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MonteCarlo-ppt-sample
- 蒙特卡罗(Monte Carlo)方法,又称计算机随机模拟方法,是一种基于"随机数"的计算方法。这一方法源于美国在第二次世界大战研制原子弹的曼哈顿计划。该计划的主持人之一数学家冯诺伊曼用驰名世界的赌城-摩纳哥的Monte Carlo来命名这种方法。-Monte Carlo (Monte Carlo) methods, also known as computer-generated random simulation method is based on " random number&
optionpricecalleuropeansimulated
- simulation of European call option using Monte Carlo simulaiton
optionpricedeltacalleuropeansimulated
- simulation of Delta European call option using Monte Carlo simulation
1124345436765564
- 粒子滤波(PF: Particle Filter)的思想基于蒙特卡洛方法(Monte Carlo methods),它是利用粒子集来表示概率,可以用在任何形式的状态空间模型上。其核心思想是通过从后验概率中抽取的随机状态粒子来表达其分布,是一种顺序重要性采样法(Sequential Importance Sampling)。简单来说,粒子滤波法是指通过寻找一组在状态空间传播的随机样本对概率密度函数 进行近似,以样本均值代替积分运算,从而获得状态最小方差分布的过程。这里的样本即指粒子,当样本数量N→
Kalman_Filtering
- 卡尔曼滤波在目标跟踪中应用仿真研究。 子函数能完成对运动目标位置的卡尔曼滤波跟踪。 主函数针对一具体假设完成跟踪,并且完成蒙特卡罗仿真。 情景假定:有一两座标雷达对一平面上运动的目标进行观测,目标在 0-600秒沿x轴作恒速直线运动,运动速度为15米/秒,目标的起始点为(-10000米,2000米)。雷达扫描周期T=2秒,x和y独立地进行观测,观测噪声的标准差均为100米。-This program described the Kalman filter algorithm acco
MONTE-CARLO
- 蒙特卡洛的理论知识,详细的教学课件,内容丰富,对初学者有帮助-Monte Carlo theoretical knowledge, detailed courseware, content rich, useful for beginners
kf.m
- kalman filter for state space estimation. descrat time, with Monte Carlo
montec3dae
- simulation Monte Carlo 3d
Monte-Carlo
- 蒙特卡洛排队法,三个服务员 排队问题 Monte Carlo -Line Monte Carlo method, the three waiters queue problem
2.5-Monte-Carlo-algorithms
- 高级算法中的蒙特卡罗算法,很好的一个教程。学习学习-Advanced algorithms in the Monte Carlo algorithm, a very good tutorial. Learning to learn
Monte-Carlo-simulation
- 论文基于BP神经网络_蒙特卡罗模拟与核估计的经济增长预测研究-Paper, based on BP neural network _ Monte Carlo simulation and nuclear estimates of the economic growth forecast
monte-carlo-simulation
- chemistry course Computer Simulation Methods in Chemistry and Physics focuses on Monte Carlo technique- chemistry course Computer Simulation Methods in Chemistry and Physics focuses on Monte Carlo technique
Monte-Carlo-Simulation
- 蒙特卡洛模拟的程序,可以进行金融、经济、管理方面的研究之用-Example Monte Carlo Simulation in Matlab
powersystem-monte-carlo-matlab
- 电力系统可靠性评估基本monte carlo matlab程序-Basic power system reliability assessment procedures monte carlo matlab
MonteCarlo-Simulation-of-Light-in-C
- 一本关于光在多层组织传播的蒙特卡罗模拟及其用C语言来实现光子传输模拟的书。-A book about Monte Carlo simulation of light transport in multi-layer tissues and its implementation using C
Monte-Carlo-simulation-Matlab-code
- Monte Carlo simulation Matlab code
monte-carlo-yingyong
- 蒙特卡洛模拟方法与应用,介绍的比较全面很详细-Monte Carlo simulation methods and applications, described in detail a more comprehensive
Monte-Carlo-computer-simulation
- 蒙特卡罗与计算机模拟PPT文档 文中含有源代码-Monte Carlo computer simulation
integral-Monte-Carlo-Method-Importance-Sampling.z
- This program demonstrates an importance-sampling Monte Carlo integration to evaluate an integral.
Monte-carlo
- 蒙特卡洛算法用于解非线性方程,包括三个函数-Monte Carlo algorithm for solving nonlinear equations, including the three functions