ch09

数字音频技术音频接口1610639528@文字内容来源于网络，如有侵权请联系邮箱接口与接头•接口（interface）和连接器（接头connecctor）•不同的音频标准都需要定义各自的的硬件接口标准，硬件接口定义了电子设备之间连接的物理特性，包括传输的信号频率、强度，以及相应连线的类型、数量，还包括插头、插座的机械结构设计。

•连接器是接口在物理上的实现，是实现电路互连的装置。

人们习惯于将接头分成两类：公头（或阳头）和母头（或阴头），即插头（英文：Male connector、plug）和插座（英文：Female connector、socket）。

•在实际应用中，由于习惯，人们经常将接口（interface）和接头（connector）二者不加区分的通用。

内容概要TRS接口•模拟音频接口RCA接口XLR接口模拟音频接口•TRS 接头•TRS 接头是一种常见的音频接头。

•TRS 的含义是Tip（signal）、Ring（signal）、Sleeve（ground）。

分别代表了该接头的3 个接触点。

•TRS 插头为圆柱体形状，触点之间，用绝缘的材料隔开。

•TRS 接头•为了适应不同的设备需求，TRS 有三种尺寸：1/4"(6.3 mm) ，1/8"(3.5mm)，3/32"(2.5mm)•TRS 接头•从左至右尺寸依次为：2.5mm ,3.5mm, 6.3 mm• 2.5mm 接头在手机类便携轻薄型产品上比较常见，因为接口可以做的很小；3.5mm 接头在PC 类产品以及家用设备上比较常见，也是我们最常见到的接口类型；6.3mm 接头是为了提高接触面以及耐用度设计的模拟接头，常见于监听等专业音频设备上。

•TRS 接头•1/8" (3.5mm)TRS 接头（俗称：小三芯）• 3.5mmTRS 接头又叫做小三芯或者立体声接头，这是我们目前看到的最主要的声卡接口，除此之外，包括绝大部分MP3 播放器，MP4 播放器和部分音乐手机的耳机输出输出接口也使用这种接头。

第九章 LCD控制器LCD控制器提供PXA250與PXA210至被動（DSTN）或主動（TFT）面版顯示器的一個介面。

支援單色顯示與彩色像素格式（請參考第7-2頁，7.1.1節「特色」）。

此章節包含以下主題：z9.1節「概觀」z9.2節「LCD控制器操作」z9.3節「詳細模組說明」z9.4節「LCD外部調色盤與訊框緩衝區」z9.5節「功能時序」z9.6節「暫存器說明」9.1 概觀應用處理器LCD控制器支援單一或雙個顯示面版。

由核心所產生的編碼過的向素資料以、2、、8或16位元的增量儲存在外部記憶體內之訊框緩衝區。

資料以需求為基礎自外部記憶體抓取而載入至先進先出（FIFO）緩衝區，使用LCD控制器之雙通道DMA控制器（DMAC）。

單一面版使用一個通道，若雙面版則使用兩個通道。

訊框緩衝區資料包含編碼過的像素值，LCD控制器使用這些資料做為索引一個256通道×16位元寬的面版的指標。

為了每個像素16位元訊框緩衝區通道，會越過調色版RAM。

單色調色版通道為8位元寬，而彩色調色版則為16位元寬。

編碼像素資料決定可能的色彩，如下所示：z1位元寬像素位址調色版之上方2個位置z2位元寬像素位址調色版之上方4個位置z4位元寬像素位址調色版之上方16個位置z8位元寬像素位址調色版之上方256通道之任何一個z16位元寬像素越過調色版當啟動被動彩色16位元像素模式，彩色像素值會越過調色版而dither邏輯直接被送至LCD控制器的資料腳位。

每個訊框都會由LCD控制器的DMAC載入調色版RAM。

一旦編碼的像素值被用來選擇調色版通道，在通道內程式化的值會被傳送至dither邏輯，使用Temporal Modulated Energy Distribution（TMED）dithering演算法製造送至螢幕之像素資料。

