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于 2010-06-13 发布文件大小:11KB

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下载积分: 1 下载次数: 1045

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代码说明：

用MATLAB编写的单目标跟踪算法程序，采用了递归式算法，包括极大似然然估计，卡尔曼滤波，扩展卡尔曼滤波和无迹卡尔曼滤波，带有注释，易于理解。(Written with the MATLAB program single-target tracking algorithm, using recursive algorithms, including maximum likelihood estimation, Kalman filtering, extended Kalman filter and unscented Kalman filter, with comments, easy to understand.)

文件列表：

single
......\distance.m,416,2010-03-04
......\EKF.m,1388,2010-04-19
......\ffun.m,580,2010-03-04
......\hfun.m,684,2010-05-10
......\main.m,8258,2010-06-09
......\MLKF.m,1148,2010-05-06
......\multinomialR.m,505,2009-12-19
......\OneStepEKF.m,1025,2010-03-29
......\OneStepKF.m,976,2010-05-10
......\OneStepML.m,1121,2010-03-19
......\OneStepUKF.m,1936,2010-03-29
......\OneStepUKF2.m,2139,2010-03-29
......\randomR.m,304,2009-12-19
......\residualR.m,653,2009-12-19
......\sfun.m,402,2010-03-04
......\systematicR.m,727,2009-12-19
......\test.m,133,2010-04-02
......\UKF.m,1974,2010-03-30

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2007-10-10 10:55:59下载

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可转债论文，研究定价，模型，方法，赎回，回售等(This thesis is devoted to evaluating two-factor convertible bonds. Di® erent zero- coupon bond curves are inputted when evaluating convertible bonds issued by com- panies with di® erent credit ratings. Thus the e® ect of the company s credit on the price of the convertible bond is easily and accurately included during the computa- tion. In the model for the interest rate, the parameters in the variance are determined from the market data by statistics and the market price of risk is determined by a zero-coupon bond curve through solving an inverse problem. When we price the con- vertible bond, a free-boundary problem is solved. A Singularity-Separating Method (SSM) is proposed in order to solve this problem e±ciently. Taking the market data)

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