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erbu
说明： 此程序是基于二步最小二乘法，运用递推算法。(This procedure is based on two-step least square method, the use of recursive algorithms.)
- 2011-03-26 19:45:19下载
- 积分：1
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nakagami
This script illustrates the fading in gmsk under nakagami distribution.A reference paper is also included.
- 2013-11-16 22:53:02下载
- 积分：1
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random
说明： 用于产生1万个用户的丢包率，呈现正态分布，结果存放在result.txt中(he packet loss rate used to generate 10000 users is normally distributed, and the results are stored in the result.txt in)
- 2020-09-22 16:02:47下载
- 积分：1
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dip2
histogram 2d-Neural_Network-pca
- 2011-11-17 03:53:51下载
- 积分：1
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cognitivel
frequency expander. Matlab code for expander.When x is a vector, this function adds L-1 after each element of x.
When x is a matrix, each column of it treated as vector and expanded L
fold.
SQUARE-ROOT RAISED-COSINE PULSE: h=sr_cos_p(N,L,alpha)
This function generates a square-root raised-cosine pulse of length N+1.
There are L samples per symbol period.
alpha is the roll-off factor.
- 2015-02-20 16:59:26下载
- 积分：1
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2_090830123034
74H166资料参考，帮助你更好的写好程序应用等(74H166 reference material to help you better application of written procedures)
- 2010-08-16 14:10:49下载
- 积分：1
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PMSM_performace_comparision
Permanent magnet synchronous motor model in MATLAB
- 2010-10-16 10:37:29下载
- 积分：1
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mop_5_27_modified_a
用改进蚁群算法求解一类连续空间优化问题的matlab实现(improved ant colony algorithm for solving a class of continuous space optimization problems achieving Matlab)
- 2006-11-17 16:55:24下载
- 积分：1
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wjsclV1.2
无惧上传类 - UpFile_Class V1.2(without fear Upload category-UpFile_Class V1.2)
- 2007-05-12 23:46:18下载
- 积分：1
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cbessy
可转债论文，研究定价，模型，方法，赎回，回售等(This thesis is devoted to evaluating two-factor convertible bonds. Di® erent zero-
coupon bond curves are inputted when evaluating convertible bonds issued by com-
panies with di® erent credit ratings. Thus the e® ect of the company s credit on the
price of the convertible bond is easily and accurately included during the computa-
tion. In the model for the interest rate, the parameters in the variance are determined
from the market data by statistics and the market price of risk is determined by a
zero-coupon bond curve through solving an inverse problem. When we price the con-
vertible bond, a free-boundary problem is solved. A Singularity-Separating Method
(SSM) is proposed in order to solve this problem e±ciently. Taking the market data)
- 2012-05-30 16:44:48下载
- 积分：1