Dithering為藉由重複多工處理LCD螢幕上不同的彩色像素來從調色版通道產生額外色彩的技術。

這就是大家所熟悉的訊框率控制（Frame Rate Control）。

CHAPTER 9AN INTRODUCTION TO ASSET PRICING MODELSTRUE/FALSE QUESTIONS(t) 1 One of the assumptions of Capital Market Theory is that investors can borrow or lend at the risk-free rate.(f) 2 An assumption of Capital Market Theory is that buying or selling of assets entailsno taxes, but entails significant transaction costs.(t) 3 A risky asset is an asset with uncertain future returns, and uncertainty (or risk) is measured by the variance or standard deviation of returns.(t) 4 The standard deviation of a portfolio that combines the risk-free asset with risky assets is the linear proportion of the standard deviation of the risky asset portfolio.(t) 5 The Capital Market Line (CML) is the line from the intercept point that represents the risk-free rate tangent to the original efficient frontier.(t) 6 The market portfolio consists of all risky assets.(f) 7 All portfolios on the CML are perfectly negatively correlated, which means thatall portfolios on the CML are perfectly negatively correlated with thecompletely diversified market portfolio since it lies on the CML.(t) 8 Diversification reduces the unsystematic risk in a portfolio.(f) 9 The Capital Asset Pricing Model (CAPM) is a technique for determining theexpected risk on an asset.(t) 10 Beta is a standardized measure of systematic risk.(t) 11 Multifactor models of risk and return can be broadly grouped into models that use macroeconomic factors and models that use microeconomic factors.(f) 12 Arbitrage Pricing Theory (APT) specifies the exact number of risk factors andtheir identity388MULTIPLE CHOICE QUESTIONS(d) 1 Which of the following is not an assumption of the Capital Market Theory?a)All investors are Markowitz efficient investors.b)All investors have homogeneous expectations.c)There are no taxes or transaction costs in buying or selling assets.d)There are no risk-free assets.e)All investors have the same one period time horizon.(e) 2 The market portfolio consists of alla)New York Stock Exchange stocks.b)International stocks and bonds.c)Stocks and bonds.d)U.S. and non-U.S. stocks and bonds.e)Risky assets.(c) 3 The separation theorems divides decisions on from decisions on .a)Lending, borrowingb)Risk, returnc)Investing, financingd)Risky assets, risk free assetse)Buying stocks, buying bonds(d) 4 When identifying undervalued and overvalued assets, which of the followingstatements is false?a)An asset is properly valued if its estimated rate of return is equal to itsrequired rate of return.b)An asset is considered overvalued if its estimated rate of return is below itsrequired rate of return.c)An asset is considered undervalued if its estimated rate of return is above itsrequired rate of return.d)An asset is considered overvalued if its required rate of return is below itsestimated rate of return.e)None of the above (that is, all are true statements)(b) 5 Utilizing the security market line an investor o wning a stock with a beta of (-2)would expect the stock's return to in a market thata)Rise or fall an indeterminate amountb)Rise by 20.0%389c)Fall by 20.0%d)Rise by 10.2%e)Fall by 10.2%(d) 6 The Capital Market Line (CML) refers to the efficient formed by creatingportfolios thata)Invest solely in the market portfolio M.b)Lend at the risk free asset and invest in the market portfolio.c)Borrow at the risk free asset and invest in the market portfolio.d)Lend and borrow at the risk free rate and invest in the market portfolio.e)Short sell the market portfolio.(e) 7 As the number of stocks in a portfolio increasesa)The expected return of the portfolio increases because systematic riskdecreases.b)The expected return of the portfolio increases because unsystematic riskdecreases.c)The standard deviation of the portfolio increases because systematic riskincreases.d)The standard deviation of the portfolio decreases because systematic riskincreases.e)The standard deviation of the portfolio decreases because unsystematic riskdecreases.(a) 8 The Security Market Line (SML) represents the relation betweena)Risk and required return on an asset.b)Systematic risk and required return on an asset.c)Risk and return on a diversified portfolio of assets.d)Unsystematic risk and required return on an assete)Systematic risk and required return on a diversified portfolio of assets.