Counterparty Credit Risk and CVA
Compute the unilateral credit value (valuation) adjustment (CVA) for a bank holding a portfolio of vanilla interest-rate swaps with several counterparties. CVA is the expected loss on an over-the-counter contract or portfolio of contracts due to counterparty default. The CVA for a particular counterparty is defined as the sum over all points in time of
Introduction to MIMO Systems
Multiple-Input-Multiple-Output (MIMO) systems, which use multiple antennas at the transmitter and receiver ends of a wireless communication system. MIMO systems are increasingly being adopted in communication systems for the potential gains in capacity they realize when using multiple antennas. Multiple antennas use the spatial dimension in
Modeling the United States Economy
Illustrates the use of a vector error-correction (VEC) model as a linear alternative to the Smets-Wouters Dynamic Stochastic General Equilibrium (DSGE) macroeconomic model, and applies many of the techniques of Smets-Wouters to the description of the United States economy.
Removing High-Frequency Noise from an ECG Signal
Lowpass filter an ECG signal that contains high frequency noise.
Example of Measuring Heart Rate from Acquired ECG Signals
Demonstrates the use of a Bitalino to acquire data into MATLAB and to process the raw ADC data to measure heart rate and to visualize some ECG measurements.
Lowpass Filter Design in MATLAB
Design lowpass filters. The example highlights some of the most commonly used command-line tools in the DSP System Toolbox. Alternatively, you can use the Filter Builder app to implement
Radar Tracking Using MATLAB Function Block
Use an extended Kalman filter with the MATLAB® Function block in Simulink® to estimate an aircraft's position from radar measurements. The filter implementation is found in the MATLAB
According to LEAN thinking, a company's level of waste tells a lot about its effectiveness, its internal organization, and its strategic planning. Mantain high quality standards and low
What do you know about Electrical Stimuation?
Authors : Andrea Gargano, Paolo Seghetti, Niccolò Biasi
Air Traffic Control Radar Design
Model a conceptual air traffic control (ATC) radar simulation based on the radar range equation.
Simulating Automatic Climate Control Systems
Simulate the working of an automatic climate control system in a car using Simulink® and Stateflow®. You can enter a temperature value you would like the air in the car to reach by double
Designing a High Angle of Attack Pitch Mode Control
Use the Control System Toolbox™ and Simulink® Control Design™ to interact with Simulink to design a digital pitch control for the aircraft. In this example, we will design the controller to
Anti-Windup Control Using a PID Controller
Use anti-windup schemes to prevent integration wind-up in PID controllers when the actuators are saturated. We use the PID Controller block in Simulink® which features two built-in
Approximating Nonlinear Relationships: Type S Thermocouple
Approximate nonlinear relationships of a type S thermocouple.