高炉煤气全干法除尘技术在首秦的应用

高炉煤气全干法除尘工艺是一种节能、环保的新型高炉煤气除尘工艺。经该工艺处理的高炉煤气含尘量少、温度高,可大幅增加余压煤气发电量,且处理过程不消耗水,显著降低了对环境的污染。从高炉煤气除尘技术的研究及应用状况出发,借鉴该技术在小型高炉上应用的成功经验,对其在大型高炉上的应用做了分析研究。目前该技术已在首秦成功应用。     

粒子滤波算法(PF)在疲劳驾驶检测系统中的应用研究

目前,实现定位跟踪的算法有很多,如卡尔曼滤波算法、扩展卡尔曼滤波算法、粒子滤波算法等。由于我们实际生活中的系统基本上都是非线性的,因此本文研究的是专门用于非线性非高斯系统跟踪的粒子滤波算法(PF)的基本原理及其具体应用。     

小样本特征下中国市场收益率曲线估计研究

文章针对我国当前债券市场债券品种相对较少、交易量相对不活跃的小样本特征,联合利用所有当前和过去的价格信息,应用了不完全面板数据情形下非线性Kalman滤波方法来估计当前静态期限结构以及动态期限结构。实证结果表明,该方法估计得到的收益率曲线不仅有很好地拟合市场数据效果,而且具有连续变化的稳定性。     

专利质押贷款风险动态监控预警研究

专利质押贷款为科技型中小企业提供了一种有效的融资方式,但是由于资产规模等问题,专利质押融资风险远高于其它抵押贷款方式,因此需要在贷款后对企业还贷风险进行实时动态监控预警。首先建立了科技型中小企业贷款风险预警指标体系,并依据Kalman滤波理论建立了风险动态预警模型,确定了企业还贷能力由健康到轻度危机再到重度危机的两个分割点,进而检测企业贷款偿还能力从健康-财务波动-财务危机的演变轨迹。实证研究表明,该模型的总体判别准确率较高,预警效果好。      

A dynamic Nelson-Siegel yield curve model with Markov switching

This paper proposes a model to better capture persistent regime changes in the interest rates of the US term structure. While the previous literature on this matter proposes that regime changes in the term structure are due to persistent changes in the conditional mean and volatility of interest rates we find that changes in a single parameter that determines the factor loadings of the model better captures regime changes. We show that this model gives superior in-sample forecasting performance as compared to a baseline model and a volatility-switching model. In general, we find compelling evidence that the extracted factors from our term structure models are closely related with various economic variables. Furthermore, we investigate and find evidence that the effects of macroeconomic phenomena such as monetary policy, inflation expectations, and real economic activity differ according to the particular regime realized for the term structure. In particular, we identify the periods where monetary policy appears to have a greater effect on the yield curve, and the periods where inflation expectations seem to have a greater effect in yield determination. We also find convincing evidence of a relationship between the regimes estimated by the various switching models with economic activity and monetary policy.     

改进的Loran-C同步干扰抑制高效自适应算法

针对目前Loran-C系统抑制同步干扰所采用的自适应算法存在运算量大、定位时间长 的缺点,提出了一种改进算法,即BMMax-NLMS算法,并对运算量进行了比较。通过建立Lora n-C信 号模型,运用改进算法对干扰信号进行自适应滤波。仿真结果表明,该算法能够在抑制同步 干扰的同时有效减少运算量。最后,利用实测数据进一步验证了这些结论。     

FM 解调及AFC算法的VHDL设计实现

根据遥测中频PCM/FM信号的解调原理,介绍了FM解调及 自动频率控制（AFC）设计的理论架构和实现方法,通过理论分析、公式推导和Matlab仿真 等手段证明了方法的正确性,在此基础上完成VHDL程序设计,最后进行了仿真测试和实验验 证。仿真结果和实验结果证明了该实现方法的可行性。     

基于MATLAB辅助DSP设计自适应滤波器与实现

文章主要阐述了自适应滤波器的基本结构和原理,介绍了利用最小均方误差算法-LMS算法,完成了应用MATLAB辅助DSP对自适应滤波器的设计,并实现了对信号进行初步的降噪处理。     

Measuring the natural yield curve

We generalize the concept of the natural rate of interest (Laubach and Williams, 2003; Woodford, 2003) by defining and estimating the natural yield curve (NYC) – the term structure of natural interest rates. Our motivation stems i.a. from the observation that at times when central banks attempt to directly affect long-term interest rates (e.g. via quantitative easing) the gap between the short-term real and natural rate is no more a good indicator of the monetary policy stance. We estimate the NYC on US data, document its main properties and show i.a. that in the period 2008 to 2011 the NYC allows to better capture the US monetary policy stance than the short-term natural rate.