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matlanUserGuid

于 2010-04-24 发布 文件大小:9505KB
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说明:  matlab的入门经典书籍,适合初学者使用。(matlab introduction to classic books for beginners.)

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  • fig7_5b
    We see that HTH matrix is almost diagonal as the off diagonal elements are nearly zero. So we are getting exact estimation in case of PRN INPUT due to diagonality of HTH matrix. As seen that the unknown inpulse response ( h ) and estimated impulse response ( hth ) are coming out to be exactly same. The estimation even gets better for large N .as we get the HTH matrix perfect diagonal. So we come to know that we can estimate the unknown parameters exactly when PRN input is used.
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    2013-11-07 10:11:45下载
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    Contents Introduction Original Black-Scholes Formula Fractional Brownian Motion Applications of Wick-Itˆ o Stochastic Calculus in Finance Other Developments & Future Works References
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