xiaoqiu

金融工程中关于SABR问题的求解，使用蒙特卡洛方法(Stochastic Alpha Beta Rho Model，Monte Carlo)

Calculate elevation angle between two points given Lat Alt Lon

计算大气折射修正，利用分段模型，采用matlab软件编程计算(matlab caculate the refraction of atmoshpere)

Prony算法用来提取信号的幅值、频率、衰减因子和初相角。它在电力系统低频检测，谐波检测等方面运用非常广泛，但是缺点是抗噪性差，它的信号提取能力强，模拟曲线的能力强，但为了提高它的抗噪性，最好与其它方法相结合(The Prony algorithm is used to extract the amplitude, frequency, attenuation factor and initial phase angle of the signal. It is in the power system low frequency detection, harmonic detection and other aspects of the use of a very wide range, but the disadvantage is poor anti-noise, and its signal extraction ability, simulation curve ability, but in order to improve its anti-noise, the best and other methods Combine)

说明：  MATLAB环境下用最小二乘法进行系统辨识(MATLAB environment using the least square method for system identification)

说明：  联邦UKF的matlab资料，关于信息融合，希望大家借鉴。(Federal UKF the matlab data on information fusion, I hope you learn.)

algorithm for flat fading channel in wireless communication

利用理想单位脉冲响应,低通、高通滤波频率在单位脉冲响应下，通过汉宁窗计算理想的截止频带滤波单位脉冲响应(To compute the ideal bandstop filter unit pulse respondence,ideal unit pulse respondence, low/high cutoff frequency, and unit pulse respondence are used in consideration of Hanning windows)

matlaba写的ahp层次分析法小程序 还有注释 经测试无误 欢迎下载(ahp software)

一种流形学习算法（很好用），包括主成分分析、因子分析、贝叶斯分析，包含收发两个客户端的链路级通信程序。( A fluid manifold learning algorithm (good use), Including principal component analysis, factor analysis, Bayesian analysis, Contains two clients receive link-level communications program.)