Discusses the characteristic values on individual stock risk with the standard deviation , variance ( 2 ) , standard deviation coefficient ( cv ) and coefficient measurement , construct the individual on stock ' s statistics index system on investment risk . 2 . discuss the characteristic of standard deviation , variance , variance - covariance matrix to measure the investment risk of stock portfolio 第二章“证券投资风险的度量”分为三个小节： 1 、讨论单个证券风险用标准差( ) 、方差( ~ 2 ) 、变差系数( cv )以及系数度量，构造了单个证券的投资风险统计指标体系； 2 、讨论了用标准差和方差、方差?协方差矩阵、方差?协方差矩阵的特征值来度量组合证券的投资风险； 3 、计算了衡量证券组合系统性风险的系数值，并分析了系数的含义和预测能力的可靠性。
Meanwhile , we also study the convergence behavior of iterative detection in different methods , which are the proposed average source entropy and the covariance matrix perturbation characterized by the variations of its dominant eigenvalue as well as the conventional approach based on the mutual information 为了分析迭代译码的收敛特性,本文从不同角度出发,在研究了传统的互信息方法的基础上,本文首次提出并使用了平均信源熵和用协方差矩阵最大特征值表征其抖动这两种方法,使迭代过程的收敛分析变得简单方便。
The final results obtained in this paper contained that the optimal interpolation scheme highlighted by the covariance that the correlation between different time and the correlation between different place being considered ; that the simplification of kalman filter with the singular - value decomposition ( svd ) and the direct construction of state transition matrix pfeceded with " inverse vector expression " ; and that the analysis of t / p data and its blending with theoretical model 这些成果包括：建立考虑了时间相关的方差矩阵和时空相关的最优插值算法；对卡尔曼滤波算法进行了svd简化以及建立了显式的状态转移矩阵；将t p实时卫星数据进行调和分析并与数值模型进行同化处理。
When made covariance matrix , the observational data were always treated as one group without considering the time misfit , which did not match the true situation . in this thesis not only the distance , but also the time correlation was taken into account when constructed the covariance matrix , the observational data being treated differently according to its obtaining time and the weight , big or small , being assigned to differently according to its time correlation , strong or weak . all that done mentioned above made the application of data be closer to practical situation 在确定协方差矩阵的时候，以往的做法是将所有不同观测时刻的数据当作同一时刻的数据应用；本文在形成协方差矩阵时，不仅考虑空间相关，而且应用了时间相关，对观测数据的应用依照其得到时间的不同分别处理到协方差矩阵的建立中，并根据其在时间上的相关强弱给予不同的权重值，使得对观测数据的应用更接近实际情况。
Study work mainly is : part one , look back and look ahead the financial development history and present situation that derives market and the futuristic tendency , summarize domestic and international theory and method about venture capital investment , discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two , establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three , covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four , have looked back the concept of option , the price relation of option and black - scholes option price formula , have put forward option price formula of the discounted value of option present value ; part five , have looked back the financial concept and its classfication that financial derivatives risk , have summarized financial risk management theory , measured and assessed methods of financial derivatives risk 主要研究工作为：第一章，回顾和展望金融衍生市场的发展历史、现状和未来，综述国内外关于风险投资的理论与方法，论述建立和发展我国金融衍生市场的必要性及重要意义；第二章，建立投资者的随机期望效用与投资风险之间的关系? ?平均随机占优；第三章，均值方差模型协方差矩阵的灵敏度分析与模糊分析；第四章，回顾了期权的概念、期权的价格关系和black - scholes期权定价公式，提出了欧式看涨期权价格的折现值所满足的微分方程；第五章，回顾了金融衍生品风险的概念及其分类，总结了金融衍生品的风险管理理论和金融衍生品风险计量和评估方法。
We highlight the key points of this dissertation at the end of this charter . in chapter 2 , a modified projection transformation method is presented , which utilizes preliminary estimation of interference doa . it is demonstrated that the side lobe performance of adapted antenna patterns can be significantly improved with this method and increased convergence rate of adaptive algorithm when the array manifold is not known exactly 针对投影预变换在大信噪比时性能下降的缺点，提出了一种改进的基于投影预变换自适应波束形成算法，通过对阵列协方差矩阵进行降维处理，既可抑制扰动误差又可降低运算量，增强阵列的sinr输出，具有良好的波束合成性能和较快收敛速度。
Some modeling of maneuvering target tracking is introduced in this thesis , and current statistical model is used as a basic target model . the arithmetic of kalman filtering based on the model is listed . on the foundation of state vector optimal estimation error matrix theory , the arithmetic of optimal estimation is presented , and target tracking simulation is taken 本文首先介绍了几种常用的机动目标跟踪模型,并把现在较为常用的“当前”统计模型作为本文研究的目标模型,并列出了基于该模型下的卡尔曼滤波算法;此外,在状态矢量最优加权估计理论的基础上,引入了目标状态最优估计误差协方差矩阵,提出了一种最优加权估计算法,并进行了目标跟踪仿真。
The robustness of high - resolution doa estimators in the elementspace and beamspace is investigated thoroughly . an error model of array is established . a novel class of weighted toeplitz high - resolution doa estimators based on the covariance matrix of ula output is proposed , which can obviously improve the performance of high resolution in the presence of array errors 系统研究了阵元域和波束域高分辨方位估计方法的稳健性，建立了阵列误差模型，针对均匀线列阵提出了一种基于阵列输出协方差矩阵的加权toeplitz化高分辨方位估计方法，能够显著提高存在阵列误差情况下方位估计方法的高分辨性能。
Under ideal conditions , adaptive array signal processing methods can get excellent performance and adaptive beamformers provide an improvement in array output signal - to - interference - plus - noise - ratio ( sinr ) in comparison with conventional beamforming . in practical operating circumstances , the performance of adaptive array signal processing methods degrade extremely due to existing errors 但是，在实际系统中总存在有误差，包括自适应训练样本有限次快拍引起的协方差矩阵的估计误差和各种系统误差，误差使得实际阵列流形与理想阵列流形存在差异，这时自适应阵列信号处理的性能会急剧下降。
Abstract : in this paper ? for real marine underwater noise data by using synchronous acquisition of points ? inputs - output covariance matrix is obtained by filtering ? compensating delay and crosscorrelation . then the contribution of inputs to output in network sense and partial coherence as well as other useful quantities are calculated from the inputs - output covariance matrix 文摘:本文对多点同步测量方法记录的舰艇噪声数据,采取在时域上作滤波、时延补偿和互相关得到输入输出协方差矩阵,然后从输入输出协方差矩阵计算在网络意义和偏相干意义下输入对输出的贡献以及其它有用的量。
