The Conditional Probability Density Function for a Reflected Brownian Motion

Models in economics and other fields often require a restricted Brownian motion because frequently implicit or explicit barriers restrict the domain. This paper contributes to the literature on reflected Brownian motion by deriving its conditional density function as a closed-form expression that consists of infinite sums of Gaussian densities. This solution is compared with an alternative, trigonometric expression derived earlier. Numerical analyses reveal that convergence properties of the expression derived in this paper are superior to those of the alternative representation for most practically relevant set-ups. Despite the complex appearance of the density formula, its use only requires fractions of a second on simple desktop computers such that, next to the theoretical appeal, also practicability is guaranteed.     

On neuro-wavelet modeling

We survey a number of applications of the wavelet transform in time series prediction. The Haar à trous wavelet transform is proposed as a means of handling time series data when future data is unknown. Results are exemplified on financial futures and S&P500 data. Nonlinear and linear multiresolution autoregressionmodels are studied. Experimentally, we show that multiresolution approaches can outperform the traditional single resolution approach to modeling and prediction.     

某高层住宅楼转换层施工案例分析

讨论了厚板迭合层的几种施工方法，并对其中二次迭合成型施工法进行了详细的论述，通过具体案例分析，进行了技术经济比较，为类似工程的应用提供了参考。     

快速傅立叶变换（FFT）在TMS320F206上的实现

对快速傅立叶变换(FFT)在数字信号处理器(DSPs)F206上实现中出现的计算溢出、倒序排列等问题进行了分析并提出了解决方法，同时对快速傅立叶变换(FFT)的特点进行了研究和总结；据此编写出FFT在F206上实现的流程图；根据实验结果，给出了不同长度的FFT运算在F206上实现的运算时间和精度。该结果表明此方法用于一般的信号处理和工业控制中都能达到精度和实时性的要求。     

基于小波分析和有限元法的高维结构优化

结构优化问题的全局最优解一般位于可行域的边界面上,本文利用有限元法来对复杂结构进行分析,借助小 波分析采寻找可行域边界面上的离散点,从而得出高维结构优化问题的全局最优解。     

Application of Fourier Analysis to Digital Imaging for Particle Shape Analysis

The shape of aggregates has an important influence on the behavior of civil engineering materials. Digital imaging techniques provide unique opportunities for describing these features in an automated fashion. Shape analysis of fine and coarse aggregate particles is investigated in this study using Fourier transform of digital images. The geometric signature of each shape is extracted by measuring the distance between its centroid and the boundary at constant increment of angles, and Fourier transforms are used to evaluate its spectral information. The number of highest amplitude harmonics required for accurate profile regeneration is evaluated. Shape of a given aggregate particle is reconstructed using inverse Fourier transforms considering a limited number of significant harmonics. A parameter that can quantify the error between regenerated and original profiles is proposed. Using this value, two shape parameters are defined to describe the overall shape and the ruggedness of a particle. A procedure of quantitatively describing the roundness/angularity of aggregate shape is presented and extended to three dimensions using orthogonal views.     

基于小波分析的听觉滤波器组模型

对听觉滤波器组模型进行了研究。比较分析了伽马通(Gammatone)听觉滤波器组模型和基于小波分析的高斯小波听觉滤波器组模型,分别给出了预测听阈曲线并且与标准听闻曲线进行了比较,结果表明高斯小波听觉滤波器组模型更接近实际人耳滤波效果。将高斯小波听觉滤波器组模型的预测特征响度与德国朗德(Head Acoustics)公司的Artemis软件计算出的特征响度进行分析比较,结果表明,每个特征频带的响度差值都小于0.6 sone。     

有关信号的连续频谱及反演的新简化计算

利用傅氏变换的广义微分定理,导出了当信号ｆ（ｔ）分区满足ｎ阶常系数线性齐次微分方程时,求连续频谱的一般代数表示式,最后又给出了寻求连续频谱反演的一个定理,从而可以避免复杂的,有时不易求解的积分方法,对于一类广泛的常用信号使求其傅氏正反主为换的运算得到简化。     

基于超大电容器储能的独立光伏系统的建模研究

Eestor电容功率密度大、能量密度高且使用安全无污染,是理想的储能器件。设计了一种基于Eestor电容储能的独立光伏系统的系统模型,建立其小信号模型,用Simulink仿真对其运行特性进行了分析,结果表明,系统在光伏输入功率大幅波动以及负载突变时具有很好的稳定性,为其进一步应用于可再生能源发电系统提供了参考。