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
Perform basic peak analysis. It will help you answer questions such as: How do I find peaks in my signal? How do I measure distance between peaks? How do I measure the amplitude of peaks of a signal which is affected by a trend? How do I find peaks in a noisy signal? How do I find local minima?
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
CoMP Dynamic Point Selection with Multiple CSI Processes
How multiple Channel State Information (CSI) processes provide the network with feedback for Coordinated Multipoint (CoMP) operation. In this example User Equipment (UE) data is
Removing High-Frequency Noise from an ECG Signal
Lowpass filter an ECG signal that contains high frequency noise.
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
Lithium Battery Cell - Two RC-Branch Equivalent Circuit
Model a lithium cell using the Simscape™ language to implement the elements of an equivalent circuit model with two RC branches. For the defining equations and their validation, see T.
Getting Started with Robotics Playground
This toolbox provides a set of Simulink virtual environments to aid in robotics educations. Users can interact directly with robots via actuator and sensor blocks to learn to program robots
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
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
Air Traffic Control Radar Design
Model a conceptual air traffic control (ATC) radar simulation based on the radar range equation.
Simulation of a Bouncing Ball
Use two different approaches to modeling a bouncing ball using Simulink®.
Approximating Nonlinear Relationships: Type S Thermocouple
Approximate nonlinear relationships of a type S thermocouple.