(a) 9 In a macro-economic based risk factor model the following factor would be oneof many appropriate factorsa)Confidence risk.b)Maturity risk.c)Expected inflation risk.d)Call risk.e)Return difference between small capitalization and large capitalization stocks.(d) 10 In a multifactor model, confidence risk representsa)Unanticipated changes in the level of overall business activity.390b)Unanticipated changes in investors’ desired time to receive payouts.c)Unanticipated changes in short term and long term inflation rates.d)Unanticipated changes in the willingness of investors to take on investmentrisk.e)None of the above.(b) 11 In a multifactor model, time horizon risk representsa)Unanticipated changes in the level of overall business activity.b)Unanticipated changes in investors’ desired time to receive payouts.c)Unanticipated changes in short term and long term inflation rates.d)Unanticipated changes in the willingness of investors to take on investmentrisk.e)None of the above.(e) 12 In a micro-economic based risk factor model the following factor would be oneof many appropriate factorsa)Confidence risk.b)Maturity risk.c)Expected inflation risk.d)Call risk.e)Return difference between small capitalization and large capitalization stocks.391MULTIPLE CHOICE PROBLEMS(b) 1 Consider an asset that has a beta of 1.5. The return on the risk-free asset is 6.5%and the expected return on the stock index is 15%. The estimated return on theasset is 20%. Calculate the alpha for the asset.a)19.25%b)0.75%c)–0.75%d)9.75%e)9.0%(b) 2 The table below provides factor risk sensitivities and factor risk premia for a threefactor model for a particular asset where factor 1 is MP the growth rate in U.S.industrial production, factor 2 is UI the difference between actual and expectedinflation, and factor 3 is UPR the unanticipated change in bond credit spread.Risk FactorFactorSensitivity(β)RiskPremium(λ)MP 1.760.0259UI -0.8-0.0432UPR 0.87 0.0149Calculate the expected excess return for the asset.a)12.32%b)9.32%c) 4.56%d) 6.32%e)8.02%(b) 3 The variance of returns for a risky asset is 25%. The variance of the error term,Var(e) is 8%. What portion of the total risk of the asset, as measured by variance,is unsystematic?a)32%b)8%c)68%d)25%e)75%(c) 4 An investor wishes to construct a portfolio consisting of a 40% allocation to astock index and a 60% allocation to a risk free asset. The return on the risk-free392asset is 2% and the expected return on the stock index is 10%. The standarddeviation of returns on the stock index 8%. Calculate the expected standarddeviation of the portfolio.a) 5.2%b)8.0%c) 3.2%d) 4.0%e) 1.2%(b) 5 An investor wishes to construct a portfolio by borrowing 35% of his originalwealth and investing all the money in a stock index. The return on the risk-freeasset is 4.0% and the expected return on the stock index is 15%. Calculate theexpected return on the portfolio.a)18.25%b)18.85%c)9.50%d)15.00%e)11.15%(d) 6 An investor wishes to construct a portfolio consisting of a 70% allocation to astock index and a 30% allocation to a risk free asset. The return on the risk-freeasset is 4.5% and the expected return on the stock index is 12%. Calculate theexpected return on the portfolio.a)8.25%b)16.50%c)17.50%d)9.75%e)14.38%(d) 7 A stock has a beta of the stock is 1.1. The risk free rate is 2.5% and the return onthe market is 12%. The estimated return for the stock is 14%. According to theCAPM you shoulda)Sell because required return is 9.95%.b)Sell because required return is 16.5%.c)Buy because required return 11.5%.d)Buy because required return is 12.95%.e)Short because it is undervalued.