance BEAMFORMING DIAGONAL loading delay-and-sum BEAMFORMING CONTRAST ROBUSTNESS
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Genotypic variance in 13C-photosynthate partitioning and within-plant boll distribution in cotton 被引量:2
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作者 NIE Junjun QIN Dulin +4 位作者 MAO Lili LIU Yanhui DONG Hezhong SONG Xianliang SUN Xuezhen 《Journal of Cotton Research》 2020年第2期124-133,共10页
Background:Photosynthate partitioning and within-plant boll distribution play an important role in yield formation of cotton;however,if and how they interact to mediate yield remains unclear.The objective of this stud... Background:Photosynthate partitioning and within-plant boll distribution play an important role in yield formation of cotton;however,if and how they interact to mediate yield remains unclear.The objective of this study was to investigate the genotypic variance in photosynthate partitioning and within-plant boll distribution,with a focus on their interactions with regard to yield and yield components.A field experiment was conducted in the Yellow River region in China in 2017 and 2018 using a randomized complete block design with three replicates.Photosynthate partitioning of three commercial cultivars(DP 99 B,Lumianyan 21 and Jimian 169),varying in yield potential,to different organs(including bolls)at early flowering,peak flowering,and peak boll-setting stages,as well as withinplant boll distribution at harvest,and their effects on yield formation were examined.Results:Lint yield of Jimian 169 was the highest,followed by Lumianyan 21 and DP 99 B.Similar differences were observed in the number of inner bolls and boll weight among the three cultivars.J169 partitioned significantly more photosynthate to the fruit and fiber than Lumianyan 21 and DP 99 B and allocated over 80%of assimilates to the inner bolls.Additionally,Lumianyan 21 allocated a higher proportion of photosynthate to bolls and fiber,with12.5%–17.6%more assimilates observed in the inner bolls,than DP 99 B.Conclusions:Genotypic variance in lint yield can be attributed to differences in the number of inner bolls and boll weight,which are affected by photosynthate partitioning.Therefore,the partitioning of photosynthate to fiber and inner bolls can be used as an important reference for cotton breeding and cultivation. 展开更多
关键词 Genotypic variance Within-plant boll distribution Photosynthate partitioning Yield Yield components
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Cloud detection from visual band of satellite image based on variance of fractal dimension
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作者 TIAN Pingfang GUANG Qiang LIU Xing 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2019年第3期485-491,共7页
Cover ratio of cloud is a very important factor which affects the quality of a satellite image, therefore cloud detection from satellite images is a necessary step in assessing the image quality. The study on cloud de... Cover ratio of cloud is a very important factor which affects the quality of a satellite image, therefore cloud detection from satellite images is a necessary step in assessing the image quality. The study on cloud detection from the visual band of a satellite image is developed. Firstly, we consider the differences between the cloud and ground including high grey level, good continuity of grey level, area of cloud region, and the variance of local fractal dimension (VLFD) of the cloud region. A single cloud region detection method is proposed. Secondly, by introducing a reference satellite image and by comparing the variance in the dimensions corresponding to the reference and the tested images, a method that detects multiple cloud regions and determines whether or not the cloud exists in an image is described. By using several Ikonos images, the performance of the proposed method is demonstrated. 展开更多
关键词 CLOUD detection VISUAL IMAGE satellite IMAGE variance of local FRACTAL DIMENSION (VLFD)
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Research on variance of subnets in network sampling
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作者 Qi Gao Xiaoting Li Feng Pan 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2014年第6期1098-1106,共9页
