异常市场的判别

给出了股票价格的Black Scholes模型中股票期望收益率μ及波动率σ2的估计,并证明了这种估计的良好性质。给出异常市场判别准则,提出第一、第二警戒值的计算公式。     

基于空间谱估计的弹机分离检测研究

空空雷达主动制导导弹正成为各军事大国优先发展的空战武器,针对该类型导弹,分析了其典型的特征参数,以雷达-电子战一体化概念为牵引,提出了采用机载相控阵雷达信号处理技术进行弹机分离检测的思想。仿真结果表明,该方法具有较好的检测性能,为后续的干扰措施提供了有力的支撑。     

真比例导引律的降维分析方法

提出了三维真比例导引律的降维分析方法。首先研究视线的运动规律,提出了视线的两种旋转角速度及其计算方法,建立了视线运动方程与新的弹目相对运动方程。其次通过对弹目相对运动的分析,发现在三维空间中存在视线瞬时旋转平面,可以在该平面内构造二维制导律,以应用于三维拦截问题的制导控制。然后将空间真比例导引律不加任何近似与线性化直接引入视线瞬时旋转平面,使其维度从三维降为二维,并对其制导特性进行了分析。最后通过仿真对比分析,验证了真比例导引律降维分析方法的有效性。     

基于能量度量的星载AIS信号自适应码元同步抽取算法

基带信号码元同步抽取是目前星载AIS(Automatic Identification System)信号处理中的一个难点问题,针对过零检测和迟门早门等现有算法存在的不足,提出了基于能量度量的基带信号自适应码元同步抽取算法。将基带信号根据采样率和码速率的比值分割成相同的段的组合,之后分别计算每个段内相应样点的能量度量,最后选择使能量度量最大时的样点集作为最优同步抽取样点,该样点集具有最大信噪比。仿真结果验证了该算法误码率优于过零检测和迟门早门算法。     

IMM-EKF的弹道导弹轨道实时动态预测

快速准确的导弹轨道预测是有效进行导弹防御的前提。提出一种基于IMM-EKF的弹道导弹轨道实时动态预测方法,对导弹发射点和落点分别进行动态预测研究。首先,构建不包含导弹先验信息的IMM-EKF弹道估计器;其次,定义一种模型概率累积因子,用于估计导弹的关机时刻及相应的运动状态;最后,基于导弹运动状态的实时估计,动态预测落点和发射点。仿真实验结果表明:该方法能实时动态预测导弹发射点和落点;发射点预测应利用主动段状态估计,而落点预测则在导弹自由段早期进行为宜。     

屏蔽数据在新型截尾样本下系统的可靠性分析

当系统含有屏蔽数据时,在具有随机移走逐步增加型截尾模型下,讨论了部件寿命服从双参数指数分布的串联系统可靠性估计问题。设随机移走系统数服从二项分布,利用极大似然方法,Bayes理论及方法,推导出双参数指数部件参数、系统可靠性函数、失效率函数及移走概率的极大似然估计和Bayes估计。并利用Monte Carlo方法对两种估计结果进行了比较,表明Bayes估计较极大似然估计效果更优。     

面向诸元计算精度鉴定的二次抽样试验设计方法

针对诸元计算精度常规试验方法的缺点和不足之处,提出了"二次抽样"的试验设计方法,在一次抽样的基础上,通过对试验结果进行分析,进行第二次有针对性的抽样试验,并采用贝叶斯估计方法,对两次相关联的试验结果进行综合评价。最后采用该方法对某型炮兵指控系统的诸元计算精度进行了检验,证明了该方法的实用性和有效性。与常规试验方法相比,二次抽样法对诸元计算中各变量不同值域的权重进行了重新分配,其计算结果对被试装备的实际性能更具有指向性。     

