伪卫星接收机中频偏估计算法的改进

伪卫星接收机采用的是基于软件无线电的开环结构的接收方案,设计过程中由于伪卫星信号时分的特点,一般的频偏估计算法不能满足要求.为此提出了一种星座图扩展方法来改进算法,通过仿真证明了算法是可实行的,且信噪比为28 dB时,误码率达到了5×10-3.     

What drives Markov regime-switching behavior of stock markets? The Swiss case

To optimally account for dynamic and nonlinear changes in the stock market return distribution we evaluate competing Markov regime-switching model setups for the Swiss stock market. We find that the stochastic movement is optimally tracked by time-varying first and second moments and including a memory effect. Besides the superior dynamic properties, this setup exhibits appealing economic interpretations.     

Estimators for particulate sampling derived from a multinomial distribution

Counting the number of units is not always practical during the sampling of particulate materials: it is often much easier to sample a fixed volume or fixed mass of particles. Hence, a class of sampling designs is proposed which leads to samples that have approximately a constant mass or a constant volume. For these sampling designs, estimators were derived which are a ratio of arbitrary sample totals. A Taylor expansion was used to obtain a first-order approximation for the expected value and variance in the limit of a large batch-to-sample size ratio. Furthermore, a π -estimator for a ratio of batch totals was found by deriving expressions for the first- and second-order inclusion probabilities. Practical application of the π -estimator is limited because it requires inaccessible batch information. However, when the denominator of the estimated batch ratio is the batch size, the π -estimator becomes equal to a sample total divided by the sample size in the limit of a large sample-to-particle size ratio. As a consequence, the obtained sample ratio becomes an unbiased estimator for the corresponding batch ratio. Retaining unbiasedness, the Horvitz–Thompson estimator for the variance, which also contains inaccessible batch information, is replaced by an estimator containing sample information only. Practical application of this estimator is illustrated for the sampling of slag, produced during the production of steel.     

Autocorrelation in queuing network-type production systems—Revisited

In managing production systems, a strong emphasis is placed on the reduction of variance in specific transformation processes (e.g. for quality control purposes) and on controlling the level of variability in general, as for instance with the Bullwhip effect. However, the possible disturbing interference from autocorrelation (variability dependence over time) in otherwise level stable event streams has received little attention. From the literature, it is known that autocorrelation in queuing systems can lead to a large deterioration in performance compared to an event independent scenario. Thus, either production managers are missing important aspects in production planning, or the ‘realistic’ autocorrelation patterns inherent in actual production setups are not like those considered in the literature. In this paper, relevant and ‘realistic’ types of autocorrelation schemes are characterized and their levels discussed. The paper puts previous works on the impact of autocorrelation in queuing networks in perspective for production systems.     

大气层对卫星导航信号的时延影响及修正

详细论述了电离层、对流层对卫星导航信号传播时延的影响，讨论了修正大气层时延影响的相对定位、延迟模型改正方法，详细分析了双频观测量电离层时延误差修正方法。     

How can IMF policy eliminate country moral hazard and account for externalities?

Costly crisis prevention has positive external effects, which leads to free-riding of governments on each other's efforts. “Ordinary” IMF loans aggravate existing externalities, reinforcing the under-investment problem. We consider the reform proposals of the “Meltzer commission” in both loan and insurance models and show how the IMF can eliminate country moral. The efficiency-ensuring loan policy accounts for given externalities and involves effort-contingent discounts on interests or the extension of credit volume. Similar results hold for the insurance framework. Ex ante participation requires that smaller countries be “subsidized” by large ones, or that IMF policy consider distributional aspects in addition to efficiency.     

具有执行价格和到期日重设型备兑权证的最佳重设策略

本文分析了备兑权证拥有者在执行价格和到期日重设时的最佳重设策略．得出了该策略执行的两个必要条件。研究结果表明重设策略与无风险利率r和分红率q有关，而新执行价格和标的资产大小关系的α与策略的优化有关。     

The European exchange rate mechanism and the European monetary union

Summary This article addresses two central questions related to the prospects of the Economic and Monetary Union (EMU) in Europe: first, is the current exchange rate mechanism viable in the transition stage to EMU or in the period to come if the EMU should be postponed? Second, is a monetary union necessary in an economically fully integrated European Union or would the current or an alternative exchange rate mechanism suffice an integrating Europe? The article reviews the arguments for and against monetary union, the history of European monetary integration, the theoretical and empirical insights into the functioning of targets zones, and the likely developments and prospects for the EMU.The author wishes to thank Martin M.G. Fase and Simon K. Kuipers for their most helpful comments on a previous version of this article.     

Renegotiation-proof relational contracts

We study infinitely repeated two-player games with perfect monitoring and assume that each period consists of two stages: one in which the players simultaneously choose an action and one in which they can transfer money to each other. In the first part of the paper, we derive simple conditions that allow a constructive characterization of all Pareto-optimal subgame perfect payoffs for all discount factors. In the second part, we examine different concepts of renegotiation-proofness and extend the characterization to renegotiation-proof payoffs.     

载波频率号提取算法对箭载GLONASS速度计算的影响

在GLONASS测速原理的基础上,研究了载波频率号解算方法对箭载GLONASS测速的影响,发现载波频率号解算方法错误将导致测速精度变差,并从理论上分析了载波频率号错误引起的测速精度误差为目标飞行速度的1/2850~1/220倍。设计了4种不同的载波频率号解算算法,采用火箭飞行试验数据对算法进行了测试,结果表明,通过卫星数判断载波频率号以及通过保留位判断载波频率号能获得正确结果,直接计算载波频率号以及丢弃保留串无法获取到全部正确结果;通过保留位判断载波频率号的算法具有最小的首次测速时间,比通过卫星数判断载波频率号的算法至少缩短30 s以上,载波频率号解算错误引起的测速精度误差与理论值分析基本一致。