Q波段宽带四倍频放大组件研究

Q波段(33~50GHz)比Ka波段(26.5~40GHz)频率更高,对这一波段国内研究较少。该文设计了一种Q波段宽带四倍频放大组件,该组件包含两级二倍频器、两级之间的带通滤波器和一级毫米波功率放大器,最后通过微带到波导过渡输出。设计宽带带通滤波器的目的是为了抑制基波和三次谐波。测试结果表明,在33~50GHz的输出频率范围内,输出功率大于10.5dB,谐波抑制大于31.6dBc。该倍频放大组件具有输出频带宽、体积小、输出功率高以及谐波抑制度高的特点。     

极化SAR改进Lee滤波相干斑抑制研究

针对Lee滤波总存在降低相干斑与有效保持细节信息这一矛盾,将自适应窗引入极化SAR滤波。该方法首先在span图像中根据窗内像素与窗边缘像素分布特性决定是否扩大窗口,在均质区域选择较大窗口,保证了一定的相干斑抑制能力,而在细节信息比较丰富的区域则选择较小窗口,避免细节信息被滤除,然后在选定的窗口中利用极化Lee滤波对数据进行相干斑抑制,在保证相干斑抑制能力的同时保留了细节信息。     

基于机制转换与随机波动的我国短期利率研究

本文针对我国短期利率具有非线性,易受政策影响,波动较大并存在结构变化等特点,在Smith(2002)机制转换随机波动模型基础上,引入了非线性漂移项,并同时考虑了随机波动方程中常数项、滞后一阶项及方差的机制转换。该模型应用于我国银行间7天同业拆月度利率的研究发现,银行7天同业拆借利率存在明显的非线性、机制转换和波动的水平效应,而且引入机制转换后波动的持久性显著下降。另外,研究还发现高位概率对应着高的波动率和高的通货膨胀率,而低位概率对应着低的波动率和低的通货膨胀率。     

锁相跳频源的极值相位裕量设计法

针对电流型电荷泵PLL频率综合器芯片,提出一种称为极值相位裕量的无源环路滤波器方案和设计方法。使PLL频率合成器成为2型(3~4)阶环;论证了设计公式,并用良好设计方法研制了一个L波段的跳频源。该跳频源在相位噪声、调频速度和杂散抑制等方面的性能指标较高。     

Krashen情感过滤因素对英语听力教学的影响

美国应用语言学家Krashen在前人和自己研究的基础上提出了旨在解释第二语言或外语习得的5个假设,统称监控理论,其中包括输入假设和情感过滤假设.情感因素中的自信、动机、焦虑感等对听力理解的影响很突出.英语教师研究改进教学方法和改善学习者学习策略的同时,更应尽量创造符合学习者情感和动机的条件,经常对课堂教学活动进行反思,尽力营造有利于提高学习质量的心理氛围,避免易于产生消极情绪的教学活动.     

Model-free slice screening for ultrahigh-dimensional survival data

For ultrahigh-dimensional data, independent feature screening has been demonstrated both theoretically and empirically to be an effective dimension reduction method with low computational demanding. Motivated by the Buckley–James method to accommodate censoring, we propose a fused Kolmogorov–Smirnov filter to screen out the irrelevant dependent variables for ultrahigh-dimensional survival data. The proposed model-free screening method can work with many types of covariates (e.g. continuous, discrete and categorical variables) and is shown to enjoy the sure independent screening property under mild regularity conditions without requiring any moment conditions on covariates. In particular, the proposed procedure can still be powerful when covariates are strongly dependent on each other. We further develop an iterative algorithm to enhance the performance of our method while dealing with the practical situations where some covariates may be marginally unrelated but jointly related to the response. We conduct extensive simulations to evaluate the finite-sample performance of the proposed method, showing that it has favourable exhibition over the existing typical methods. As an illustration, we apply the proposed method to the diffuse large-B-cell lymphoma study.     

前视探地雷达三维合成孔径成像及多视处理

提出了一种变波速条件下前视探地雷达三维合成孔径成像及多视处理方法。该方法利用非平稳卷积滤波处理在频率域重构目标图像频谱,经傅里叶反变换后实现前视探地雷达三维合成孔径成像;利用估计的目标入射角实现折射校正及前视探地雷达多视处理。对实测数据进行处理,结果证明了该方法的有效性。     

Value at risk estimation under stochastic volatility models using adaptive PMCMC methods

In this paper, we propose a value-at-risk (VaR) estimation technique based on a new stochastic volatility model with leverage effect, nonconstant conditional mean and jump. In order to estimate the model parameters and latent state variables, we integrate the particle filter and adaptive Markov Chain Monte Carlo (MCMC) algorithms to develop a novel adaptive particle MCMC (A-PMCMC) algorithm. Comprehensive simulation experiments based on three stock indices and two foreign exchange time series show effectiveness of the proposed A-PMCMC algorithm and the VaR estimation technique.     

A BAYESIAN SIMULATION APPROACH TO INFERENCE ON A MULTI‐STATE LATENT FACTOR INTENSITY MODEL

The influence of economic conditions on the movement of a variable between states (for example a change in credit rating from A to B) can be modelled using a multi‐state latent factor intensity framework. Estimation of this type of model is, however, not straightforward, as transition probabilities are involved and the model contains a few highly analytically intractable distributions. In this paper, a Bayesian approach is adopted to manage the distributions. The innovation in the sampling algorithm used to obtain the posterior distributions of the model parameters includes a particle filter step and a Metropolis–Hastings step within a Gibbs sampler. The feasibility and accuracy of the proposed sampling algorithm is supported with a few simulated examples. The paper contains an application concerning what caused 1049 firms to change their credit ratings over a span of ten years.