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Orthogonal method for the Identification of Volterra series. It is an extension of Lee-Schetzen method with two major improvments:
1. Reduced identification uncertainty in diagonal kernel points.
2. Possibility to identify each Volterra kernel with an input with different variance.
This feature reduces the identification noise on lower order kernels and improve the "resolution" on higher order kernels.
For reference see:
Simone Orcioni. Improving the approximation ability of...
Demo of Simulink to C++ C or HDL FGA for HFT potential
Video and files download for Visual trading idea to C++ or FPGA HFT Meetup
File download sample: test model (Matlab 2014b with Visual Studio 2013 C++ project generated)
Powerpoint MATLAB SIMULINK
http://quantlabs.net/blog/2015/04/video-and-files-download-for-visual-trading-idea-to-c-or-fpga-hft-meetup/
A highly scalable network emulation tool which emulates dynamic, mobile ad-hoc wireless network topologies in real-time, featuring easy deployment and detailed network models. It was developed in the research project HIDENETS (http://www.hidenets.aau.dk)