犬钩端螺旋体PCR检测方法的应用

采用荷兰皇家热带病研究院WHO钩体病参考中心设计的一对引物进行普通PCR检测。经反应条件与体系优化,对犬钩端螺旋体与霍乱弧菌,伤寒杆菌,沙门氏菌,产毒性大肠杆菌,致病性大肠杆菌,痢疾,溶藻菌,非O1、O139霍乱弧菌,副溶血性弧菌,O157菌进行检测,除犬钩端螺旋体以外均为阴性,表明钩端螺旋体PCR检测方法与以上菌株无交叉反应,证明了该钩端螺旋体PCR检测方法具有特异性;双链DNA灵敏度检测结果显示PCR方法可以检测到的核酸浓度最低为3×10³拷贝。此结果证明该犬钩端螺旋体PCR检测方法具有较好的特异性和灵敏度,可用于犬钩端螺旋体样品的检测。     

不同地貌条件下雷达高度表近地点灵敏度设计计算及优化调整

研究了不同地貌条件下(即土壤的电参数不同的各种条件)地面反射系数的变化对雷达高度表低高度测高性能的影响,给出了不同地貌务件下雷达高度表近地点灵敏度设计计算及优化调整方法.对灵敏度参数调整后的高度表进行了性能测试和外场初步的性能试飞验证,证明了设计计算理论和思想,达到了设计要求,取得了较好实际效果.     

三阶数字锁相环环路参数的设计方法

为实现卫星移动环境下的精密测距、测速,分析了三阶数字锁相环跟踪卫星多普勒频率变化的能力.利用理想二阶锁相环构造了三阶环,对三阶环路的参数设计方法进行了数学推导和仿真研究,分析了三阶环的参数选择的原则,并给出了环路滤波器的数字实现框图.仿真结果表明,利用推导出的参数设计方法所设计的三阶数字环路,能很好地满足设计要求,且稳定性好.     

一种竞争型的临近空间通信网多址接入协议仿真

为实现移动终端对临近空间物理链路资源的有效共享,提出将基于竞争机制的载波 侦听型多址接入协议（CSMA）应用到临近空间通信网中,并采用理论推导和OPNET建模仿真 的方法对其吞吐量和时延性能进行了分析。仿真结果表明,在常规的用户数量下,CSMA协议 能够保证较大的吞吐量和较低的端到端时延,可以很好地应用于临近空间通信网。     

能量收集双向中继网络的中继选择和功率分配

结合能量收集技术,研究了放大转发双向中继网络的系统性能。基于双向中继系统中的两个端到端信噪比平衡准则,推导出了单中继选择情况下信源最优的功率分配方案和中继最优的能量收集比例。仿真结果证明所提方法能够实现最好的系统性能。通过比较发现,能量收集双向中继网络比传统双向中继网络能够实现更高的传输速率。     

基于GPS的端到端时延测量方法设计方案

端到端时延是评估Internet的网络性能的重要参数之一,也是近年来的研究热点。由于端到端时延的测量存在收发时钟不同步问题,所以常用的网络时延测量方法大多是通过测往返时延来间接求得端到端时延,测量结果的误差较大。文中基于GPS接收机的同步方法设计出网络时延测量仪来测量端到端时延,解决了收发时钟不同步的问题,提高了测量的精度。     

海上GPS导航系统的参数计算

根据当前船位和预置的航路点位置计算航路点导航参数是海上导航的基本问题。本文简要介绍了航路点导航的基本原理,提出了海上GPS导航参数的一种计算方法,对大圆航法导航参数的推导、计算进行了讨论,最后给出了软件设计流程图。     

三阶锁相环环路滤波器参数设计

锁相环在通信、遥测、导航等领域有着广泛的应用,三阶锁相环由于其频率斜率跟踪能力,越来越受到重视,特别是深空探测的极窄带应用。利用系统稳定性分析方法和高阶系统分析理论,分别对两种模型的二阶环路滤波器,即理想二阶滤波器和三参数滤波器模型,推导了参数设计公式,给出三阶锁相环设计参数的模拟及数字环路公式,并与JPL数字锁相环(DPLL)的设计参数经验公式进行比较。仿真结果表明,3种设计方法近似相同,而所推导的参数设计方法优点在于可以灵活配置系统的零、极点的位置以及阻尼系数等多种参数,为各种变带宽和自适应算法提供理论和应用基础。     

