研究了一种新颖的客观特征选择方法——蒙特卡罗估计选择（MCES）方法。
This paper studied a novel method of objective characteristic choice:Monte Carlo estimated options(MCES).
在伪蒙特卡罗模拟应用于金融衍生证券定价过程中，标准维纳过程的构造方法对模拟估计的效果具有十分重要的影响。
Methods for constructing standard Winner Process can have a very important influence on estimation result of Monte Carlo simulation in the course of pricing financial derivative securities.
然后我们介绍了常用的滤波技术，重点是以贝叶斯递推估计和蒙特卡罗方法为基础的粒子滤波。
Then we will introduce some common-used filtering techniques. Particle filter which is based on Bayesian estimation and Monte Carlo method will be emphasized.
近年来序列蒙特卡罗理论及其应用在自动导航﹑非线性估计与金融等诸多领域受到了越来越广泛的关注。
Recently, sequential Monte Carlo theory has been applied abroad in different domains such as self-determined navigation, non-linear estimation and finance, and it attracts researchers more and more.
两个不同的蒙特卡罗仿真表明，通过采用这一新算法引人径向速度测量，不仅可以大大提高状态估计的精度，而且其估计性能和计算效率优于传统的EKF。
Two different Monte Carlo simulations show that the new algorithm cannot only improve state estimation accuracy but also is superior to EKF in estimation performance and computation efficiency.
采用蒙特卡罗法设计车辆转弯行为仿真模型，并提出了局域路网交通量与OD矩阵估计的集成仿真方法。
Monte Carlo Stochastic Modeling Method is adopted to design vehicle turning behavior module, and a simulation model integrating link traffic flow and od matrix estimation is established.
在估计无线传感器网络未知节点位置时，如何使用与距离无关的贯序蒙特卡罗算法?。
How to use Sequential Monte Carlo method for range-free localization scheme when we estimate the unknown node position in Wireles Sensor Networks?
通过蒙特卡罗模拟和实例表明多层贝叶斯估计比最大似然估计更加有效。
It is seen that hierarchical Bayesian estimation is more efficient than maximum likelihood estimation through Monte Carlo simulation and an example.
本文重点讨论了广义矩估计法、马尔可夫链蒙特卡罗方法和有效矩估计法这三种各具特点的随机波动模型的参数估计方法。
In this article, three estimation methods, GMM, MCMC and EMM are studied. GMM is one of the earliest methods used in SV model and its character is simple;
本文重点讨论了广义矩估计法、马尔可夫链蒙特卡罗方法和有效矩估计法这三种各具特点的随机波动模型的参数估计方法。
In this article, three estimation methods, GMM, MCMC and EMM are studied. GMM is one of the earliest methods used in SV model and its character is simple;
应用推荐