排序方式: 共有65条查询结果,搜索用时 15 毫秒
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高速移动环境下,无线信道具有时频双选性衰落的特性,使得滤波器组多载波(Filter Bank Multi-carrier,FBMC)系统产生长突发差错。将一种基于Baker映射的混沌交织算法应用在滤波器组多载波系统中,根据混沌密钥对发送数据进行分块和重新排列,按照Baker映射规则完成数据交织。此方法可以将长突发差错变为单突发差错,结合卷积编码能有效地纠正双选信道产生的长突发差错。仿真结果表明,在双选择信道中,基于混沌交织的滤波器组多载波系统误比特率性能优于传统基于块交织的滤波器组多载波系统。 相似文献
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随机混沌具有真随机性、对初值敏感、易于产生和控制等特点,频率步进信号易于工程实现和处理,结合两者的优势,提出了一种载频随机步进的随机混沌信号(RSCFSCS)模型,用于高速目标的速度估计和距离维高分辨成像。首先,通过非周期函数激励非线性系统,产生不可预测的随机混沌信号(SCS),经频率调制后用作基带子脉冲。同时,将SCS通过映射变换得到跳频编码(FHC),用来决定调频脉冲串的载频步进。RSCFSCS 速度估计包括粗搜索和精搜索,粗搜索采用固定步长,保证速度偏差小于速度分辨单元,而精搜索采用黄金分割搜索算法可得到精确的速度估计。最后,子脉冲经相干合成形成宽带信号,实现高分辨距离成像。数值仿真表明提出的信号模型和处理算法性能良好。 相似文献
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从混沌理论哲学观对旅游学混沌态及学科体系探讨 总被引:1,自引:0,他引:1
从混沌理论哲学观,对旅游学混沌态进行了分析,将其分为"前科学阶段"混沌态和"内在随机性"混沌态,认为旅游学的"内在随机性"决定了旅游学多学科、交叉性的特点.从混沌学的"初值敏感性"理论,阐明了旅游研究应以游客为初始路径的观点.根据混沌理论,确定了体验和服务是旅游系统的两个奇异吸引子,并分析了它们之间的联系与区别.从旅游系统动力机制分析,提出了由体验维、服务维、影响维和信息、技术维等4个维度构成的旅游学科体系框架. 相似文献
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This paper presents hedging strategies for European and exotic options in a Lévy market. By applying Taylor’s theorem, dynamic hedging portfolios are constructed under different market assumptions, such as the existence of power jump assets or moment swaps. In the case of European options or baskets of European options, static hedging is implemented. It is shown that perfect hedging can be achieved. Delta and gamma hedging strategies are extended to higher moment hedging by investing in other traded derivatives depending on the same underlying asset. This development is of practical importance as such other derivatives might be readily available. Moment swaps or power jump assets are not typically liquidly traded. It is shown how minimal variance portfolios can be used to hedge the higher order terms in a Taylor expansion of the pricing function, investing only in a risk‐free bank account, the underlying asset, and potentially variance swaps. The numerical algorithms and performance of the hedging strategies are presented, showing the practical utility of the derived results. 相似文献
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张玲 《黄石理工学院学报》2008,24(4)
基于推广的微分方程不变原理,设计了一个简单的自适应反馈控制器,并证明了在这一控制器的作用下,可以识别出非自治混沌系统中的未知参数.这一识别方法简单便于工程实现,且具有鲁棒性.对于Duffing-Van der pol系统和Duffing系统的数值模拟验证了我们的结论. 相似文献
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Noisy chaotic dynamics in commodity markets 总被引:2,自引:1,他引:2
Catherine?Kyrtsou Walter C.?LabysEmail author Michel?Terraza 《Empirical Economics》2004,29(3):489-502
The nonlinear testing and modeling of economic and financial time series has increased substantially in recent years, enabling us to better understand market and price behavior, risk and the formation of expectations. Such tests have also been applied to commodity market behavior, providing evidence of heteroskedasticity, chaos, long memory, cyclicity, etc. The present evaluation of futures price behavior confirms that the resulting price movements can be random, suggesting noisy chaotic behavior. Prices could thus follow a mean process that is dynamic chaotic, coupled with a variance that follows a GARCH process. Our conclusion is that models of this type could be constructed to assist in forecasting prices in the short run but not over long run time periods.First version received: June 2001/Final version received: March 2003 相似文献
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