采用FFT-PSO策略的多约束稀疏阵天线方向图综合

采用稀疏布阵的相控阵测控天线，阵元等幅激励时的阵列峰值副瓣电平无法满足指标要求。在考虑天线增益、半功率波束宽度等指标约束时设计了合适的适应度函数，并基于粒子群算法(PSO)对阵元激励幅度进行优化以降低天线副瓣电平。同时，分析了等间距栅格平面阵列天线方向图与离散傅里叶变换的关系，采用快速傅里叶变换(FFT) 降低了阵列方向图计算复杂度。仿真结果表明，该方法可有效降低峰值副瓣电平和计算复杂度。     

平面六边形稀疏阵列天线的优化

针对标准的差分进化算法只能处理连续空间的优化问题,提出了一种基于取整策略的差分进化算法。该方法只需要对优化变量进行四舍五入取整,就能够把标准差分进化算法用于稀疏阵列天线方向图优化。将取整策略的差分进化算法应用到六边形平面稀疏天线阵的布阵设计。为了计算六边形阵列天线的方向图,提出在口径中添加虚拟单元的计算模型,把六边形阵列转化为可以实现二维快速傅里叶变换的矩形阵列。以改善阵列峰值副瓣电平为目的进行仿真试验,结果表明,优化后的稀疏天线阵峰值旁瓣电平与采用遗传算法相比改善了4.5~5.1 dB,且具有计算速度快、稳定性好的优点。     

采用改进和声搜索算法的稀布线阵综合方法

针对稀布天线阵列中带有阵元数目、阵列孔径、阵元间距上下限和峰值旁瓣电平抑制的多重约束问题，提出了一种基于改进和声搜索算法的综合方法。通过和声变量与阵元间距的矢量映射，原始的强约束优化问题可以转换为仅含双边约束的优化问题，从而在保持可行解空间不变的同时提高了问题的自由度。为了加速收敛过程，采用动态调整参数策略。仿真结果表明，与现有文献中的算例进行比较，所提出的方法能够得到更低的峰值旁瓣电平，且鲁棒性好，收敛速度快。     

宽带超低副瓣天线阵设计

描述了由16元线阵组成的L频段宽带超低副瓣天线阵的设计,给出了设计过程中所解决的各项关键技术及所采用的技术途径,以及一些设计数据和测试结果。天线近场测试表明,所研制的天线在优于25%频带内天线峰值副瓣电平低于-38 dB,垂直面扫描±30°时,天线峰值副瓣电平低于-35 dB。     

一种大规模发射阵列的稀布方法

为了提高大规模发射阵列的优化效率和降低大规模发射阵列的散热压力,提出了一种基于子阵和交替迭代的大规模发射阵列稀布阵方法。首先给出了大规模发射阵列基本子阵结构的确定原则,接着建立基于基本子阵结构的优化模型,之后交替迭代地对基本子阵结构的中心位置进行优化,在优化过程中各基本子阵结构的中心位置的移动总是使得发射阵列方向图函数的最大旁瓣最小。仿真实验表明,提出的大规模发射阵列稀布阵方法能够较快地收敛到较优的结果。     

平面稀疏阵列天线的约束优化设计

针对有阵元数和阵列口径约束的矩形平面稀疏阵天线的综合问题,提出了一种基于整数编码的差分进化算法。该方法以每个阵元的栅格位置编号作为设计变量,使阵列的稀疏率满足约束条件,避免了优化过程中的不可行解,还减少了优化变量的个数。为了加速优化过程,采用快速傅里叶变化计算阵列的方向图。以改善阵列峰值副瓣电平为目的进行仿真试验,结果表明：优化后的稀疏天线阵峰值旁瓣电平比现有方法相比改善了1.2~1.7 dB,且具有收敛性和稳定性好的优点。     

采用遗传算法的MIMO雷达L型阵列稀布优化

针对多输入多输出（MIMO）雷达阵列稀布导致栅瓣效应的问题,研究了L型阵列方向图综合方法。通过在发射和接收阵列的阵元位置中引入随机扰动,同步优化收发阵列,对MIMO雷达Ｌ型阵列等效构造的虚拟矩形平面阵列进行二维方向图综合,并且对遗传算法的变异算子进行改进,提高全局搜索性,从而有效抑制栅瓣,降低二维合成方向图中方位维和俯仰维的峰值旁瓣电平。仿真实验证明了所提算法的有效性。     

V频段圆柱龙伯透镜天线设计

设计并实现了一种V频段圆柱龙伯透镜天线。在平行平板波导间，根据龙伯透镜原理与介电常数等效原理，推导出了圆柱龙伯透镜天线的理论设计公式，并结合商业仿真软件高频结构仿真器（HFSS）仿真分析和优化，完成天线设计。仿真结果表明，该V频段圆柱龙伯透镜天线增益为21.4 dBi，波束宽度为1.56°，副瓣电平为-14.7 dB。根据设计结果，加工和测试验证V频段圆柱龙伯透镜天线的可实现性，实测结果表明，该天线增益为20.1 dBi，波束宽度为1.60°，副瓣电平为-11.1 dB，天线效率为45.7%，说明该天线具有一定的工程应用价值。     

8 mm波单脉冲平板裂缝阵天线设计

针对毫米波平板裂缝阵天线加工难度大的特点,采用优化总体设计、精确提取耦合缝阻抗数据和详细的公差分析等措施精确设计天线参数,对关键尺寸进行严格控制的同时尽量放宽其它加工公差,降低加工难度.提出的和差器缝隙匹配技术,大大减少了加工量、减小了加工难度和改善了折叠魔T工作带宽.首次加工的样机电性能优良,测试结果与理论吻合良好,和路驻波小于2的带宽达2.3 GHz,天线的方位副瓣电平达到-23 dB,俯仰副瓣电平达到-25 dB.     

