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441 results about "Linear approximation" patented technology

In mathematics, a linear approximation is an approximation of a general function using a linear function (more precisely, an affine function). They are widely used in the method of finite differences to produce first order methods for solving or approximating solutions to equations.

Real time valuation of option-embedded coupon bearing bonds by option adjusted spread and linear approximation

The present invention involves a method and an apparatus capable of calculating, in real time, option-embedded coupon bearing bonds by option adjusted spread and linear approximation. The linear approximation uses a first order partial derivative to calculate a vector of sensitivities of bond price against yield curve by which an nth order linear approximation of the bond price can be approximated. The apparatus comprises a plurality of trader's workstations, one of which may serve as an option adjusted spread lattice engine for full lattice computation. The trader's workstations may be actuated by a triggering object, which receives yield curve, bond price, spread, volatility and other bond information updates from a database server. For each security, the Lattice Engine uses the lattice method to compute the price of the security and a vector of partial derivatives of the security price with respect to the yield curve. While other workstations, upon receiving any update of the yield curve, use the results of the Lattice Engine to perform first order approximation of the security prices. Since linear approximation is a simple calculation, the price update of a large number of securities can be carried out in real time. Because the Lattice Engine recalculates the first order partial derivatives when the yield curve has changed significantly, the linear approximations are very accurate in general.
Owner:KESTREL TECH

Orthogonal frequency division multiplexing (OFDM) underwater acoustic communication parallel iterative inter-carrier interference (ICI) elimination method

The invention aims at providing an orthogonal frequency division multiplexing (OFDM) underwater acoustic communication parallel iterative inter-carrier interference (ICI) elimination method. The method includes the steps of building an OFDM underwater acoustic communication system, building an acoustic time varying multipath channel model, measuring Doppler factors in the system, estimating frequency response of a time varying channel, estimating an ICI component and a signal interference noise ratio (SINR), and carrying out parallel iterative minimum mean square error (MMSE) equilibrium to received signals. Through combination of a linear approximation method and the MMSE method, and through iteration to improve performance, the parallel iterative ICI elimination method is inducted into the OFDM underwater acoustic communication system, and the method can effectively resist the ICI generated under the underwater acoustic time varying channel, and the OFDM underwater acoustic communication system is steady in response to the change of channel time varying speed. Therefore, inverse operation of a high order matrix is avoided, complexity of the method is reduced, and arithmetic speed is improved.
Owner:三亚哈尔滨工程大学南海创新发展基地
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