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MINIMUM MEAN SQUARE ERROR-DECISION FEEDBACK EQUALIZER IN MIMO SYSTEM

说明：  Brownian Motion, Option.

瞬时无功功率理论ip-iq法的源程序，m文件，程序有详细的解释与说明。效果比较好。可以进行谐波分析。(Instantaneous reactive power theory ip-iq method of source, m files, programs have detailed explanations and instructions. Results were better. Harmonic analysis can be performed.)

The NCT includes 4 External validity indices and 8 internal validity indices, and the sub-routine validity_Index.m is designed to use them. This tool is suitable for the research work such as the performance comparison of different indices on estimation of the number of clusters, algorithm design by improving part codes of this toolbox. i) External validity indices when true class labels are known: Rand index Adjusted Rand index Mirkin index Hubert index ii) Internal validity indices when true class labels are unknown: Silhouette Davies-Bouldin Calinski-Harabasz Krzanowski-Lai Hartigan weighted inter- to intra-cluster ratio Homogeneity Separation iii) Others Error rate (compared with true labels) System Evolution: it is used to estimate the number of clusters and give separable degrees between clusters.

此程序主要应用霍夫曼编码的主程序也是matlab程序(The main application of this procedure the main program is the Huffman code matlab program)

Fortran软件的数据分析和数据同化示例，非常有用的海洋学工具，均为源码(Fortran code for the data analysis and data assimalation )

A Comparative Study for Orthogonal Subspace Projection and Constrained Energy Minimization

改良的离散余弦变换MDCT,可用于MP3编解码过程中的MDCT使用。(modifed discrete cosine transform)

列出了利用ESPRIT算法进行DOA估计的matlab例程以及智能天线仿真的matlab例程(Lists the ESPRIT algorithm using DOA estimation matlab routines, as well as smart antenna simulation matlab routines)

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)