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).

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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.

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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.

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