Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence

Abstract. We consider semiparametric estimation in time‐series regression in the presence of long‐range dependence in both the errors and the stochastic regressors. A central limit theorem is established for a class of semiparametric frequency domain‐weighted least squares estimates, which includes both narrow‐band ordinary least squares and narrow‐band generalized least squares as special cases. The estimates are semiparametric in the sense that focus is on the neighbourhood of the origin, and only periodogram ordinates in a degenerating band around the origin are used. This setting differs from earlier studies on time‐series regression with long‐range dependence, where a fully parametric approach has been employed. The generalized least squares estimate is infeasible when the degree of long‐range dependence is unknown and must be estimated in an initial step. In that case, we show that a feasible estimate which has the same asymptotic properties as the infeasible estimate, exists. By Monte Carlo simulation, we evaluate the finite‐sample performance of the generalized least squares estimate and the feasible estimate.     

线性二次型最优控制闭环系统极点的必要条件

本文推导了线性二次型（LQ）最优控制闭环系统极点应满足的必要条件，以及与加权阵Q和R的等式关系     

线性浮阀在大型冷水机组中的应用

介绍新型节流装置——线性浮阀的结构、工作原理、特点及其在大型冷水机组中的应用以及实际使用中可能存在的问题，为在设计具有较高能效比的中大型冷水机组中，在节流机构选择应用上提供更大的选择空间。     

Generation of interfacial instabilities in charged electrified viscous liquid films

This study is concerned with the stability of a two-dimensional incompressible conducting liquid film surrounded by a passive conducting medium, when an electric field is applied in a direction parallel to the initially flat bounding fluid interfaces. Currents generate charges at the bounding interfaces which in turn affect the stress balances there. In the absence of an electric field, the viscous liquid film is stable (instability can be induced by the inclusion of van der Waals forces for ultra thin films). A complete model is presented, at arbitrary Reynolds number, which accounts for conductivity and permittivity contrasts between the fluid and surrounding medium, as well as surface tension. The linear stability of the system is considered for arbitrary Reynolds numbers and it is shown that the stable film can become unstable if, (i) σ _R ɛ _p >1, or (ii) σ _R ɛ _p <1 and (σ _R −1)(1−ɛ _p )<0, where σ _R is the ratio of outer to inner conductivity and ε _p is the ratio of inner to outer permittivity. Instability is possible only if the electric field is non-zero and the scalings near bifurcation points that can be used to construct nonlinear theories are calculated. Several asymptotic limits are also considered including zero Reynolds numbers and short or long waves. The instability criteria given above are constructed explicitly in the case of Stokes flow.     

MIMO系统中简单的扩展空时块编码分集技术研究

本文提出一种多输入多输出（MIMO）天线系统中简单的扩展空时块编码（SSTBC）分集技术，采用沃尔什码来区分各天线发送数据子流。采用这种方法，在系统带宽一定时，不降低发送信息速率，同时接收机简单。不同天线的发送信息经过了所有收一发天线对之间的空间子信道，获得了所有路径的部分空间分集增益，仿真结果表明，这种增益的获得不受限于接收分集阶数，并且随发射天线的增加以一定的线性关系增加。     

Effects of Spatial Characteristics on Smart Antenna System with Uniform Linear Antenna Array

1IntroductionCurrently,smart antenna technology can greatly en-hance system performance and i mprove the system ca-pacity so that it has been considered as a keytechnologyinthe third generation wireless communicationsystems .The researches on channel model , beamforming algo-rithms and receive algorithms have been widely carriedout and a great many of proposition have beensubmittedtothe 3th Generation Project Partner (3GPP) . Fromthe viewpoint of link-level and system-level research,many asp…     

基于MATLAB在化工优化设计中的应用

结合化工优化计算的实例，着重介绍如何应用MATLAB7．0提供的优化工具箱来对线性规划及非线性规划模型进行求解。     

Dynamic Multicast Session Provisioning in WDM Optical Networks with Sparse Splitting Capability

In this work, we study dynamic provisioning of multicast sessions in a wavelength-routed sparse splitting capable WDM network with an arbitrary mesh topology where the network consists of nodes with full, partial, or no wavelength conversion capabilities and a node can be a tap-and-continue (TaC) node or a splitting and delivery (SaD) node. The objectives are to minimize the network resources in terms of wavelength-links used by each session and to reduce the multicast session blocking probability. The problem is to route the multicast session from each source to the members of every multicast session, and to assign an appropriate wavelength to each link used by the session. We propose an efficient online algorithm for dynamic multicast session provisioning. To evaluate the proposed algorithm, we apply the integer linear programming (ILP) optimization tool on a per multicast session basis to solve off-line the optimal routing and wavelength assignment given a multicast session and the current network topology as well as its residual network resource information. We formulate the per session multicast routing and wavelength assignment problem as an ILP. With this ILP formulation, the multicast session blocking probability or success probability can then be estimated based on solving a series of ILPs off-line. We have evaluated the effectiveness of the proposed online algorithm via simulation in terms of session blocking probability and network resources used by a session. Simulation results indicate that our proposed computationally efficient online algorithm performs well even when a fraction of the nodes are SaD nodes.     

基于DTW算法的语音识别系统实现

动态时间归整(DTW)算法的实现简单有效,在孤立词语音识别系统中得到了广泛的应用.介绍了将DTW算法移植到TMS320VC5402上实现孤立词语音识别的原理、系统硬件组成和软件设计.研究结果表明,系统能满足实时性能要求,识别效果良好.