(b) 8 Consider a risky asset that has a standard deviation of returns of 15. Calculate thecorrelation between the risky asset and a risk free asset.a) 1.0b)0.0393c)-1.0d)0.5e)-0.5(a) 9 The expected return for a stock, calculated using the CAPM, is 10.5%. Themarket return is 9.5% and the beta of the stock is 1.50. Calculate the implied risk-free rate.a)7.50%b)13.91%c)17.50%d)21.88%e)14.38%(d) 10 The expected return for a stock, calculated using the CAPM, is 25%. The risk freerate is 7.5% and the beta of the stock is 0.80. Calculate the implied return on themarket.a)7.50%b)13.91%c)17.50%d)21.88%e)14.38%(c) 11 The expected return for Zbrite stock calculated using the CAPM is 15.5%. Therisk free rate is 3.5% and the beta of the stock is 1.2. Calculate the implied marketrisk premium.a) 5.5%b) 6.5%c)10.0%d)15.5%e)12.0%(d) 12 Calculate the expected return for Express Inc. which has a beta of .69 when therisk free rate is.09 and you expect the market return to be .14.a)0.05%b)13.91%c)10.92%d)12.45%e)14.25%USE THE FOLLOWING INFORMATION FOR THE NEXT THREE PROBLEMS394You expect the risk-free rate (RFR) to be 5 percent and the market return to be 9 percent. You also have the following information about three stocks.CURRENT E XPECTED EXPECTEDSTOCK BETA PRICE PRICE DIVIDENDY 0.50 $ 40 $ 43 $ 1.50Z 2.00 $ 45 $ 49 $ 1.00(b) 13 What are the expected (required) rates of return for the three stocks (in the orderX, Y, Z)?a)16.50%, 5.50%, 22.00%b)11.00%, 7.00%, 13.00%c)7.95%, 11.25%, 11.11%d) 6.20%, 2.20%, 8.20%e)15.00%, 3.50%, 7.30%(a) 14 What are the estimated rates of return for the three stocks (in the order X, Y, Z)?a)7.95%, 11.25%, 11.11%b) 6.20%, 2.20%, 8.20%c)16.50%, 5.50%, 22.00%d)11.00%, 7.00%, 13.00%e)15.00%, 3.50%, 7.30%(e) 15 What is your investment strategy concerning the three stocks?a)Buy stock Y, it is undervalued.b)Buy stock X and Z, they are undervalued.c)Sell stocks X and Z, they are overvalued.d)Sell stock Y, it is overvalued.e)Choices a and cUSE THE FOLLOWING INFORMATION FOR THE NEXT FOUR PROBLEMSYear Return forGBCReturn forMarket1 25 122 10 133 5 174 -13 -155 11 -86 -20 9395(a) 16 Compute the beta for GBC Company using the historic returns presented above.a)0.4255b)0.5929c) 5.6825d)9.4163e)0.3333(e) 17 Compute the correlation coefficient between GBC and the Market Index.a)0.4255b)0.5929c) 5.6825d)9.4163e)0.3333(b) 18 Compute the intercept of the characteristic linea)0.4255b) 1.013c) 1.4385d)0.5875e)0.5219(d) 19 The equation of the characteristic line isa)R GBC + 1.013 = 0.4255(R Market)b)R GBC = 1.013 - 0.4255(R Market)c)R Market = 1.013 + 0.4255(R GBC)d)R GBC = 1.013 + 0.4255(R Market)e)R Market = 1.013 - 0.4255(R Market)396CHAPTER 9ANSWERS TO PROBLEMS1 6.5 + 1.5(15 – 6.5) = 19.25%alpha = 20 –19.25 = 0.75%2 The table below shows the relevant calculationsRisk FactorFactorSensitivity(β)RiskPremium(λ)(β)x(λ)MP 1.760.02590.0456UI -0.8-0.04320.0346UPR 0.870.01490.013Expected return 0.12323 8%/25% = 0.32. = 32% unsystematic.4 0.4(0.08) = 0.032 or 3.2%5 -0.35(4) + 1.35(15) = 18.85%6 E(R)= 0.3(4.5) + 0.7(12) = 9.75%7 E(R)= 2.5 + 1.1(12 – 2.5) = 12.95%. Buy the stock is undervalued.8 The correlation between a risky asset and a risk-freeasset is always zero.9 10.5 = X + 1.5(9.5 – X). X = 7.5%.10 25 = 7.5 + 0.8(X). X = 14.38%. Return on market = 14.38 + 7.5 = 21.88%11 15.5 = 3.5 + 1.2(X). X = 10%.12 k = .09 + .69 (.14 - .09) = .1245 = 12.45%For problems 13 - 15STOCK REQUIRED ESTIMATED EVALUATIONX .05 + 1.50(.09 - .05) = 11% (23 - 22 + 0.75)/22 = 7.95% OvervaluedY .05 + 0.50(.09 -.05) = 7% (43 - 40 + 1.50)/40 = 11.25% UndervaluedZ .05 + 2.00(.09 - .05) = 13% (49 - 45 + 1.00)/45 = 11.11% Overvalued397For problems 16 – 19The table below shows the relevant calculations.(1) (2) (3) (4) (5) (6) (7) (8)x(7)(6)GBCMarketMarketGBC))2(R-E(R ))2R-E(R )R-E(R )Year GBC Market(R-E(R7.33161.2622.0053.731 25 12484.008.337.0058.312 10 1369.3949.0024.6612.332.003 5 174.00152.03-19.67314.72-16.004 -13 -15386.91256.00-12.67-101.368.0064.005 11 -8160.534.33-99.59-23.0018.756 -20 9529.00841.33 358.00 Total 18 281386.003.00004.67Average168.27Variance 277.20Dev. 16.6512.97Std.Covariance 71.60 Correlation 0.33 Beta 0.425516 Beta for GBC Computer is computed as follows:Beta = Cov(GBC, Market)/ Variance MarketBeta = 18.40/82 = 0.224417 The correlation coefficient can be computed as follows:Correlation = Cov(GBC, Market)/(SD GBC x SD Market)= 71.6/(16.65 x 12.97) = 0.33Where:SD GBC = [1386/5]1/2 = 16.65SD Market = [841.33/5]1/2 = 12.97Cov(GBC, Market) = 358/5 = 71.6018 The alpha or intercept of the characteristic line is computed as follows:alpha = 3.0 - [(0.4255)(4.67)] = 1.013%R GBC = 1.013 + 0.4255(R Market)19398。