In the recent research of network sampling, some sampling concepts are misunderstood, and the variance of subnets is not taken into account. We propose the correct definition of the sample and sampling rate in network... In the recent research of network sampling, some sampling concepts are misunderstood, and the variance of subnets is not taken into account. We propose the correct definition of the sample and sampling rate in network sampling, as well as the formula for calculating the variance of subnets. Then, three commonly used sampling strategies are applied to databases of the connecting nearest-neighbor(CNN) model, random network and small-world network to explore the variance in network sampling. As proved by the results, snowball sampling obtains the most variance of subnets, but does well in capturing the network structure. The variance of networks sampled by the hub and random strategy are much smaller. The hub strategy performs well in reflecting the property of the whole network, while random sampling obtains more accurate results in evaluating clustering coefficient. 展开更多
关键词 complex network sampling SAMPLE variance of sub-nets
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Dim Moving Small Target Detection by Local and Global Variance Filtering on Temporal Profiles in Infrared Sequences
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作者 Chen Hao Liu Delian 《航空兵器》 CSCD 北大核心 2019年第6期43-49,共7页
In this paper, the temporal different characteristics between the target and background pixels are used to detect dim moving targets in the slow-evolving complex background. A local and global variance filter on tempo... In this paper, the temporal different characteristics between the target and background pixels are used to detect dim moving targets in the slow-evolving complex background. A local and global variance filter on temporal profiles is presented that addresses the temporal characteristics of the target and background pixels to eliminate the large variation of background temporal profiles. Firstly, the temporal behaviors of different types of image pixels of practical infrared scenes are analyzed.Then, the new local and global variance filter is proposed. The baseline of the fluctuation level of background temporal profiles is obtained by using the local and global variance filter. The height of the target pulse signal is extracted by subtracting the baseline from the original temporal profiles. Finally, a new target detection criterion is designed. The proposed method is applied to detect dim and small targets in practical infrared sequence images. The experimental results show that the proposed algorithm has good detection performance for dim moving small targets in the complex background. 展开更多
关键词 small target detection infrared image sequences complex background temporal profile variance filtering
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New algorithm for robust H_2/H_∞ filtering with error variance assignment
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作者 刘立恒 邓正隆 王广雄 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2004年第1期63-66,共4页
We consider the robust H 2/H ∞ filtering problem for linear perturbed systems with steadystate error variance assignment. The generalized inverse technique of matrix is introduced, and a new algorithm is developed.... We consider the robust H 2/H ∞ filtering problem for linear perturbed systems with steadystate error variance assignment. The generalized inverse technique of matrix is introduced, and a new algorithm is developed. After two Riccati equations are solved, the filter can be obtained directly, and the following three performance requirements are simultaneously satisfied: The filtering process is asymptotically stable; the steadystate variance of the estimation error of each state is not more than the individual prespecified upper bound; the transfer function from exogenous noise inputs to error state outputs meets the prespecified H ∞ norm upper bound constraint. A numerical example is provided to demonstrate the flexibility of the proposed design approach. 展开更多
关键词 algebraic Riccati equation H filtering variance assignment
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基于Levy Copula的组合信用衍生品定价模型 被引量:4
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作者 史永东 武军伟 《财经问题研究》 CSSCI 北大核心 2009年第10期76-84,共9页
信用衍生品是有效分散、转移以及对冲信用风险的重要工具。2007年以来,全面爆发的美国金融危机导致了金融资产价格的急剧下跌,致使现有的信用衍生品定价模型面临极大的挑战,因此,如何假设基础金融资产价格的变动过程,进而对信用衍生品... 信用衍生品是有效分散、转移以及对冲信用风险的重要工具。2007年以来,全面爆发的美国金融危机导致了金融资产价格的急剧下跌,致使现有的信用衍生品定价模型面临极大的挑战,因此,如何假设基础金融资产价格的变动过程,进而对信用衍生品进行准确定价成为学者们研究的焦点。本文假设资产服从Variance Gamma过程,利用Levy Copula直接将资产的跳跃进行关联,对组合信用衍生品进行定价。蒙特卡罗模拟结果显示,本文模型可以很好地对不同的参数设置下的组合信用衍生品进行定价。 展开更多
关键词 组合信用衍生品 variance GAMMA分布 LEVY COPULA 蒙特卡罗模拟
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基于任意阵的最小方差无失真响应聚焦波束形成的被动定位方法 被引量:2
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作者 熊鑫 章新华 +1 位作者 卢海杰 兰英 《应用声学》 CSCD 北大核心 2010年第6期471-474,共4页
将最小方差无失真响应(MVDR)聚焦波束形成近场被动定位方法应用到平面任意结构阵列上,可以很好地解决线列阵由于阵长较长,在实际使用中存在布放困难、部分阵元失效影响定位性能等问题。本文首先分析了平面任意结构阵列的近场接收信号模... 将最小方差无失真响应(MVDR)聚焦波束形成近场被动定位方法应用到平面任意结构阵列上,可以很好地解决线列阵由于阵长较长,在实际使用中存在布放困难、部分阵元失效影响定位性能等问题。本文首先分析了平面任意结构阵列的近场接收信号模型,推导出阵列流型,然后将MVDR聚焦波束形成技术应用到该模型中,得到了基于任意阵的MVDR聚焦波束形成近场被动定位方法。仿真验证了该方法的可行性和有效性。 展开更多