小孔径超视距目标探测中的OFD-NLFM发射波形设计

针对小孔径超视距目标探测时阵列孔径减小空域滤波性能下降的问题,提出了一种正交频分非线性调频（OFD-NLFM）的发射波形设计方法。首先以正切调频函数为频率函数对发射信号进行建模,详细说明了影响脉压性能的正切函数时间副瓣电平控制因子的选择方法,重点提出一种基于凸优化的脉压信号峰值旁瓣抑制算法,建立了脉压输出噪声功率最小的优化模型并进行求解。仿真表明,提出的正交频分非线性调频信号具有较好的正交性,采用凸优化加权算法后脉压主瓣宽度比传统线性调频信号降低约1/3,峰值旁瓣为-31.22 dB,旁瓣电平平均值小于-100 dB,具备更低的抗噪声和干扰性能,从波形设计和脉压处理角度改善了空域滤波性能的不足。     

基于迭代FFT算法的平面稀疏阵列优化方法

提出了一种基于迭代FFT算法的优化方法来实现平面稀疏阵列的峰值旁瓣电平优化 ,并给出了详细的优化步骤。在给定的旁瓣约束条件下,利用阵列因子与阵元激励之间存在 的傅里叶变换关系,对不同的初始随机阵元激励分别进行迭代循环,就可以降低稀疏阵列的 旁瓣电平。在迭代过程中,根据稀疏率将阵元激励按幅度大小置1置0来完成阵列稀疏。仿真 实验证明了该方法的高效性和稳健性。     

GPS卫星接收机的自适应抗干扰设计

提出了一种加强GPS卫星接收机抗干扰能力的技术实现方案,采用自适应调零技术以及天线阵的具体实现方式来消除干扰。文中还对自适应天线阵所采用的功率倒置的算法做了详细说明,并进行了计算机仿真。     

EXACT SOLUTION OF A MARTINGALE STOCHASTIC VOLATILITY OPTION PROBLEM AND ITS EMPIRICAL EVALUATION

Exact explicit solution of the log-normal stochastic volatility (SV) option model has remained an open problem for two decades. In this paper, I consider the case where the risk-neutral measure induces a martingale volatility process, and derive an exact explicit solution to this unsolved problem which is also free from any inverse transforms. A representation of the asset price shows that its distribution depends on that of two random variables, the terminal SV as well as the time average of future stochastic variances. Probabilistic methods, using the author's previous results on stochastic time changes, and a Laplace–Girsanov Transform technique are applied to produce exact explicit probability distributions and option price formula. The formulae reveal interesting interplay of forces between the two random variables through the correlation coefficient. When the correlation is set to zero, the first random variable is eliminated and the option formula gives the exact formula for the limit of the Taylor series in Hull and White's (1987) approximation. The SV futures option model, comparative statics, price comparisons, the Greeks and practical and empirical implementation and evaluation results are also presented. A PC application was developed to fit the SV models to current market prices, and calculate other option prices, and their Greeks and implied volatilities (IVs) based on the results of this paper. This paper also provides a solution to the option implied volatility problem, as the empirical studies show that, the SV model can reproduce market prices, better than Black–Scholes and Black-76 by up to 2918%, and its IV curve can reproduce that of market prices very closely, by up to within its 0.37%.     

CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1

In markets where dealers play a central role, bid-ask spreads inhibit asset valuation as defined by the formation cost of a replicating portfolio. We introduce a nonlinear valuation formula similar to the usual expectation with respect to the risk-adjusted probability measure. This formula expresses the asset's selling and buying prices set by dealers as the Choquet integrals of their random payoffs We investigate several price puzzles: the violation of the put-call parity and the fact that the components of a security can sell at a premium to the underlying security (primes and scores).     

Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach

In this paper, we propose a new explicit series expansion formula for the price of an arithmetic Asian option under the Black–Scholes model and Merton's jump-diffusion model. The method is based on an equivalence in law relation together with the diffusion operator integral method proposed by Heath and Platen. The method yields explicit series expansion formula for the Asian options' prices. The theoretical convergence of the expansion to the true value is established. We also consider the American Asian option (i.e., Amerasian option) and derive the corresponding expansion formula through the early exercise premium representation. Numerical results illustrate the accuracy and efficiency of the method as compared with benchmarks in the literature.     

HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES

In this paper, we build a bridge between different reduced‐form approaches to pricing defaultable claims. In particular, we show how the well‐known formulas by Duffie, Schroder, and Skiadas and by Elliott, Jeanblanc, and Yor are related. Moreover, in the spirit of Collin Dufresne, Hugonnier, and Goldstein, we propose a simple pricing formula under an equivalent change of measure. Two processes will play a central role: the hazard process and the martingale hazard process attached to a default time. The crucial step is to understand the difference between them, which has been an open question in the literature so far. We show that pseudo‐stopping times appear as the most general class of random times for which these two processes are equal. We also show that these two processes always differ when τ is an honest time, providing an explicit expression for the difference. Eventually we provide a solution to another open problem: we show that if τ is an arbitrary random (default) time such that its Azéma's supermartingale is continuous, then τ avoids stopping times.     

多级维纳滤波测向算法的参考信号优化方法

多级维纳滤波（MSWF）利用接收数据矩阵的正交分解,代替了传统MUSIC算法对协方差矩阵 的特征分解,降低了运算量。为有效提高算法性能,对参考信号的取值进行了研究,发现方 向矩阵的取值对其有很大影响。在参考信号取值结构为阵元接收数据的基础上提出参考信号 取值公式,指出了文中条件下参考信号的最优取值。仿真结果表明,在相同条件下该优化方 法比其他算法有更好的性能,对于提高算法精度具有重要意义。