Matched filter approach to portfolio optimization
    2.
    发明授权
    Matched filter approach to portfolio optimization 有权
    匹配过滤器方法进行投资组合优化

    公开(公告)号:US07502756B2

    公开(公告)日:2009-03-10

    申请号:US11453370

    申请日:2006-06-15

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/06 G06Q40/00

    摘要: Given a fixed amount of capital, how to invest it optimally by distributing it among a set of stocks and securities so as to maximize the return while minimizing the overall risk is addressed here. Given that one has full freedom in selecting the type of stocks, a new strategy is outlined here by maximizing the ratio of the gain to risk—rather than minimizing the risk alone—to determine the fraction of capital that must go to each stock. An optimum gain versus variance plot can be used to determine the type of stocks to be selected in addition to their relative quantity for maximum yield over the duration of interest. By modifying the definition of risk to include a function of the covariance matrix of secondary stocks that are sympathetic to the primary stocks of interest, an alternate investment strategy is also developed here. If short selling of stocks and securities is not allowed in a portfolio, then stock selection becomes important so as to maintain the desired fractions to be positive. In this context, a new iterative method that incrementally increases the diagonal loading of the covariance matrix of the primary returns so as to achieve positive weight factors is also developed.

    摘要翻译: 给定一定数量的资本,如何通过将其分配到一组股票和证券中进行最佳投资,以最大限度地提高回报,同时最大限度地减少总体风险。 鉴于人们在选择股票类型方面有充分的自由,因此,通过最大限度地提高收益与风险的比例而不是仅将风险最小化来确定必须转入每种股票的资本部分,从而概述了新策略。 可以使用最佳增益与方差图来确定除了相关数量以外的最大产量在所关注的持续时间内,要选择的种类。 通过修改风险定义,将包含与原始利息股同情的二级股票协方差矩阵的函数,也在这里开发出另外的投资策略。 如果投资组合中不允许卖空股票和证券,则股票选择变得重要,以保持所需分数为正。 在这种情况下,还开发了一种新的迭代方法,其逐渐增加主要回报的协方差矩阵的对角线负载以获得正的权重因子。

    Robust optimal shading scheme for adaptive beamforming with missing sensor elements
    3.
    发明授权
    Robust optimal shading scheme for adaptive beamforming with missing sensor elements 有权
    具有遗漏传感器元件的自适应波束成形的鲁棒最优遮蔽方案

    公开(公告)号:US07280070B2

    公开(公告)日:2007-10-09

    申请号:US11000156

    申请日:2004-11-30

    IPC分类号: G01S7/40

    CPC分类号: G01S7/2813 H01Q3/26 H01Q3/30

    摘要: A new technique for re-computing shading parameters for low sidelobe levels for a radar or sonar system is disclosed. When some of the sensor elements become inoperative, remaining shading parameters are recomputed using a new constraint. This approach leads to an overall gain pattern that is superior compared to the one without re-computing the weights.

    摘要翻译: 公开了一种用于重新计算雷达或声纳系统的低旁瓣电平的着色参数的新技术。 当一些传感器元件变得不起作用时,使用新的约束来重新计算剩余的着色参数。 这种方法导致整体增益模式,与没有重新计算权重的模式相比是优越的。

    MULTICHANNEL CONSTANT ENVELOPE ORTHOGONAL WAVEFORMS USING RECEIVER DESIGN
    5.
    发明申请
    MULTICHANNEL CONSTANT ENVELOPE ORTHOGONAL WAVEFORMS USING RECEIVER DESIGN 有权
    使用接收机设计的多通道恒定包络正交波形

    公开(公告)号:US20110183625A1

    公开(公告)日:2011-07-28

    申请号:US12694310

    申请日:2010-01-27

    IPC分类号: H04B17/00 G01S13/00

    CPC分类号: G01S7/282 G01S13/106

    摘要: An radar apparatus including a first transmitter, a second transmitter, a first receiver, a second receiver, and a control device. The control device is programmed to use both the characteristics of a first transmit signal from the first transmitter and a second transmit signal from the second transmitter to determine a first control signal for applying to the first receiver to determine its impulse response characteristics, and to determine a second control signal for applying to the second receiver to determine its impulse response characteristics which differ from the first receiver. These control signals have the ability to separate out the first transmit signal and the second transmit signal from their combined sum that appears at the input of the receiver. The procedure can be generalized to include any number of transmit signals and a corresponding number of control signals to separate out the transmit signals from their combined form.

