RLS_Algorithms

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.

压缩感知，对人脸进行跟踪的程序,今年欧洲图像会议的程序(Compressive Sensing，face track ,program )

经典的KALMAN滤波算法，适用于初学者。(Classic KALMAN filtering algorithm for beginners.)

四阶龙格库塔法，在解常微分方程时进行数值求解时调用使用(The fourth-order Runge-Kutta method is used to solve ordinary differential equations numerically.)

MATLAB 6_5 辅助优化计算与设计 1、文件命名说明 a)文件夹“第1章”中的文件对应书中第1章的例程，其他以此类推； b) 文件名exampleX1_X2.m：对应例程X1_X2 例如：example2_1表示例程2_1. 2、注意 为了方便起见，书中的每一个例程存为一个文件；而有些例程中将其调用的函数文件也放在这个例程文件中，所以读者在运行光盘中的例程文件时注意这一点，如果是这样的例程文件应该将其调用的函数文件分离出来另存为一个文件。(MATLAB 6_5 Auxiliary and Design Optimization 1, Note document naming a) folder "Chapter 1" in the document corresponding book Chapter 1 of the routines, other analogy; b) Name exampleX1_X2.m : X1_X2 corresponding routines such as : example2_1 said two compression routines. 2, the attention for the sake of convenience, Each book deposit for a routine one; Some routines will call a function of its documents on the routines document, Therefore, the reader is running the routines CD document to this point, If this is the routine document should be called to separate the function documents saved as a file.)

关于Matlab的最优化相关问题的分析以及编程实现描述，具有相当指导价值(Matlab' s optimization on issues related to analysis and description of programming, with considerable guidance value)

basic structure of ofdm with transmitter

Parzen窗法，是Parzen的窗口算法，用MATLAB语言编写的，用于随机概率的估计(Parzen window is Parzen window algorithm, using MATLAB language, probability estimates for random)

现代谱估计研究中的经典方法研究仿真，如均方差等。(Modern Spectral Estimation of classical methods of simulation studies.)

关于matlab中的众多函数，及相对应的作用介绍，便于查找和记忆(With regard to the many functions in matlab, and the corresponding role of the introduction, easy to find and remember)