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Real_option_pricing-homogenous_case
MatLab source code for real option pricing. These real options are based on exponential mean reverting process and we assume that the price is only a function of asset, i.e. we consider only homogenous case.
- 2010-08-25 16:14:36下载
- 积分:1
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zhaoxiaopu
位置指令为幅值为1.0的阶跃信号,r(k)=1.0。网络结构为1-4-1,高斯函数的参数值取Cj=[-2 -1 1 2]T ,B=[0.5 0.5 0.5 0.5]T 。
网络权值学习参数为η=0.30,α=0.05 。PID控制各参数的初RBF网络控制,被控对象为G(s)=
取采样时间为1ms,采用Z变换进行离散化,离散化后的被控对象为
y(k)=-den(2)*y(k-1)-den(3)*y(k-2)+num(2)*u(k-1)+num(3)*u(k-2)
始值为,kp=20, kd=0.3, ki=0.1。
(Position command for the step signal amplitude of 1.0, r (k) = 1.0. The network structure is 1-4-1, the Gaussian function parameters taken Cj = [-2-1 1 2] T, B = [0.5 0.5 0.5 0.5] T. Weight learning parameter η = 0.30, α = 0.05. PID control parameters at the beginning of each RBF network control, the controlled object is G (s) = take the sampling time is 1ms, using the Z transform discrete, discretized controlled object is y (k) =-den (2)* y (k-1)-den (3)* y (k-2)+num (2)* u (k-1)+num (3)* u (k-2) initial value, kp = 20, kd = 0.3, ki = 0.1.)
- 2013-07-22 21:20:28下载
- 积分:1
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Energy-Detection
These are the code for energy detection.these code also describe about threshold,probability of detection,probability of false alarm,etc...
- 2015-02-24 17:03:50下载
- 积分:1
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1
说明: 一种未知信源数的高分辨DOA 估计算法:众多性能优良的超分辨波达方向(DOA)估计算法通常需要预先判定信源数目,然而,现有的信源数估计
算法在有限采样快拍条件下,估计性能随着信噪比的降低而下降,错误概率也相应增加,最终导致DOA 估计失败。
该文提出一种超分辨的DOA 估计算法,此算法不需要预判信源个数和进行特征值分解,同时在时变环境中,针对
快拍数较少的情况下,依然保持较高的角度分辨能力,可以被认为是综合了Capon 法和MUSIC 法的优点。(Algorithm on High Resolution DOA Estimation
without Sources Number:Many of the super resolution DOA(Direction-Of-Arrival) estimation algorithms presume the number of
signal sources. Since the sample snapshot is limited, however, the available algorithms on source number estimation
may fail at lower SNR. In this paper, a novel algorithm for high resolution DOA estimation is proposed, which not
only skips sources number estimation and EVD, but also behaves satisfactorily with a few snapshot, it may be
viewed as a combination of merit of conventional Capon and MUSIC method.)
- 2013-12-30 18:29:20下载
- 积分:1
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FHSS-PROGRAM-AND-ITS-OUTPUT
sourcse code for fhss
- 2012-11-28 09:07:21下载
- 积分:1
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dft--convolution--IDFT--fir(finite-impulse-respon
different matlab code for convolution, discrete fourier transform, finite impulse response, inverse DFT, descimator
- 2014-02-07 20:40:35下载
- 积分:1
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semilogy_rice_fading
rician衰弱概率密度图 matlab环境下 (rician matlab semilogy)
- 2009-05-06 12:48:10下载
- 积分:1
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CLUSTERMATLAB
说明: 可方便地实现聚类分析,MATLAB版的,多多珍惜啊(Can easily realize cluster analysis, MATLAB version, a lot of Value ah)
- 2008-09-02 12:19:54下载
- 积分:1
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11DES_encryption
实现DES算法的加,用matlab实现,代码简洁(DES algorithm to achieve the increase, with Matlab realized, concise code)
- 2007-06-01 09:59:39下载
- 积分:1
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DWT
基于DWT的matlab源程序,并附上详细注解!!!(dwt transformation.)
- 2014-08-21 13:09:48下载
- 积分:1