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finace-binary-tree
用MATLAB实现金融数学中,关于期权二叉树的算法,非常经典,是我大三时,帮大四的师兄写的(Using MATLAB to achieve financial mathematics, the binary tree algorithm on the options, very classic, is my third time to help write a senior senior)
- 2009-06-03 20:07:37下载
- 积分:1
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fangzhen
实验一 双极性矩形随机信号的归一化功率谱密度一
1.1 功率谱密度简介
平稳过程的任何一个非零样本函数的持续时间为无限长,显然都不满足绝对可积和总能量有限的条件。因此,它的傅里叶变换不存在即没有频谱函数。所以我们用功率谱密度来表述其频谱特性。
随机过程的任一实现是一个确定的功率型信号。而对于任意的确定功率信号f(t),它的功率谱密度为:
式中, 是f(t)的截短函数 对应的频谱函数。f(t)是平稳随机过程 的一个实现。而随机过程某一个实现的功率谱密度不能作为过程的功率谱密度。过程的功率谱密度应该看作是任一实现的功率谱密度的统计平均,即
虽然该式给出了平稳随机过程的功率谱密度,但我们通常都不利用这个式子来计算功率谱。我们知道,确知的非周期功率信号的自相关函数与功率谱密度是一对傅里叶变换。对于平稳随机过程,也有类似的关系,即
和
对于平稳随机过程我们通常先求出其自相关函数再利用上式求出其功率谱密度。
1.2 实验要求
1.了解平稳随机信号功率谱的概念及计算方法
2.仿真不同占空比,等概、非等概双极性矩形随机信号的归一化功率谱密度
3.分析不同信号所包含的频谱分量,有无直流分量和定时分量信息
(A pair of rectangular random experiment polarity signal sample return a nonzero function of any duration power spectral density of a 1.1 power spectral density of a stationary process Introduction of infinite length, apparently not satisfied absolutely integrable and the total energy of the limited conditions. Therefore, it is the Fourier transform of the spectrum that does not function does not exist. Therefore, we use the power spectral density to express their spectral characteristics. Any random process is a realization of a certain type signal power. For arbitrarily determined power signal f (t), its power spectral density is: wherein, is f (t) is a function corresponding to the truncated spectrum function. f (t) is a stationary random process of realization. The random process to achieve a certain power spectral density can not serve as the power spectral density of the process. Power spectral density process should be seen as a statistical average power spectral density of any r)
- 2014-11-30 20:39:29下载
- 积分:1
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outdoornewton
This code uses newton interation to calculte user s position in outdoor case.
- 2011-07-21 00:09:08下载
- 积分:1
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OneDimensionalSearch
说明: 优化设计中的一维搜索方法,包括牛顿梯度法,平分线法,割线法,以及各种插值方法;能计算函数最优点,以及迭代的循环次数(Optimal Design of one-dimensional search methods, including Newton)
- 2008-10-12 09:22:01下载
- 积分:1
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SIRP
SIRP杂波仿真matlab实现程序呈现(SIRP clutter simulation matlab implementation program presented)
- 2013-03-20 18:24:49下载
- 积分:1
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GA-VRP-MATLAB
应用遗传算法求解循环取货的路径优化问题,可以参考一下。(Application of genetic algorithm optimization cycle paths pickup problem。)
- 2013-11-20 16:05:48下载
- 积分:1
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LMS
LMS算法的matlab实现,用于智能天线以及波束成形()
- 2007-08-08 02:26:05下载
- 积分:1
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pcasom
this code is very good for PCASOM
- 2010-12-13 13:32:32下载
- 积分:1
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MyChat
my chAT APPLICATION NEW WAY TO CHAT
- 2013-12-12 20:36:46下载
- 积分:1
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cc
说明: it is the matlab model for simulation of the class c chopper with full details of parametrs
- 2012-01-23 18:41:27下载
- 积分:1