单晶硅反射镜激光能量吸收系数与衬底表面质量的关联

高能激光系统中,单晶硅基底反射镜的能量吸收系数是影响系统性能的关键指标。衬底加工质量对镀膜后元件激光能量吸收系数影响显著。通过测试不同衬底粗糙度、划痕密度的单晶硅反射元件,分析衬底表面典型加工特征(粗糙度、划痕)对激光能量吸收系数的影响规律,认为粗糙度与吸收系数正相关,粗糙度均方根从0.668nm降低至0.345nm会使吸收系数降低28.0%。少量划痕对吸收系数的直接影响并不明显,吸收系数均值变化在3.1%以内。但表面划痕会诱发激光损伤,划痕密度较大时会引起后续能量吸收持续增大,辐照400s后,吸收系数较辐照100s时增大18.3%。     

Effect of organo-modified montmorillonite nanoclay on mechanical,thermal and ablation behavior of carbon fiber/phenolic resin composites

The mechanical, thermal and ablation properties of carbon phenolic (C-Ph) composites (Type-I) rein-forced with different weight percentages of organo-modified montmorillonite (o-MMT) nanoclay have been studied experimentally. Ball milling was used to disperse different weight (wt) percentages (0, 1,2,4,6 wt.％) of nanoclay into phenolic resin. Viscosity changes to resin due to nanoclay was studied. On the other hand, nanoclay added phenolic matrix composites (Type-II) were prepared to study the dispersion of nanoclay in phenolic matrix by small angle X-ray scattering and thermal stability changes to the matrix by thermogravimetric analyser (TGA). This data was used to understand the mechanical, thermal and ablation properties of Type-I composites. Inter laminar shear strength (ILSS), flexural strength and flexural modulus of Type I composites increased by about 29％, 12％and 7％respectively at 2 wt.％ addition of nanoclay beyond which these properties decreased. This was attributed to reduced fiber volume fraction (％Vf) of Type-I composites due to nanoclay addition at such high loadings. Mass ablation rate of Type-I composites was evaluated using oxy acetylene torch test at low heat flux (125 W/cm2) and high heat flux levels (500 W/cm2). Mass ablation rates have increased at both flux levels marginally up to 2 wt.％ addition of nanoclay beyond which it has increased significantly. This is in contrast to increased thermal stability observed for Type-I and Type-Ⅱ composites up to 2 wt.％addition of nanoclay. Increased ablation rates due to nanoclay addition was attributed to higher insulation effi-ciency of nanolcay, which accumulates more heat energy in limited area behind the ablation front and self-propagating ablation mechanisms triggered by thermal decomposition of organic part of nanoclay.     

A novel formulation of material nonlinear analysis in structural mechanics

This article demonstrates a novel approach for material nonlinear analysis. This analysis procedure eliminates tedious and lengthy step by step incremental and then iterative procedure adopted classically and gives direct results in the linear as well as in nonlinear range of the material behavior. Use of elastic moduli is eliminated. Instead, stress and strain functions are used as the material input in the analysis procedure. These stress and strain functions are directly derived from the stress-strain behavior of the material by the method of curve fitting. This way, the whole stress-strain diagram is utilized in the analysis which naturally exposes the response of structure when loading is in nonlinear range of the material behavior. It is found that it is an excellent computational procedure adopted so far for material nonlinear analysis which gives very accurate results, easy to adopt and simple in calculations. The method eliminates all types of linearity assumptions in basic derivations of equations and hence, eliminates all types of possibility of errors in the analysis procedure as well. As it is required to know stress distribution in the structural body by proper modelling and structural idealization, the proposed analysis approach can be regarded as stress-based analysis procedure. Basic problems such as uniaxial problem, beam bending, and torsion problems are solved. It is found that approach is very suitable for solving the problems of fracture mechanics. Energy release rate for plate with center crack and double cantilever beam specimen is also evaluated. The approach solves the fracture problem with relative ease in strength of material style calculations. For all problems, results are compared with the classical displacement-based liner theory.