快衰落信道条件下无线中继系统波束形成方案

随着设备小型化的发展趋势,天线间距较小,信道具有相关性;且假设发射端处于高速移动状态,无法获得完全信道状态信息,只能根据部分信道状态信息设计发射端波束形成方案。针对发射端和接收端配置多天线的固定增益放大转发无线中继系统,以最大化接收端信噪比为准则,设计了基于部分信道状态信息的波束形成方案,推导了系统中断概率和平均误符号率的闭合表达式,通过仿真验证了性能分析的有效性和所设计方案的优越性。在平均误符号率为10-2、相关系数为0.8时,所提方案比反馈信道状态信息的方案节约1.6 dB的信噪比。     

微弱LFM信号的FrFT检测能力分析

基于分数阶傅里叶变换（FrFT）检测线性调频（LFM）信号广泛应用于雷达、通信、声呐和电子战领域，但缺乏对检测灵敏度的定量分析。为此，研究了FrFT对微弱LFM信号的检测能力。根据FrFT思想和二元假设检验理论，推导了检测概率和虚警概率的数学表达式。由于表达式是关于LFM信号频谱的函数，因此区分快变信号和慢变信号对LFM的频谱进行了合理近似。基于接收机工作特性曲线分析了FrFT检测LFM信号的灵敏度。仿真比较了FrFT与传统傅里叶变换（FT）对微弱LFM信号的检测能力，结果表明FrFT对LFM信号的检测灵敏度和信号累积能力均优于FT。     

Evaluation of structure and reproducibility of cluster solutions using the bootstrap

Segmentation results derived using cluster analysis depend on (1) the structure of the data and (2) algorithm parameters. Typically, neither the data structure nor the sensitivity of the analysis to changes in algorithm parameters is assessed in advance of clustering. We propose a benchmarking framework based on bootstrapping techniques that accounts for sample and algorithm randomness. This provides much needed guidance both to data analysts and users of clustering solutions regarding the choice of the final clusters from computations that are exploratory in nature.     

THE SQUARED ORNSTEIN-UHLENBECK MARKET

We study a complete market containing J assets, each asset contributing to the production of a single commodity at a rate that is a solution to the squared Ornstein-Uhlenbeck (Cox-Ingersoll-Ross) SDE. The assets are owned by K agents with CRRA utility functions, who follow feasible consumption/investment regimes so as to maximize their expected time-additive utility from consumption. We compute the equilibrium for this economy and determine the state-price density process from market clearing. Reducing to a single (representative) agent, and exploiting the relation between the squared-OU and squared-Bessel SDEs, we obtain closed-form expressions for the values of bonds, assets, and options on the total asset value. Typical model parameters are estimated by fitting bond price data, and we use these parameters to price the assets and options numerically. Implications for the total asset price itself as a diffusion are discussed. We also estimate implied volatility surfaces for options and bond yields.     

Optimal consumption and investment under transaction costs*

In this paper, we consider the Merton problem in a market with a single risky asset and proportional transaction costs. We give a complete solution of the problem up to the solution of a first‐crossing problem for a first‐order differential equation. We find that the characteristics of the solution (e.g., well‐posedness) can be related to some simple properties of a univariate quadratic whose coefficients are functions of the parameters of the problem. Our solution to the problem via the value function includes expressions for the boundaries of the no‐transaction wedge. Using these expressions, we prove a precise condition for when leverage occurs. One new and unexpected result is that when the solution to the Merton problem (without transaction costs) involves a leveraged position, and when transaction costs are large, the location of the boundary at which sales of the risky asset occur is independent of the transaction cost on purchases.     

INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL

This paper presents an analytically tractable valuation model for residential mortgages. The random mortgage prepayment time is assumed to have an intensity process of the form h _t = h ₀( t ) +γ ( k − r _t )⁺ , where h ₀( t ) is a deterministic function of time, r _t is the short rate, and γ and k are scalar parameters. The first term models exogenous prepayment independent of interest rates (e.g., a multiple of the PSA prepayment function). The second term models refinancing due to declining interest rates and is proportional to the positive part of the distance between a constant threshold level and the current short rate. When the short rate follows a CIR diffusion, we are able to solve the model analytically and find explicit expressions for the present value of the mortgage contract, its principal-only and interest-only parts, as well as their deltas. Mortgage rates at origination are found by solving a non-linear equation. Our solution method is based on explicitly constructing an eigenfunction expansion of the pricing semigroup, a Feynman-Kac semigroup of the CIR diffusion killed at an additive functional that is a linear combination of the integral of the CIR process and an area below a constant threshold and above the process sample path (the so-called area functional). A sensitivity analysis of the term structure of mortgage rates and calibration of the model to market data are presented.     

多音干扰下DS/FH混合扩频测控信号检测性能分析

分析DS/FH(直扩/跳频)混合扩频测控信号在干扰环境下的性能对该新测控体制的研究 具有重要的意义。推导了多音干扰环境下DS/FH测控信号的检测概率和虚警概率表达式,仿 真分析了不同直扩增益、跳频增益组合情况在不同多音干扰条件下的检测性能,得到了一些 有意义的结论,为进一步研究提供了参考。     

Toward Understanding Persuasion Expressions: The Activation of Attitudes

In response to sales representatives’ closing expressions, consumers’ stored attitudes are activated spontaneously from memory and influence product evaluations. Studies 1a and 1b examined the levels of favorability associated with several persuasive expressions. Study 2 then examined whether a sales representative's use of a more (Authority) or a less (Scarcity) favorable persuasive expression would affect consumers’ subsequent product and advertisement evaluations. The expressions were found to work differently depending upon two moderator variables: Need for Cognition and argument quality. The effect of Scarcity heightened subsequent product evaluation as Need for Cognition decreased, whereas the effect of Authority heightened subsequent product evaluation as Need for Cognition increased. The Scarcity statement did not affect product evaluations given strong or weak message claims in the advertisement, whereas the Authority statement produced more favorable product evaluations given strong versus weak messages claims. Cognitive response analyses and mediation patterns also indicated that the two persuasive expressions were distinct based upon individuals’ Need for Cognition. Implications for both sales representatives and consumers are drawn from these findings.     

The Valuation of Options with Restrictions on Preferences and Distributions

This article develops a discrete‐time, risk‐neutral valuation relation (RNVR) for the pricing of contingent claims when preferences in the economy are characterized by decreasing absolute risk aversion and the marginal distribution of the underlying is an inverse coshnormal. The RNVR is applied to obtain closed‐form expressions for calls and puts written on nondividend‐paying stocks, futures contracts, foreign currencies, and dividend‐paying stocks. Such pricing equations contain two parameters, the threshold and rescale parameters, not contained in the Black–Scholes valuation equation. Inverse‐coshnormal option values make the approach look interesting. © 2001 John Wiley & Sons, Inc. Jrl Fut Mark 21:1091–1117, 2001     

信号线跨分割SI数值仿真

以信号线跨分割现象为切入点，探讨高速PCB传输线互连设计方法。先用有限元法仿真计算S参数，然后通过矢量拟合（VF）方法提取等效电路参数，最后分析不同结构参数对高速数字信号完整性（Si）的影响。     

Option pricing in the moderate deviations regime

We consider call option prices close to expiry in diffusion models, in an asymptotic regime (“moderately out of the money”) that interpolates between the well‐studied cases of at‐the‐money and out‐of‐the‐money regimes. First and higher order small‐time moderate deviation estimates of call prices and implied volatilities are obtained. The expansions involve only simple expressions of the model parameters, and we show how to calculate them for generic local and stochastic volatility models. Some numerical computations for the Heston model illustrate the accuracy of our results.