中文说明:采用热核构造权重,匹配追踪和正交匹配追踪,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,IMC-PID是利用内模控制原理来对PID参数进行计算,通过虚拟阵元进行DOA估计,关于小波的matlab复合分析。
English Description:
The thermonuclear structure weight, matching pursuit and orthogonal matching pursuit, using Monte Carlo simulation method calculation of American option price and basic description, IMC-PID is by using the internal model control principle of PID parameters were calculated, through virtual array for DOA estimation, on the wavelet matlab composite analysis.