    摘要翻译: 一种包括第一发射机,第二发射机,第一接收机,第二接收机和控制设备的雷达设备。 控制装置被编程为既使用来自第一发射机的第一发射信号的特性和来自第二发射机的第二发射信号,确定用于施加到第一接收机以确定其脉冲响应特性的第一控制信号,并且确定 第二控制信号,用于施加到第二接收机以确定其与第一接收机不同的脉冲响应特性。 这些控制信号具有从出现在接收机的输入端的组合和分离出第一发射信号和第二发射信号的能力。 该过程可以被概括为包括任何数量的发射信号和相应数量的控制信号,以将发射信号从它们的组合形式分离出来。

    MATCHED FILTER APPROACH TO PORTFOLIO OPTIMIZATION
    6.
    发明申请
    MATCHED FILTER APPROACH TO PORTFOLIO OPTIMIZATION 审中-公开
    匹配过滤器对组合优化的方法

    公开(公告)号:US20090132433A1

    公开(公告)日:2009-05-21

    申请号:US12356309

    申请日:2009-01-20

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/06 G06Q40/00

    摘要: Given a fixed amount of capital, how to invest it optimally by distributing it among a set of stocks and securities so as to maximize the return while minimizing the overall risk is addressed here. Given that one has full freedom in selecting the type of stocks, a new strategy is outlined here by maximizing the ratio of the gain to risk—rather than minimizing the risk alone—to determine the fraction of capital that must go to each stock. An optimum gain versus variance plot can be used to determine the type of stocks to be selected in addition to their relative quantity for maximum yield over the duration of interest. By modifying the definition of risk to include a function of the covariance matrix of secondary stocks that are sympathetic to the primary stocks of interest, an alternate investment strategy is also developed here. If short selling of stocks and securities is not allowed in a portfolio, then stock selection becomes important so as to maintain the desired fractions to be positive. In this context, a new iterative method that incrementally increases the diagonal loading of the covariance matrix of the primary returns so as to achieve positive weight factors is also developed.

    摘要翻译: 给定一定数量的资本,如何通过将其分配到一组股票和证券中进行最佳投资,以最大限度地提高回报,同时最大限度地减少总体风险。 鉴于人们在选择股票类型方面有充分的自由,因此,通过最大限度地提高收益与风险的比例而不是仅将风险最小化来确定必须转入每种股票的资本部分,从而概述了新策略。 可以使用最佳增益与方差图来确定除了相关数量以外的最大产量在所关注的持续时间内,要选择的种类。 通过修改风险定义,将包含与原始利息股同情的二级股票协方差矩阵的函数,也在这里开发出另外的投资策略。 如果投资组合中不允许卖空股票和证券,则股票选择变得重要,以保持所需分数为正。 在这种情况下,还开发了一种新的迭代方法,其逐渐增加主要回报的协方差矩阵的对角线负载以获得正的权重因子。

    ENERGY - BANDWIDTH TRADEOFF AND TRANSMIT WAVEFORM DESIGN USING INTERFERENCE AND NOISE WHITENING METHOD
    7.
    发明申请
    ENERGY - BANDWIDTH TRADEOFF AND TRANSMIT WAVEFORM DESIGN USING INTERFERENCE AND NOISE WHITENING METHOD 有权
    能量 - 使用干扰和噪声白化方法的带宽传输和发射波形设计

    公开(公告)号:US20080170492A1

    公开(公告)日:2008-07-17

    申请号:US11681218

    申请日:2007-03-02

    IPC分类号: H04J11/00

    摘要: A new method for transmitter-receiver design that enhances the desired signal output from the receiver by whitening the total interference and noise input to the receiver and maximizing the output Signal to Interference plus Noise power Ratio (SINR) is presented. As a result of the whitening process, the receiver “sees” a desired signal in white noise, and the receiver structure is then optimized to maximize the receiver output at the desired decision making instant. Furthermore the new design scheme proposed here can be used for transmit signal energy and bandwidth tradeoff. As a result, transmit signal energy can be used to tradeoff for “premium” signal bandwidth without sacrificing the system performance level in terms of the output Signal to Interference plus Noise power Ratio (SINR).