关键词 任意阵 最小方差无失真响应 聚焦 波束形成 定位方法 array minimum variance 任意结构阵列 近场 MVDR 阵列流型 信号模型 平面 技术应用 仿真验证 定位性能 有效性 线列阵 部分阵 问题
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Wigner-Ville distribution and cross Wigner-Ville distribution of noisy signals 被引量:4
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作者 Chen Guanghua Ma Shiwei Liu Ming Zhu Jingming Zeng Weimin 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第5期1053-1057,共5页
The Wigner-Ville distribution (WVD) and the cross Wigner-Ville distribution (XWVD) have been shown to be efficient in the estimation of instantaneous frequency (IF). But the statistical result of the IF estimati... The Wigner-Ville distribution (WVD) and the cross Wigner-Ville distribution (XWVD) have been shown to be efficient in the estimation of instantaneous frequency (IF). But the statistical result of the IF estimation from XWVD peak is much better than using WVD peak. The reason is given from a statistical point of view. Theoretical studies show that XWVD of the analyzed signal can be estimated from XWVD of the noise-contaminated signal. The estimation is unbiased, and the variance is equal to that of noise. In this case, WVD cannot be estimated from W-VD of the noise-contaminated signal. Therefore, higher SNR is required when WVD is used to analyze signals. 展开更多
关键词 Wigner-Ville distribution cross Wigner-Ville distribution instantaneous frequency EXPECTATION variance.
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Statistical performance of IF estimation of LFM signals with timevarying amplitude using the peak of WVD 被引量:2
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作者 Chen Guanghua Ma Shiwei Qin Tinghao Wang Jian Li Ming Cao Jialin 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2005年第4期787-791,共5页
The instantaneous frequency (IF) estimation of the linear frequency modulated (LFM) signals with time-varying amplitude using the peak of the Wigner-Ville distribution (WVD) is studied. Theoretical analysis show... The instantaneous frequency (IF) estimation of the linear frequency modulated (LFM) signals with time-varying amplitude using the peak of the Wigner-Ville distribution (WVD) is studied. Theoretical analysis shows that the estimation on LFM signals with time-varying amplitude is unbiased, only if WVD of time-varying amplitude reaches its maximum at frequency zero no matter in which time. The statistical performance in the case of additive white Guassian noise is evaluated and an analytical expression for the variance is provided. The simulations using LFM signals with Gaussian envelope testify that IF can be estimated accurately using the peak of WVD for four models of amplitude variation. Furthermore the statistical result of estimation on the signals with amplitude descending before rising is better than that of the signals with constant amplitude when the amplitude variation rate is moderate. 展开更多
关键词 instantaneous frequency linear frequency modulated signals Wigner-Ville distribution statistical performance variance.
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Line spectrum detection algorithm based on the phase feature of target radiated noise 被引量:4
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作者 Enming Zheng Huabing Yu +1 位作者 Xinhua Chen Changyu Sun 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2016年第1期72-80,共9页
In order to improve the performance of line spectrum detection,according to the feature that the underwater target radiated noise containing stable line spectrum,the differences of the phase difference between line sp... In order to improve the performance of line spectrum detection,according to the feature that the underwater target radiated noise containing stable line spectrum,the differences of the phase difference between line spectrum and background noise,a weighted line spectrum detection algorithm based on the phase variance is proposed in frequency domain.After phase difference alignment,the phase variance of line spectrum and the phase of background noise,respectively,are small and big in frequency domain,this method utilizes the weighted statistical algorithm to cumulate the frequency spectrum based on the phase variance,which can restrain the background noise disturbance,and enhance the signal to noise ratio(SNR).The theory analysis and experimental results both verify that the proposed method can well enhance the energy of line spectrum,restrain the energy of background noise,and have better detection performance under lower SNR. 展开更多
关键词 information processing underwater target detection line spectrum detection phase variance.
