EM_matlab

用于计算美式看跌期权，采用的是全隐式取点算法(To calculate American put option using fully implicit finite difference scheme)

迪杰斯特拉算法求最短路径距离，可用于流形测地距离计算中。(Dijkstra algorithm for the shortest path distance, can be used for manifold geodesic distance calculation.)

多目标跟踪，数字图像处理，个多目标跟踪的matlab代码，里面附有说明文档。其中背景差分法可以实现实时更新。该代码在检测与跟踪少量目标时效果很好，但是跟踪目标大于8后，效果下降很多(Multi-target tracking)

基于相位的光流估计，Trans NN 2002的文章(Gautama, T. and Van Hulle, M.M. (2002). A Phase-based Approach to the Estimation of the Optical Flow Field Using Spatial Filtering, IEEE Trans. Neural Networks, 13(5), 1127--1136)

集员约束的共轭梯度算法应用于自适应波束形成 Set-membership constrained conjugate gradient adaptive algorithm for beamforming 的详细代码(the code for the paper Set-membership constrained conjugate gradient adaptive algorithm for beamforming )

说明：  MIMO信道估计算法 含有大量各种估计方法(MIMO channel estimation algorithm with a large variety of estimation methods)

说明：  用MATLAB编写的粒子群基本算法－PSO算法来求无约束函数的极值问题，得出比较好的结果(MATLAB prepared using the basic algorithm PSO-PSO algorithm to seek non-binding function of the extremal problem, arrive at some more good results)

说明：  MATLAB的C++数学使用手册（详尽）(MATLAB to C++ Math User' s Manual (detailed))

自己编写的Rice生成器，在瑞利过程的基础上考虑视距分量，生成莱斯过程，与大家共享。(prepared by Rice own generator, in Rayleigh process on the basis of weight to consider the horizon, Condoleezza Rice production process, and share.)

MATLAB 编写的信号分析的程序，主要是信号的频域分析，FFT，LFM(singals Analysis in Frequency domain and finding the Output of a System )