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Description: Linear dynamical system. This set of functions performs inference and learning of a linear Kalman filter model. Inference is carried out via forward-backward smoothing, and learning is accomplished via the expectation maximization algorithm.
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Size: 6144 |
Author: ruso |
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Description: 时间序列分析模型构建方法、过程及步骤,并通过假设的时间序列用MATLAB软件,实现了模型的定阶、模型参数的估计过程。-To get the Lds MOdel.
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Size: 1024 |
Author: 飞飞 |
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