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Property analysis of bistatic forward-looking SAR with arbitrary geometry 被引量:2
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作者 Ziqiang Meng Yachao Li +1 位作者 Mengdao Xing Zheng Bao 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2016年第1期111-127,共17页
Bistatic forward-looking synthetic aperture radar(SAR) has many advantages and applications owing to its twodimensional imaging capability.There could be various imaging configurations because of the geometric flexi... Bistatic forward-looking synthetic aperture radar(SAR) has many advantages and applications owing to its twodimensional imaging capability.There could be various imaging configurations because of the geometric flexibility of bistatic platforms,resulting in kinds of models built independently among which there could be some similar even the same motion features.Comprehensive research on such systems in a more comprehensive and general point of view is required to address their difference and consistency.Property analysis of bistatic forwardlooking SAR with arbitrary geometry is achieved including stripmap and spotlight modes on airborne platform,missile-borne platform,and hybrid platform of both.Emphasis is placed on azimuth space variance of some key parameters significantly affecting the subsequent imaging processing,based on which the frequency spectra are further described and compared considering respective features of different platforms for frequency imaging algorithm developing.Simulation results confirm the effectiveness and correctness of our analysis. 展开更多
关键词 bistatic forward-looking synthetic aperture radar(SAR) comprehensive research property analysis azimuth space variance.
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水下运动阵列多目标检测和方位估计一体化方法
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作者 侯云山 汤艳红 《计算机工程与应用》 CSCD 2014年第1期211-214,共4页
水下多目标的远程检测和方位估计是是水下阵列信号处理的两个关键问题。传统的方法是将这两个方面分开处理,先通过某种检测方法来检测目标个数,然后再利用某种方位估计方法来确定各个目标的方位。这样前面目标检测的结果的好坏就直接影... 水下多目标的远程检测和方位估计是是水下阵列信号处理的两个关键问题。传统的方法是将这两个方面分开处理,先通过某种检测方法来检测目标个数,然后再利用某种方位估计方法来确定各个目标的方位。这样前面目标检测的结果的好坏就直接影响到后面目标方位估计的性能。针对低信噪比下传统检测方法的性能差且不能同时给出方位估计的问题,提出了一种基于水下运动阵列合成孔径技术的多目标检测和方位估计一体化新方法 SATDE。该方法充分利用水下运动阵列合成孔径技术来提高阵增益和角度分辨率,并利用体现信号能量的MVDR空间谱函数来确定目标的个数及方位。仿真结果表明,对于相干信号来说,提出的方法在低信噪比下的检测性能显著优于AIC和MDL等传统方法,并且可以同时给出正确的方位估计。 展开更多
关键词 目标检测 方位估计 角度分辨率 合成孔径 最小方差无失真响应(MVDR) Minimum variance Distortionless Response(MVDR)
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基于Levy过程的彩虹期权定价探讨
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作者 杜子平 刘晓娇 《企业经济》 北大核心 2016年第7期174-178,共5页
金融资产的多元模型在现代金融市场中越来越普遍,且已被应用在许多领域,如多资产衍生品定价、投资组合的风险管理和最优投资组合选择等。因此,Levy过程多维化方法值得研究。彩虹期权是一类多资产期权。运用多维Levy过程中的多元Variance... 金融资产的多元模型在现代金融市场中越来越普遍,且已被应用在许多领域,如多资产衍生品定价、投资组合的风险管理和最优投资组合选择等。因此,Levy过程多维化方法值得研究。彩虹期权是一类多资产期权。运用多维Levy过程中的多元Variance Gamma模型,对彩虹期权中的择次好期权进行定价。具体过程为使用随机时钟变化技术,通过一个共同的Gamma从属过程时变几何布朗运动建立多元Variance Gamma模型。并进行实证分析,与多元Black Scholes模型进行比较,得出多元Variance Gamma模型的结果稍高,更加符合现实市场,并且多元Variance Gamma模型引入了跳,能更加贴切地描述现实市场。因此,将Levy过程多维化来解决多资产期权定价问题具有创新性,能对金融市场中多资产期权更精准地定价。 展开更多
关键词 多资产期权定价 LEVY过程 variance Gamma模型 彩虹期权 择次好期权
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Prediction and optimization of process parameter of friction stir welded AA5083-H111 aluminum alloy using response surface methodology 被引量:26
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作者 R.Palanivel P.Koshy Mathews 《Journal of Central South University》 SCIE EI CAS 2012年第1期1-8,共8页
A systematic approach was presented to develop the empirical model for predicting the ultimate tensile strength of AA5083-H111 aluminum alloy which is widely used in ship building industry by incorporating friction st... A systematic approach was presented to develop the empirical model for predicting the ultimate tensile strength of AA5083-H111 aluminum alloy which is widely used in ship building industry by incorporating friction stir welding(FSW) process parameters such as tool rotational speed,welding speed,and axial force.FSW was carried out considering three-factor five-level central composite rotatable design with full replications technique.Response surface methodology(RSM) was applied to developing linear regression model for establishing the relationship between the FSW process parameters and ultimate tensile strength.Analysis of variance(ANOVA) technique was used to check the adequacy of the developed model.The FSW process parameters were also optimized using response surface methodology(RSM) to maximize the ultimate tensile strength.The joint welded at a tool rotational speed of 1 000 r/min,a welding speed of 69 mm/min and an axial force of 1.33 t exhibits higher tensile strength compared with other joints. 展开更多
