基于DSP技术的RFID读写器设计

论述了基于DSP技术的RFID读写器设计方法。在描述RFID系统组成的基础上，给出了读写器的软硬件设计流程。重点阐述了DSP对接收信号的软件处理以及反冲撞功能的实现方法。该读写器已应用于开放式门禁系统中，实际应用结果表明其性能良好。     

基于横向型滤波器的多用户检测器

本文将横向型滤波器算法应用于CDMA系统之中，从而实现多用户检测的功能。分析和仿真结果表明，该类多用户检测器具有较好的抗“远近效应”能力和较为简单的结构，具有广泛的应用前景。     

消除工频干扰的自适应滤波器

工频干扰是仪器仪表信号中的重要干扰因素，要消除它，人们通常采用滤波方法，而采用自适应滤波的方法，可以取得较好的效果。     

曝气生物滤池及其填料作用机理

介绍了曝气生物滤池及其填料的应用情况和研究进展,对曝气生物滤池反应动力学以及其填料作用机理等方面的研究进展进行了研究,概述了影响曝气生物滤池运行的主要因素,同时提出了今后曝气生物滤池的发展方向。     

基于量子粒子群优化的油气资源经济可持续发展评价

在构建油气资源经济可持续发展能力评价指标体系的基础上,提出了一种基于量子粒子群优化的神经网络评价方法。该方法用三层前馈神经网络建立评价指标和评价结果之间的非线性映射关系,用量子粒子群算法优化神经网络权值完成网络训练。以中国2001—2005年的油气资源经济可持续发展评价为例,验证了方法的有效性和可行性。     

Explicit filters and supply chain design

Due to the complexity of present day supply chains it is important to select the simplest supply chain scheduling decision support system (DSS) which will determine and place orders satisfactorily. We propose to use a generic design framework, termed the explicit filter methodology, to achieve this objective. In doing so we compare the explicit filter approach to the implicit filter approach utilised in previous OR research the latter focusing on minimising a cost function. Although the eventual results may well be similar with both approaches it is much clearer to the designer, both why and how, an ordering system will reduce the Bullwhip effect via the explicit filter approach. The “explicit filter” approach produces a range of DSS designs corresponding to best practice. These may be “mixed and matched” to generate a number of competitive delivery pipelines to suit the specific business scenario.     

Estimation methods for stochastic volatility models: a survey

Abstract.  Although stochastic volatility (SV) models have an intuitive appeal, their empirical application has been limited mainly due to difficulties involved in their estimation. The main problem is that the likelihood function is hard to evaluate. However, recently, several new estimation methods have been introduced and the literature on SV models has grown substantially. In this article, we review this literature. We describe the main estimators of the parameters and the underlying volatilities focusing on their advantages and limitations both from the theoretical and empirical point of view. We complete the survey with an application of the most important procedures to the S&P 500 stock price index.     

EMI滤波器的设计

文章从建立EMI滤波器的共模、差模噪声源等效电路及电路模型入手,进而探讨了EMI滤波器的设计方法及其在实际应用的结构和结构参数的选择问题。     

Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area

This paper tests the significance and the non-linearity of the Phillips trade-off in the aggregate Euro Area, in an unobserved components model of stochastic NAIRU and trend output featuring the Phillips equation and the Okun law as main identifying equations, with quarterly data for 1970:I-2002:III. The Phillips curve turns out to be linear and its trade-off statistically significant, while non-linearity shows up in the Okun relation. The results prove to be robust to alternative lag length structures of the model, and to alternative non-linear functional forms. The trend-cycle decompositions estimated with the model capture the main features of the Euro Area’s recent macroeconomic record.First version received: 1 September 2003 / Final version received: June 2004CEMPRE - Centro de Estudos Macroeconómicos e Previsão - is supported by the Fundação para a Ciência e a Tecnologia, Portugal, through the Programa Operacional Ciência, Tecnologia e Inovação (POCTI) of the Quadro Comunitário de Apoio III, which is financed by FEDER and Portuguese funds.We thank comments on earlier versions by Fabio Canova, Miguel St Aubyn, Alvaro Almeida, Pete Richardson, Kevin Ross, and two anonymous referees. We acknowledge James D. Hamilton’s help with the confidence bands. The usual disclaimer applies.     

Seasonality and Markov switching in an unobserved component time series model

It is generally acknowledged that the growth rate of output, the seasonal pattern, and the business cycle are best estimated simultaneously. To achieve this, we develop an unobserved component time series model for seasonally unadjusted US GDP. Our model incorporates a Markov switching regime to produce periods of expansion and recession, both of which are characterized by different underlying growth rates. Although both growth rates are time-varying, they are assumed to be cointegrated. The analysis is Bayesian, which fully accounts for all sources of uncertainty. Comparison with results from a similar model for seasonally adjusted data indicates that the seasonal adjustment of the data significantly alters several aspects of the full model. First Version Received: January 2001/Final Version Received: February 2002 Send offprint requests to: Rob Luginbuhl?Correspondence to: Rob Luginbuhl