基于CVaR风险度量方法的投资组合模型研究

介绍了CVaR的概念及算法,并利用CVaR对风险进行度量,提出一个新的基于CVaR风险度量方法的投资组合优化模型。利用股票数据进行了实证分析,验证了模型的有效性。     

Intranet信息安全若干问题及应对措施

随着 Intranet 的广泛应用,内部网的信息安全问题越来越引起人们的重视。文中在分析 Intranet 普遍存在的信息安全问题的同时,提山了保障 Intranet 信息安全的相应措施。     

网格式肋化通道换热与总压损失特性研究

通过两个实验模型,对矩形网格式肋化通道的换热与总压损失特性进行了实验研究。模型通道的两个宽边是由铝板机械加工而成的肋化壁,两个短边是由胶木板制成的绝热壁。肋化壁上肋与通道轴线所形成的锐角定义为肋向角α,第一个模型的两个宽边上的肋向角分别为45°和-45°(简称45/45模型);第二个模型两宽边的肋向角分别为45°和-60°(简称45/60模型)。两个模型的肋宽与肋间距之比t/p=0.25,肋间距与肋高之比t/e=0.30,肋高与通道高度之比e/H=0.50,即两个肋化壁的肋尖相互接触,从而形成网格式通道。实验表明当雷诺数在0.5×105～1.2×105范围内变化时,网格式内冷通道换热效果比光滑通道提高了5～9倍,但伴随的总压损失增加了3个数量级。      

扩压器分离流场控制的研究

 本文研究中采用加置局部柱形扰源的方法,改变流场中的时均速度分布和紊流度分布,从而达到抑制分离,改善扩压器出口流场的目的。研究表明,局部柱形扰源可明显地延迟流场分离的形成,其主要机理在于近壁部分时均气流动量的变化。文中也介绍了紊流场的测定结果,并对附着流和分离流情况以及有无扰源条件下的紊流分布进行了分析讨论。     

一种分散化多站联合目标跟踪算法

 本文基于分散估计理论的基本原理,考虑各子站基于不同坐标系这个一般情形,给出了一种新的分散化多站联合目标跟踪算法。并针对子站间四种不同的通讯方式,对算法进行了仿真。结果表明,本文的最优合成算法即使在各个子站由于缺少足够的信息而得到错误估计的情况下,也能快速地给出正确的估计。     

细长体分离起始点的实验研究

本文实验研究了细长体模型在中等迎角下的初始分离问题。观察了不同头部形状的细长体在不同迎角下的分离流态。考察并分析了分离起始点的性质。观察到开式分离的存在,实验结果分析认为开式分离可以起始于正常点。此外,在钝头和尖头模型上都出现了螺旋点形式的头部涡。它们或是闭式分离的起始点,或是奇点型开式分离的起始点。     

Real-time translational control of a MEMS comb resonator

Closed-loop control has been successfully applied to a microelectromechanical systems (MEMS) lateral comb resonator device in real-time to perform impulse disturbance damping and sinusoidal position control, enabled by the use of a through-wafer optical microprobe to obtain position feedback. This result leverages the application of lifetime, in-situ control of MEMS in order to provide quality assurance of microsystems in safety critical applications. A position feedback signal produced by a through-wafer optical microprobe has been used for comb resonator system model identification by two independent methods to accurately determine the effective mass, damping, and spring constant values of the device. After accurate determination of system parameters, closed-loop impulse disturbance damping and proportional-integral-differential (PID) translational control were applied. Closed-loop control results presented indicate controllability of such microstructures and response times on the order of the natural frequency of the device.     

Angle estimation for two unresolved targets with monopulse radar

Most present-day radar systems use monopulse techniques to extract angular measurements of sunbeam accuracy. The familiar "monopulse ratio" is a very effective means to derive the angle of a single target within a radar beam. For the simultaneous estimation of the angles of two closely-spaced targets, a modification on the monopulse ratio was derived in (Blair and Pearce, 2001), while (Sinha et al., 2002) presented a maximum likelihood (ML) technique via numerical search. In this paper it is shown that the ML solution can in fact be found explicitly, and the numerical search of ((Sinha et al., 2002) is unnecessary. However, the ML solution requires the signal to noise ratio (SNR) for each target to be known, and hence we generalize it so it requires only the relative SNR. Several versions of expectation maximization (EM) joint angle estimators are also derived, these differing in the degree to which prior information on SNR and on beam pattern are assumed. The performances of the different direction-of-arrival (DOA) estimators for unresolved targets are studied via Monte Carlo, and it is found that most have similar performance: this is remarkable since the use of prior information (SNR, relative SNR, beam pattern) varies widely between them. There is, however, considerable performance variability as a function of the two targets' off-boresight angles. A simple combined technique that fuses the results from different approaches is thus proposed, and it performs well uniformly.     

叶顶微喷气提高旋转畸变条件下低速轴流压气机失稳裕度的机理分析

对旋转畸变条件下轴流压气机的失稳特性进行了实验研究,结果表明,畸变影响区内叶顶泄漏流的前缘溢出造成了旋转失速的提前发生,缩减了压气机的失稳裕度.叶顶微喷气方法有效地提高了旋转畸变条件下轴流压气机的失稳裕度,其原因在于,实施叶顶微喷气后,临近失速时,压气机顶部畸变区诱发的分离团受到抑制,减少了其诱发旋转失速的可能性,从而实现扩稳目的.