Description: 用对数似然估计法求解时间序列分析中的ARIMA模型的matlab源代码-with several likelihood estimation method Time Series Analysis of the ARIMA model Matlab source code Platform: |
Size: 1020 |
Author:温泉 |
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Description: 用对数似然估计法求解时间序列分析中的ARIMA模型的matlab源代码-with several likelihood estimation method Time Series Analysis of the ARIMA model Matlab source code Platform: |
Size: 1024 |
Author:温泉 |
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Description: 附件中的m代码包括了一系列的拟合函数，这些函数通常的输入是概率分布的样本。还有最大似然估计仿真器、最小平方仿真器、混合高斯分布估计的EM算法、-M in the annex to the code, including a series of fitting function, which function normally is the probability distribution of input samples. There are maximum likelihood estimation simulator, emulator least squares, mixed-Gaussian distribution is estimated that the EM algorithm, Platform: |
Size: 68608 |
Author:liyuedsg |
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Description: 对平稳时间序列中的参数估计方法（包括矩估计，极大似然估计）和预测方法（包括差分方程预测方法，逆函数预测方法，格林函数预测方法）应用matlab进行编程，大家可以方便使用-For stationary time series in the parameter estimation methods (including moment estimation, maximum likelihood estimation) and forecasting methods (including the difference equation forecasting methods, inverse function of forecasting methods, Green s function prediction method) Application matlab program, we can easily use Platform: |
Size: 9216 |
Author:黄飞鸿 |
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Description: Bilinear Series Parameter Estimation part 2
Max Likelihood Estimation Theory - GOOD !-Bilinear Series Parameter Estimation part 2
Max Likelihood Estimation Theory- GOOD ! Platform: |
Size: 203776 |
Author:jarek |
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Description: 卡尔曼滤波是信号处理的重要工具，而极大似然估计是概率论的重要思想，两者结合会解决一系列类似的问题-Kalman filtering is an important tool for signal processing, while the maximum likelihood estimation is the important thinking of the probability theory, a combination of both will solve a series of similar problems Platform: |
Size: 331776 |
Author:xuna |
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Description: 现代信号处理中时间序列分析，相关重要算法，包括逆函数预测算法，矩估计，极大似然估计，
格林函数预测算法，差分方程预测方法-Modern signal processing, time series analysis, the related important algorithms, including inverse function prediction algorithms moment estimation, maximum likelihood estimation, prediction method of Green' s function prediction algorithms, differential equations Platform: |
Size: 3939328 |
Author:王平仁 |
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Description: 实现了对10个数字音的识别程序主要为数据分析和统计，最大似然（ML）准则和最大后验概率（MAP）准则，通过虚拟阵元进行DOA估计，大学数值分析算法，重要参数的提取，时间序列数据分析中的梅林变换工具，采用热核构造权重。- Realization of 10 digital audio recognition program Mainly for data analysis and statistics, Maximum Likelihood (ML) criteria and maximum a posteriori (MAP) criterion, Conducted through virtual array DOA estimation, University of numerical analysis algorithms, Extract important parameters, Time series data analysis Mellin transform tool, Thermonuclear using weighting factor. Platform: |
Size: 8192 |
Author:pwtkbcn |
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Description: 最优状态估计与系统辨识 出版社：西北工业大学出版社 作者：王志贤 本书系统地阐述了最优状态估计与系统辨识的基本概念、基本理论和基本方法。全书共分两篇14章：第一篇为最优状态估计，分别介绍了最优估计的基本概念、线性系统的卡尔曼滤波、最优线性平滑、卡尔曼滤波的稳定性、滤波的发散及其克服方法、非线性滤波。第二篇为系统辨识，分别介绍了系统辨识的一般概念、脉冲响应法和相关函数法、最小二乘类辨识方法、极大似然法和预报误差法、时间序列模型和随机逼近法、多输入多输出性系统辨识、闭环系统辨识。附录给出了学习本课程中用到的矩阵分析等一些数学工具。 -Optimal state estimation and system identification Publisher: Northwestern University Press Author: Wang Zhixian This book describes the basic concepts and optimal state identification system, the basic theory and method of estimation. The book consists of two 14 chapters: The first chapter is the optimal state estimation, introduced the basic concepts of optimal estimation, Kalman filter for linear systems, optimal linear smoothing, divergence stability Kalman filter, and the filter which overcomes method, nonlinear filtering. The second is identification, introduced the general concept of system identification, impulse response and correlation function method, class identification method of least squares, maximum likelihood method and prediction error method, time series models and stochastic approximation method, and more input multi-output system identification, the closed-loop system identification. The appendix gives matrix analysis used in this course and some other mathematical Platform: |
Size: 6449152 |
Author:李赛 |
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Description: 最大似然（ML）准则和最大后验概率（MAP）准则，这个有中文注释，看得明白，有信道编码，调制，信道估计等，基于人工神经网络的常用数字信号调制，欢迎大家下载学习，时间序列数据分析中的梅林变换工具，借鉴了主成分分析算法（PCA）。- Maximum Likelihood (ML) criteria and maximum a posteriori (MAP) criterion, The Chinese have a comment, understand it, Channel coding, modulation, channel estimation, The commonly used digital signal modulation based on artificial neural network, Welcome to download the study, Time series data analysis Mellin transform tool, It draws on principal component analysis algorithm (PCA). Platform: |
Size: 5120 |
Author:vnqzmdr |
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Description: Cats是一个使用最大似然估计来使用多参数的时间序列（比如：连续的GPS）。该程序同时估计所有参数，但是分两部分来估计速度，线性部分包括一个offset and slope，突变（as form earthquakes）、正弦部分（包括年周期和半年周期），而非线性负分包括几个不同的噪声模型及其组合。(Cats is a time series (e.g., continuous GPS) using multiple parameters using maximum likelihood estimation. The procedure to estimate all parameters simultaneously, but is divided into two parts to estimate the speed of the linear part includes a offset and slope (as form earthquakes), mutation, sinusoidal components (including annual and semiannual period), and the nonlinear negative consists of different noise models and their combination.) Platform: |
Size: 26675200 |
Author:刀光
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