A Modified Nonparametric Prewhitened Covariance Estimator

Abstract. This paper proposes a fully modified version of the spectral matrix estimator (and the long‐run variance estimator as a special case) proposed originally by Xiao and Linton [Journal of Time Series Analysis (2002) Vol. 23, pp. 215–250], and derives its asymptotic results. A striking feature of the modified spectral matrix estimator is to achieve the convergence rate of O(T ^?8/9) in the mean squared error (MSE), which is usually achieved under the fourth‐order spectral window. However, this estimator does not sacrifice the positive definiteness of the resulting estimate for the rate improvement; it is Hermitian and positive definite in finite samples by construction. The faster convergence rate is established by a multiplicative bias correction of the crude spectral estimator under the second‐order spectral window. The approximations to some sensible definitions of the MSE of the estimator and the bandwidths that minimize the asymptotic MSEs are also derived. Monte Carlo results indicate that for a wide variety of processes the modified spectral matrix estimator reduces the bias without inflating the variance and thus improves the MSE, compared with the crude, bias‐uncorrected estimator.     

Measuring individual corrective reaction time using the intermittent illumination model

The corrective reaction time (t_cr) is an essential motor property when modelling hand control movements. Many studies designed experiments to estimate t_cr, but reported only group means with inconsistent definitions. This study proposes an alternative methodology using Drury's (1994) intermittent illumination model. A total of 24 participants performed circular tracking movements under five levels of visual information delay using a modified monitor in a darkened room. Measured movement speeds and the manipulated delays were used with the model to estimate t_cr of individuals and test effects of gender and path width. The results showed excellent model fits and demonstrated individual differences of t_cr, which was 273 ms on average and ranged from 87 to 441 ms. The wide range of t_cr values was due to significant effects of gender and path width. Male participants required shorter t_cr compared to female participants, especially for narrow path widths.     

一种基于多核嵌入式系统的TD-LTE同步校正方法

针对TD-LTE系统中同步性错误随机发生的问题,提出了一种通过ARM+DSP+FPGA平台的嵌入式系统实现帧号和原语的同步校正方法。该方法基于TD-LTE射频一致性测试仪表硬件平台,通过该嵌入式系统中ARM、DSP、FPGA间的协调工作,由GPMC模块通过帧号和原语两方面对系统同步性进行校正。在TD-LTE射频一致性测试仪表硬件平台中进行了验证,结果表明,该方法在实现帧号与子帧号同步校正的基础上明显提高了TD-LTE系统通信的稳定性。     

X波段85W功率放大模块微带电路设计

针对X波段50 W GaN功放管电路进行改进设计,在满足原有指标的条件下,同时提高电路工作稳定性;巧妙改变微波电路结构,去除了原电路所用的电感,并在不影响电路指标的前提下适当减少了电容、电阻的用量,为整个电路的设计节约了成本。同时,仿真并制作了Wilkinson功分功合器。最终得到85 W功率放大模块,并给出了测试结果。     

Nonparametric kernel density estimation near the boundary

Standard fixed symmetric kernel-type density estimators are known to encounter problems for positive random variables with a large probability mass close to zero. It is shown that, in such settings, alternatives of asymmetric gamma kernel estimators are superior, but also differ in asymptotic and finite sample performance conditionally on the shape of the density near zero and the exact form of the chosen kernel. Therefore, a refined version of the gamma kernel with an additional tuning parameter adjusted according to the shape of the density close to the boundary is suggested. A data-driven method for the appropriate choice of the modified gamma kernel estimator is also provided. An extensive simulation study compares the performance of this refined estimator to those of standard gamma kernel estimates and standard boundary corrected and adjusted fixed kernels. It is found that the finite sample performance of the proposed new estimator is superior in all settings. Two empirical applications based on high-frequency stock trading volumes and realized volatility forecasts demonstrate the usefulness of the proposed methodology in practice.     

主从式测量系统中传感器标定方案的研究及实现

针对主从式测量系统中传感器的标定问题,提出从上位机软件进行标定的方案,着重分析软件标定的数据采集及处理过程,并根据标定直线及标定常数的数值判定是否需要进行原点补偿。实验证明,从上位机软件角度对传感器进行标定更加简单方便,并且降低了对生产线标定人员的专业知识要求,该方法适合应用于工业现场对传感器进行标定,有较高的实际应用价值。     

Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models

Abstract. A symbolic method which can be used to obtain the asymptotic bias and variance coefficients to order O(1/n) for estimators in stationary time series is discussed. Using this method, the large‐sample bias of the Burg estimator in the AR(p) for p = 1, 2, 3 is shown to be equal to that of the least squares estimators in both the known and unknown mean cases. Previous researchers have only been able to obtain simulation results for the Burg estimator's bias because this problem is too intractable without using computer algebra. The asymptotic bias coefficient to O(1/n) of Yule–Walker as well as least squares estimates is also derived in AR(3) models. Our asymptotic results show that for the AR(3), just as in the AR(2), the Yule–Walker estimates have a large bias when the parameters are near the nonstationary boundary. The least squares and Burg estimates are much better in this situation. Simulation results confirm our findings.     

含温度补偿的便携式土壤水分测定仪研制

针对现有土壤水分测定仪的不足,研制了一种新型的便携式土壤水分测定仪。传感器快速测量出土壤温、湿度数据,GPS自动获取时间、经纬度信息,数据既可临时保存在仪器的存储芯片中,又可通过GPRS/GSM将数据及时发送到后台数据库和手机用户。通过温度补偿和野外验证实验得出,温度补偿项为Δy=0.0002 t3-0.011 t2+0.444 1 t-6.423 2,仪器所有功能运行正常,测量绝对误差为-3.64%~3.82%,平均绝对误差为2.24%,精度较高,适合在地方农技和水利部门推广应用,有助于农业水利信息化水平的提高。     

用于光刻系统仿真的多边形处理算法

为提高光刻仿真效率,通过对光刻原理进行研究,提出了2种多边形处理算法,将掩模上的多边形图案进行切分优化,将其划分成若干矩形或三角形。在Linux环境下应用C语言设计出一个完整的光刻仿真系统,设计的具体光学参数为:光源波长为193nm,数值孔径为0.3~0.8,部分相干系数可调范围为0.2~0.8,可一次性仿真1μm×1μm到10μm×10μm范围内的45 nm~0.18μm工艺的复杂版图,并通过多次实验进行验证。实验结果表明:原版图图像的边缘细节得到保留,且该算法有效地减少了光刻模拟的计算复杂度与计算时间,整体效率提升20%以上,为当前智能传感器系统芯片的制造节省了宝贵时间。     

基于集成温度传感器的硅微陀螺仪数字化温度补偿研究

提出了一种基于集成温度传感器的硅微陀螺仪数字化温度补偿方法。首先,介绍了集成温度传感器的硅微陀螺仪基本结构原理,分析了硅微陀螺仪动力学方程以及温度变化对硅微陀螺仪谐振频率、品质因数、标度因数和零偏的影响。然后,设计了基于FPGA的硅微陀螺仪数字化补偿电路。最后,经过温度特性实验得到标度因数和零偏随温度变化曲线,建立了温度补偿模型,提出分段温度补偿方法。经过温度补偿后,标度因数和零偏的温度系数分别由316.66×10-6/℃和366.22°/(h·℃)减小为69.67×10-6/℃和115.25°/(h·℃),证明了补偿方法的正确性和可行性。