鸿达对讲机CH-09频道设置方法
一、开机；
二、循环按功能键“FUNC”和“1”键，选择将本机处于“全频”工作状态；
三、按功能键“FUNC”后按“4”键进入步进频率选择状态, 再按进位键“▲”选择12.5KHZ,按退出键“EXIT”，步进频率已设为
12.5KHZ;
四、接收频率设置：输入频率138.075MHZ, 按存储键“#”，信道数闪动，再按进位键“▲”，把信道数调到CH-09，按接收存储键“*”。

信道数不显示，接收频率已存入9频道；
五、发射频率设置：输入频率144.0625MHZ（步进频率已设为
12.5KHZ，当输入数字“144062”时，频率自动变为144.0625MHZ）, 按存储键“#”，信道数闪动，再按进位键“▲”，把信道数调到CH-09，按接收存储键“0”。

信道数不显示，发射频率已存入9频道；
六、发射亚音频设置：按功能键“FUNC”后按“2”键，屏幕右下角已显示“QT”，按功能键“FUNC”后按“3”键，显示模拟亚音频频率，再按进位键“▲”，选到118.8HZ, 按退出键“EXIT”，按存储键“#”，再按进位键“▲”，把信道数调到CH-09，按发射存储键“0”。

七、按功能键“FUNC”和“1”键，退出全频工作状态，选择CH-09信道，完成。