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Monte-Carlo1
应用蒙特卡罗模拟方法计算期权价格
统计模拟方法亦称蒙特卡罗(Monte-Carlo)方法.因为通常的教科书几乎不涉及
此内容.了解的人不多。听到过的人又常把它看作是统计力学或核物理等学科的专门工具.很少想到这个方法与自己的科研工作有什么关系。
(Application of Monte Carlo simulation method of calculating the option price statistics, also known as Monte Carlo simulation method (Monte-Carlo) methods. Because textbooks are usually almost do not involve this content. Not many people understand. Heard of people often see it as a statistical mechanics or nuclear physics disciplines, such as specialized tools. Rarely thought about this method and their own research work has anything to do.)
- 2020-11-25 14:59:32下载
- 积分：1
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ex9
说明： 系统辨识工具箱, 使用命令行估算线性模型(system identification toolbox)
- 2011-02-20 18:29:26下载
- 积分：1
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Ev_Model
Electric Vehicle Model
- 2014-12-10 10:01:30下载
- 积分：1
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SC-FDE
单载波频域均衡系统matlab仿真程序。信道使用的是多径瑞利衰落信道。(The single-carrier frequency domain equalization system Matlab simulation program. Channel using multipath Rayleigh fading channels.)
- 2021-02-27 16:19:36下载
- 积分：1
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xiaoshiju
我们可以对一个信号,采用不同的消失矩的小波函数来分解,就可以更加感性的了解它..(We can be a signal to a different vanishing moments of wavelet function to decompose, can be more emotional about it ..)
- 2010-11-06 18:32:45下载
- 积分：1
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code
对于图像信号进行处理的一系列功能，包括加噪，去噪，滤波，压缩，解压缩等等(image processing, including DWT, Haar, Compress decompress,and so on)
- 2012-04-07 18:31:03下载
- 积分：1
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pf_filter
五种常用的粒子滤波算法，里面有ekf算法的比较 欢迎大家下载学习，含注释(five kinds of pf filter. it will help you to study pf filter.)
- 2010-08-19 15:23:11下载
- 积分：1
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cooccurrence
code for coocurrence matrix
- 2009-10-24 23:36:11下载
- 积分：1
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sim_PSK_passband
simulates a digital communication system
with QPSK signal waveforms in Fig.7.7
- 2009-12-07 01:41:24下载
- 积分：1
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Decoupling-Smith-control-
针对实际工业生产中常见的多输入多输出时滞过程, 构造多变量Smith预估控制结构, 提出基于对象模
型伴随矩阵的解耦器设计方法. 通过对解耦后对象的幅频和相频特性分析, 获得对象的简化一阶数学模型. 根
据Smith预估控制结构闭环特征方程的特点, 利用Butterworth滤波器极点配置的原理, 对解耦后的多变量时滞过程
设计PI控制器. 结合实际过程中常见的不确定性, 分析了控制系统保证鲁棒稳定性的充要条件. 最后以实例验证了
本文所提方法的优越性.(The decoupling Smith control method is presented for multi-input-multi-output system with time-delays
which are often encountered in practical engineering. A new method for designing the decoupler based on the adjoint
matrix of the multivariable system model with time-delays is proposed. By analyzing the amplitude-frequency and phasefrequency
characteristics of the decoupled model, the decoupled model is reduced to a first-order model with time-delay.
According to the closed-loop characteristic equation of Smith predictor structure, a PI controller is developed by using the
principle of pole assignment for Butterworth filter. Sufficient and necessary conditions for robust stability are derived for
adaptive and multiplicative uncertainties commonly occurred in practice. Simulation results show the superiority of the
proposed method.)
- 2012-05-11 20:54:22下载
- 积分：1