关键词 friction stir welding design expert design of experiments analysis of variance (ANOVA) response surfacemethodology (RSM) optimization
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DOA estimation of wideband signals based on iterative spectral reconstruction 被引量:4
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作者 Shun He Zhiwei Yang Guisheng Liao 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2017年第6期1039-1045,共7页
In order to solve the problem of coherent signal subspace method(CSSM) depending on the estimated accuracy of signal subspace, a new direction of arrival(DOA) estimation method of wideband source, which is based on it... In order to solve the problem of coherent signal subspace method(CSSM) depending on the estimated accuracy of signal subspace, a new direction of arrival(DOA) estimation method of wideband source, which is based on iterative adaptive spectral reconstruction, is proposed. Firstly, the wideband signals are divided into several narrowband signals of different frequency bins by discrete Fourier transformation(DFT). Then, the signal matched power spectrum in referenced frequency bins is computed, which can form the initial covariance matrix. Finally, the linear restrained minimum variance spectral(Capon spectral) of signals in other frequency bins are reconstructed using sequential iterative means, so the DOA can be estimated by the locations of spectral peaks. Theoretical analysis and simulation results show the proposed method based on the iterative spectral reconstruction for the covariance matrices of all sub-bands can avoid the problem of determining the signal subspace accurately with the coherent signal subspace method under the conditions of small samples and low signal to noise ratio(SNR), and it can also realize full dimensional focusing of different sub-band data, which can be applied to coherent sources and can significantly improve the accuracy of DOA estimation. 展开更多
关键词 direction of arrival(DOA) wideband source coherent source minimum variance spectral
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A capture probability analytic model for the electromagnetic launched anti-torpedo torpedo 被引量:3
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作者 Bao-qi Wu Xiao-cun Guan +1 位作者 Shao-hua Guan Jing-bin Shi 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2022年第2期261-270,共10页
With the unique characteristics,electromagnetic launch technology is applicable to launch shipborne anti-torpedo torpedo(ATT).This paper aims to establish an analytic model to pre-evaluate the capture probability of t... With the unique characteristics,electromagnetic launch technology is applicable to launch shipborne anti-torpedo torpedo(ATT).This paper aims to establish an analytic model to pre-evaluate the capture probability of the electromagnetic launched ATT.The mathematics model of the multi-stage coilgun and the trajectory of the ATT is established for analysis.The influence factors of the capture probability are analyzed respectively,including the entry point dispersion of the ATT and the position dispersion of the incoming torpedo.Adopting the advanced angle interception mode,the ATT search model is obtained according to the positional relationship,and the course error is synthetically calculated according to the differentiation of implicit function.A geometric method to calculate the integral boundaries of the probability density function is proposed,based on the relative motion of the ATT and the incoming target.To verify the proposed integral model,the digital simulation and comparison is conducted.The results reveal that the variation trends and the calculation value of the proposed analytic model are coincident with the statistic results from Monte Carlo method.And implications of the results regarding the analytic model are discussed. 展开更多
关键词 Electromagnetic launch Anti-torpedo torpedo Analytic model Dispersion variance Integral boundary
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