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HestonCalibration
波动率预测模型;期权定价;未来期权波动率预测(local volatility model (hestion calibration))
- 2013-11-21 11:00:39下载
- 积分:1
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glplatform
This document is licensed under the SGI Free Software B License Version 2.0.
- 2015-06-30 11:46:50下载
- 积分:1
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Active-suspension
Lqg控制的主动电磁悬架,分别进行了A级和B级路面的对比仿真(Lqg controlled active electromagnetic suspension, respectively, compared emulation A grade and B-grade roads)
- 2015-08-17 19:01:52下载
- 积分:1
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OFDMblindidentification
基于子空间的
OFDM盲识别和检测,使用MATLAB实现(blind OFDM identificaiton)
- 2010-10-04 21:09:14下载
- 积分:1
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BP_nn
BP神经网络对2ask,2fsk,4fsk,2psk,4psk,gmsk六种信号的学习和训练。
(BP neural network 2ask, 2fsk, 4fsk, 2psk, 4psk. gmsk six signals in the learning and training.)
- 2007-04-06 09:49:48下载
- 积分:1
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otsu
Multi-threshold selection according to Otsu s method
- 2014-08-21 14:25:30下载
- 积分:1
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Levy
说明: levy噪声,两个文件,levy是产生levy噪声,另一个是画图(Levy noise, two files, levy is the generation of levy noise, the other is drawing)
- 2021-04-07 17:59:01下载
- 积分:1
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Modeling-Rayleigh-fading-channel-based-on-modifie
This Matlab Code models a Rayleigh fading channel using a modified Jakes channel model.
A modified Jakes model chooses slightly different spacings for the scatterers and scales their waveforms using Walsh–Hadamard sequences to ensure zero cross-correlation.
alpha_n = frac{pi(n-0.5)}{2M} and eta_n = frac{pi n}{M},
results in the following model, usually termed the Dent model or the modified Jakes model:
R(t,k) = sqrt{frac{2}{M}} sum_{n=1}^{M} A_k(n)left( cos{eta_n} + jsin{eta_n}
ight)cos{left(2pi f_d t cos{alpha_n} + heta_{n}
ight)}.
The weighting functions A_k(n) are the kth Walsh–Hadamard sequence in n. Since these have zero cross-correlation by design, this model results in uncorrelated waveforms. The phases ,! heta_{n} are initialized randomly and have no effect on the correlation properties. Matlab fast Walsh-Hadamard transform function is used to efficiently generate samples using this model.
- 2015-03-10 15:15:01下载
- 积分:1
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Microwav_adbm
Microwave Attenuation Vs Fc
- 2010-12-16 02:28:32下载
- 积分:1
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IIRfilterdesign
IIR滤波器设计
设计一个巴特沃思低通滤波器,其技术指标为:3dB带宽为,阻带截止频率为,阻带衰减大于30dB,采样间隔T=10us。(IIR filter design to design a Butterworth low-pass filter, its technical indicators: 3dB bandwidth, stopband cut-off frequency, stop-band attenuation greater than 30dB, sampling interval T = 10us.)
- 2010-03-08 13:29:42下载
- 积分:1