研究生时的现代信号处理的作业，各种kalman滤波器的设计，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Modern signal processing jobs when the graduate, Various kalman filter design, Monte Carlo simulation method of calculating the American option price and basic descr iption.

该程序为基于粒子滤波的一种新算法,综合MCMC Bayesian Model Selection即MONTE CARLO马尔克夫链的算法,用来实现目标跟踪,多目标跟踪,及视频目标跟踪及定位等,解决非线性问题的能力比卡尔曼滤波,EKF,UKF好多了,是我珍藏的好东西,现拿出来与大家共享,舍不得孩子套不着狼,希望大家相互支持,共同促进--the program based on particle filter for a new algorithm, Integrated Bayesian MCMC

各种kalman滤波器的设计，对HARQ系统的吞吐量分析，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Various kalman filter design, HARQ throughput analysis of the system, Monte Carlo simulation method of calculating the American option price and basic descr iption.