一种基于简化极化敏感阵列的APES波束形成算法

为了有效降低极化敏感阵列各共点分量之间互耦的相互影响,进一步提高极化阵列的滤波性能,基于新的阵列模型提出了幅度相位估计（APES）波束形成算法。首先,给出了简化极化阵列的布阵模型和接收信号模型;然后,针对简化极化阵列给出了极化APES波束形成算法的详细理论推导,得到了最优权向量的表达式;最后,通过仿真实验验证了极化APES在波束形成方面的有效性。仿真结果表明该算法在强期望信号功率、低采样快拍数或是存在相干干扰的情况下都具有稳定的波束图。     

Uncertainty representation and risk management for direct segmented marketing

ABSTRACT

Mining for truly responsive customers has become an integral part of customer portfolio management, and, combined with operational tactics to reach these customers, requires an integrated approach to meeting customer needs that often involves the application of concepts from traditionally distinct fields: marketing, statistics, and operations research. This article brings such concepts together to address customer value and revenue maximisation as well as risk minimisation for direct marketing decision-making problems under uncertainty. We focus on customer lift optimisation given the uncertainty associated with lift estimation models, and develop risk management and operational tools for the multiple treatment (recommendation) problem using stochastic and robust optimisation techniques. Results from numerical experiments are presented to illustrate the effect of incorporating uncertainty on the performance of recommendation models.     

Tracking real-time data revisions in inflation persistence

Regarding the forecasting of real-time data, it is assumed that the third quarter release produces the best forecasts since it includes data from new and revised sources, which this paper finds is not necessarily the case. There seems to be a benchmark effect when estimating the local nonparametric regressions and the forecasts of real-time PCE and core PCE when examining the four benchmark periods beginning in 1996:Q1, 1999:Q4, 2003:Q4, and 2009:Q3. There is a benchmark effect with respect to the estimated local nonparametric slopes with the demarcation being at the 2003:Q4 benchmark, which is also the demarcation for the forecasting results. For the benchmark revisions periods of 1996:Q1 and 1999:Q4, the second quarter real-time data releases produce the smaller RMSE and for the benchmark revisions of 2003:Q4 and 2009:Q3, the third quarter real-time data releases produce forecasts with smaller RMSE approximately 58% and 60% of the time, respectively.

Abbreviations: PCE, Personal Consumption Expenditures; KWLS, Kernel Weighted Least Squares; "V_" as a prefix stand for vintage, i.e. V_2003:Q4 is vintage 2003:Q4, which means that the data sample ends in 2003: Q3; IRSC, integrated residual squares criterion; NPISH, Non-Profit Institutions Serving Households; SNA, System of Accounts; RMSE, Root Mean Square Error; MAE, Mean Absolute Error; NAICS, North American Industry Classification System; SIC, Standard Industrial Classification; ARSC, Average Residual Squares Criterion; I-O, Input – Output; EIA, Energy Information Administration; ATM, Automated Teller Machines; BEA, Bureau of Economic Analysis; SNA, System of Accounts     

Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes

Bayesian shrinkage à la Stein and others can improve estimation of individual parameters and forecasts of individual future outcomes. In this paper the issue of the impact of shrinkage on the estimation of sums or totals of individual parameters and of individual outcomes is analyzed. Quadratic and “balanced” loss functions will be employed. The latter are a linear combination of “goodness of fit” and “precision of estimation” loss functions. Several examples will be analyzed in detail to illustrate general principles.     

一种新的定时和频偏联合估计算法

提出了一种新的正交频分复用(OFDM)系统定时和频率同步联合算法。该算法仅需要一 个训练符号就可以完成定时和频偏估计,额外开销量小,定时和频率同步的实现均在时域进 行,简化了同步实现的复杂度。由于使用自相关处理,定时同步对频率偏差具有较强的鲁棒 性。与以往的定时同步算法相比,该算法避免了定时平台和多峰值的出现,即使在非常低 的信噪比下,其定时测度都是一个尖脉冲。仿真结果表明,该算法能快速地实现定时和频率 同步。     

一种基于导频插值原理的干扰温度估计方法

根据信道估计中二维矩形导频图案的设置原理和IEEE 802.22系统工作部署示意图,部署一 定数目的传感器探测主用户的功率谱,并结合多窗口谱估计联合奇异值分解来估计干扰温度 值;针对用户分布的随机性,对于没有部署探测点的区域,则利用插值的方法来估计该区域 的干扰温度值。理论分析及仿真表明,该方法能有效探测出一定区域中的干扰温度值,插值 方法的运用使得估计精度得到了很大的提高。     

基于OMP分解的宽带Chirp信号多参数估计

将信号稀疏分解——正交匹配追踪(Orthogonal Matching Pursuit,OMP)引入到阵列 信号处理领域,在OMP分解的基础上,提出了宽带Chirp信号多参数估计方法。首 先根据宽带Chirp信号形式建立过完备原子库,对阵列接收信号在该过完备原子库上利用 OMP做稀疏分解,从而由最佳匹配原子的参数获得信号的起始频率和调频斜率的估 计,得到宽带Chirp信号形式。在此基础上,再根据阵列结构和已获得的宽带Chirp信号形式 建立另一个原子库,通过计算阵列接收数据与原子库中原子之间的互相关矩阵的迹,搜索迹 的最大峰值找出最匹配的原子,进而由最佳原子的参数获得信号的波达方向角度（Directio n of Arrival, DOA）的估计。仿真实验证明了该算法对参数估计的有效性,并且表明与WVD ( Wigner Ville Distribution)方法相比,该方法能更有效地对信号的波达方向角度进行估 计。     

六端口技术在波达方向估计中的应用

推导了六端口技术估计波达方向的基本原理,分 析总结了4种基于六端口技术的波达方向估计系统,它们与其它波达方向估计系统相比,具 有精 度高、频带宽、结构简单等优点,具有重要的应用价值。     

Sources of earnings inequality: Estimates from an on-the-job search model of the US labor market

Since the early 1980s the labor market in the United States has seen a substantial increase in earnings dispersion. We study the issue by developing an on-the-job search model of the US labor market that allows for wage and employment mobility as a result of optimal individual behavior. We estimate its structural parameters on PSID data at different points in time to clarify the sources of the evolution of earnings inequality and instability between 1987 and 1996. This procedure allows to: compute lifetime measure of inequality on top of the usual cross-sectional measure of inequality and provide counterfactual experiments that evaluate the contribution of different parameters to changes over time by taking into account some equilibrium effects. We find that the increase in lifetime inequality and in cross-sectional inequality have been generated by different sources and that these sources are different by skills: changes in the wage offer distribution are the main determinant of the increase in inequality for skilled workers while both mobility changes and wage offer distribution changes are needed to explain changes for the unskilled.