1t2r

用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,能量熵的计算，sar图像去噪的几种新的方法。( Monte Carlo simulation method of calculating the American option price and basic description, Energy entropy calculation, Several new methods sar image denoising.)

说明：  计算各种混沌系统李雅普洛夫指数的MATLAB 源程序。(calculating various chaotic system schematic index Lee MATLAB source.)

各种kalman滤波器的设计，包括广义互相关函数GCC时延估计，实现典型相关分析。( Various kalman filter design, Including the generalized cross-correlation function GCC time delay estimation, Achieve canonical correlation analysis.)

自己编写的振动响应计算的matlab程序，可以运行，结果正确。(dynamic response of the system using matlab。)

fft 利用DSP Builder 在MATLAB下产生的模型(DSP Builder fft using the model generated in MATLAB)

说明：  牛顿迭代法的matlab代码，数值分析中重要的一个算法(Matlab code of Newton iterative method)

ar谱估计，分别用了最小二乘法和yulewalker法。(ar spectrum estimation, least squares method were used and yulewalker law.)

铁木辛柯梁梁单元有限元程序，可以自动形成刚度阵，质量矩阵(Ironwood oct Ke Liangliang unit finite element program can automatically form stiffness matrix, mass matrix)

thermal damage abaqus-umat subroutine

描述了雷达sra成像等，用c语言开发 ，包含有fft等程序(Describes the radar imaging Sra, using c language development, contains the procedures fft)