    摘要翻译: 一种用于发射机 - 接收机设计的新方法,通过将接收机的总干扰和噪声输入增白,并使输出信号达到干扰加噪声功率比(SINR)来增强从接收机输出的期望信号。 作为白化处理的结果,接收器“看到”白噪声中的期望信号,然后对接收机结构进行优化,以在期望的决策瞬间最大化接收机输出。 此外,这里提出的新设计方案可用于发射信号能量和带宽折衷。 因此,传输信号能量可用于对“溢价”信号带宽进行权衡,而不会在输出信号与干扰加噪声功率比(SINR)方面牺牲系统性能水平。

    Matched filter approach to portfolio optimization
    8.
    发明申请
    Matched filter approach to portfolio optimization 有权
    匹配过滤器方法进行投资组合优化

    公开(公告)号:US20070294191A1

    公开(公告)日:2007-12-20

    申请号:US11453370

    申请日:2006-06-15

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/06 G06Q40/00

    摘要: Given a fixed amount of capital, how to invest it optimally by distributing it among a set of stocks and securities so as to maximize the return while minimizing the overall risk is addressed here. Given that one has full freedom in selecting the type of stocks, a new strategy is outlined here by maximizing the ratio of the gain to risk—rather than minimizing the risk alone—to determine the fraction of capital that must go to each stock. An optimum gain versus variance plot can be used to determine the type of stocks to be selected in addition to their relative quantity for maximum yield over the duration of interest. By modifying the definition of risk to include a function of the covariance matrix of secondary stocks that are sympathetic to the primary stocks of interest, an alternate investment strategy is also developed here. If short selling of stocks and securities is not allowed in a portfolio, then stock selection becomes important so as to maintain the desired fractions to be positive. In this context, a new iterative method that incrementally increases the diagonal loading of the covariance matrix of the primary returns so as to achieve positive weight factors is also developed.

    摘要翻译: 给定一定数量的资本,如何通过将其分配到一组股票和证券中进行最佳投资,以最大限度地提高回报,同时最大限度地减少总体风险。 鉴于人们在选择股票类型方面有充分的自由,因此,通过最大限度地提高收益与风险的比例而不是仅将风险最小化来确定必须转入每种股票的资本部分,从而概述了新策略。 可以使用最佳增益与方差图来确定除了相关数量以外的最大产量在所关注的持续时间内,要选择的种类。 通过修改风险定义,将包含与原始利息股同情的二级股票协方差矩阵的函数,也在这里开发出另外的投资策略。 如果投资组合中不允许卖空股票和证券,则股票选择变得重要,以保持所需分数为正。 在这种情况下,还开发了一种新的迭代方法,其逐渐增加主要回报的协方差矩阵的对角线负载以获得正的权重因子。

    METHOD AND APPARATUS FOR DYNAMIC SWARMING OF AIRBORNE DRONES FOR A RECONFIGURABLE ARRAY
    10.
    发明申请
    METHOD AND APPARATUS FOR DYNAMIC SWARMING OF AIRBORNE DRONES FOR A RECONFIGURABLE ARRAY 有权
    用于可重构阵列的空气动力学动力学的方法和装置

    公开(公告)号:US20150301529A1

    公开(公告)日:2015-10-22

    申请号:US14754750

    申请日:2015-06-30

    IPC分类号: G05D1/00 B64C39/02

    摘要: A method, system and apparatus to detect when one or more airborne unmanned aerial vehicles (drones) are close to each other, and to take necessary actions to maintain a minimum distance between drones as well as a maximum distance among the drones in a dynamic environment by automatic navigation. A computer method and apparatus for holding a group of drones in a swarm formation by maintaining the group centroid of the group of drones within a tolerance of a predetermined location is also disclosed. Additionally, methods to move a swarm of drones along a predetermined path while maintaining the swarm formation of the drones is also disclosed.

    摘要翻译: 一种用于检测何时一个或多个机载无人机(无人机)彼此靠近的方法,系统和装置,并且在动态环境中采取必要动作以维持无人机之间的最小距离以及无人机之间的最大距离 通过自动导航。 还公开了一种计算机方法和装置,用于通过将无人机组的组重心保持在预定位置的公差内,来保持群组中的一组无人机。 此外,还公开了在保持无人机的群组形成的同时沿着预定路径移动群组的无人机的方法。