An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models

We analyse the Bouchouev integral equation for the deterministic volatility function in the Black–Scholes option pricing model. We areable to reduce Bouchouev's original triple integral equation to a single integral equation and describe its numerical solution. Moreover we show empirically that the most complex term in the equation may often be safely ignored for the purposes of numerical calculations. We present a selection of numerical examples indicating the range of time values for which we would expect the equation to be valid.     

“两步法”求取双目视觉传感器中摄象机位置关系

根据平行线“消隐点”理论，提出了用于双目视觉传感器自标定的“两步法”。该方法仅需４对消隐点象面坐标便可线性求解出旋转矩阵，再用２个空间点坐标便可线性求解出平移矢量。     

Self-calibration based on invariant view recognition: Dynamic approach to navigation

We extend a dynamic approach of behavior generation to the representation of spatial information. Two levels of dynamics integrate dead-reckoning, dominant far from home bases, and piloting, dominant near home bases. When the view-based piloting system recognizes a home base, visual place information recalibrates the dead-reckoning system, inverting the hierarchical ordering of the two dynamic levels by time scale inversion. Reference views taken at discrete home bases are recognized invariantly under rotation of views. This process yields compass information. Continuous translational information is obtained as a neural place representation built from view correlations with a scattered set of local views. This self-calibrating cognitive map couples into a dynamics of heading direction integrating the behaviors of obstacle avoidance and target acquisition. Targets can be designated in terms of the cognitive map. We demonstrate the dynamical model in simulation.     

费索激光波长计的温度补偿

论文概述了费索干涉仪型激光波长计的原理和标定。详细分析了环境温度变化使仪器参数发生微小变化；论述了ＳＩＯＭ－０１激光波长计以一种新颖的将标准激光引入测量光路的方法，随时对仪器参数实行单点标定，克服了由环境温度变化引进的测量误差。     

Impacts of spectral band difference effects on radiometric cross-calibration between satellite sensors in the solar-reflective spectral domain

In order for quantitative applications to make full use of the ever-increasing number of Earth observation satellite systems, data from the various imaging sensors involved must be on a consistent radiometric scale. This paper reports on an investigation of radiometric calibration errors due to differences in spectral response functions between satellite sensors when attempting cross-calibration based on near-simultaneous imaging of common ground targets in analogous spectral bands, a commonly used post-launch calibration methodology. Twenty Earth observation imaging sensors (including coarser and higher spatial resolution sensors) were considered, using the Landsat solar reflective spectral domain as a framework. Scene content was simulated using spectra for four ground target types (Railroad Valley Playa, snow, sand and rangeland), together with various combinations of atmospheric states and illumination geometries. Results were obtained as a function of ground target type, satellite sensor comparison, spectral region, and scene content. Overall, if spectral band difference effects (SBDEs) are not taken into account, the Railroad Valley Playa site is a “good” ground target for cross calibration between most but not all satellite sensors in most but not all spectral regions investigated. “Good” is defined as SBDEs within ± 3%. The other three ground target types considered (snow, sand and rangeland) proved to be more sensitive to uncorrected SBDEs than the RVPN site overall. The spectral characteristics of the scene content (solar irradiance, surface reflectance and atmosphere) are examined in detail to clarify why spectral difference effects arise and why they can be significant when comparing different imaging sensor systems. Atmospheric gas absorption features are identified as being the main source of spectral variability in most spectral regions. The paper concludes with recommendations on spectral data and tools that would facilitate cross-calibration between multiple satellite sensors.     

The applicability of the ITS-90 method to platinum resistance thermometers of different purity

The static characteristics of platinum resistance thermometers with different platinum purities were measured. It is shown that in the 0–420°C range the ITS-90 method gives an error of less than 0.01°C, while in the 0–230°C range the error is less than 0.006°C. __________ Translated from Izmeritel’naya Tekhnika, No. 12, pp. 33–36, December, 2006.     

回转窑大齿圈的安装与找正

根据回转窑大齿圈结构特点，阐述了回转窑大修中两个半齿圈组装、校正及与简体的安装、找正方法以及重要工艺过程中的注意事项，在山西铝厂2^#熟料窑大修中取得了良好效果。     

测量高功率激光的体吸收能量计

叙述了体吸收激光能量计的特点，介绍了其标定方法，给出了其技术参数。体吸收激光地的推广应用取得了广泛的社会效益。     

A calibration method for the energy-integrating function in photovoltaic system monitoring

Solar radiation has an irregularly varying factor due to a basic day and night cycle and climatic conditions. For such conditions a data sampling interval is important to ensure the accuracy of energy monitoring in a photovoltaic system. While treating a system monitoring equipment as a black box. the author has developed the method of calibrating an energy-integrating function. At first for various input waveforms, the relationship between sampling intervals and quasi-integration outputs have been examined by trapezoidal rule. In the numerical simulation the phases of the sampling clock also are considered Then it is concluded that a sampling interval can be inspected through outside observation only by using a rectangular single pulse. By applying the pulse to the energy-integrating process, two kinds of integrated outputs can be obtained for different sampling phases. The calculated difference between both outputs can uniquely give the sampling interval being inspected. Conditions to ensure measuring accuracy are discussed and the validity of this method has been demonstrated experimentally. Practical calibrating procedures also are proposed for the integrating function of PV system monitoring.     

A three-dimensional measurement system for robot applications

This paper presents a 3D noncontacting sensor system designed to measure the position and orientation of a robot end effector. This measurement system includes two parts: a tridimensional object including four spheres placed along the axes of a tetrahedron and a set of three orthogonally pointed cameras. The purpose is to design a measurement system characterized by easy relationships in order to satisfy real-time constraints. The system has been used in two experiments: first, to calibrate a parallel robot and validate the geometrical control performance, then as an exteroceptive sensor in an assembly task. The system computes position and orientation of the tetrahedron in 100 ms time. The position and orientation accuracy are, respectively, 0.6 mm and 0.2 deg in a workspace, being a cube with 0.3 m sides.