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[matlabMaximum likelihood estimation of GARCH

Description: Maximum likelihood estimation of GARCH
Platform: | Size: 1168 | Author: stanleyjunjun | Hits:

[WaveleticaMF

Description: ICA算法The algorithm is equivalent to Infomax by Bell and Sejnowski 1995 [1] using a maximum likelihood formulation. No noise is assumed and the number of observations must equal the number of sources. The BFGS method [2] is used for optimization. The number of independent components are calculated using Bayes Information Criterion [3] (BIC), with PCA for dimension reduction.-ICA algorithm:The algorithm is equivalent to Infomax by Bell and Sejnowski 1995 [1] using a maximum likelihood formulation. No noise is assumed and the number of observations must equal the number of sources. The BFGS method [2] is used for optimization. The number of independent components are calculated using Bayes Information Criterion [3] (BIC), with PCA for dimension reduction.
Platform: | Size: 563200 | Author: 陈互 | Hits:

[matlabARMODEL

Description: 功率谱估计的应用范围很广,在各学科和应用领域中受到了极大的重视。在《现代信号处理》课程中讲述了经典谱估计和现代谱估计这两大类谱估计方法;经典谱估计是基于傅立叶变换的,虽然具有运算效率高的优点,但是频谱分辨率低同时旁瓣泄漏严重,对长序列有着良好的估计。为了克服经典谱估计的缺点,人们开展了对现代谱估计方法的研究。现代谱估计是以随机过程的参数模型为基础的,有最大似然估计法、最大熵法、AR模型法、预测滤波器法。现代谱估计对短序列的估计精度高,同经典谱估计互为补充。在认真学习了现 代谱估计方法后,我选择了现代谱估计中的AR模型法的仿真作为题目。下面给出AR模型的相关理论和仿真实现。-Power Spectral Estimation of very extensive, in all disciplines and fields of application of a great deal of attention. The "modern signal processing" on the curriculum of classical and modern spectral estimation spectrum is estimated that the two types of spectrum estimation method; Classical spectrum estimation is based on Fourier transform, although high computing efficiency advantages, but also low-resolution spectrum Sidelobe serious leakage of long sequences have good estimates. In order to overcome the classic shortcomings of the spectrum estimation, there have been a pair of modern spectral estimation methods. Modern spectral estimation is the random process model parameters based on the maximum likelihood estimation, maximum entropy method, AR model, forecast filter. Spe
Platform: | Size: 2048 | Author: | Hits:

[Communicationviterbi

Description: 卷积码的译码方法主要有两种:代数译码和概率译码。代数译码是根据卷积码的本身编码结构进行译码,译码时不考虑信道的统计特性。概率译码在计算时要考虑信道的统计特性。典型的算法如:最大似然译码、Viterbi译码、-Convolutional Decoding by two major ways : Decoding algebra, probability and decoding. Decoding is based on algebraic Convolutional Codes itself coding structure decoding, decoding not consider access to the statistical characteristics. Decoding in the calculation of the probability to consider when Channel statistical characteristics. Typical algorithms such as : Maximum Likelihood decoding, Viterbi decoding,
Platform: | Size: 8192 | Author: 姚中华 | Hits:

[AI-NN-PRFLch5RMLeg2

Description: 用matlab仿真的递推极大似然法辨识程序,可用来进行系统辨识,很好用-simulation using Matlab Recursive maximum likelihood method identification procedures, which can be used for system identification, good use
Platform: | Size: 1024 | Author: 孙鹏飞 | Hits:

[Program doccarieroffset-estimation

Description: Tdscdma系统中的载频估计程序,利用导频段,极大似然的估计算法,在MATLAB中的实现程序-Tdscdma system of carrier frequency estimation procedures, the use of derivative band, the maximum likelihood estimation algorithm, MATLAB in the realization process
Platform: | Size: 2048 | Author: 青青 | Hits:

[matlabarimalik

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 | Hits:

[WEB CodeSTBC_sim

Description: 这是一个无线通信空时码仿真程序,编码数据形成流进行同步传输,采用的是最大似然译码。-This is a wireless communications space-time simulation codes, encoding data flow synchronization formed transmission, using the maximum- likelihood decoding.
Platform: | Size: 2048 | Author: ltj1974 | Hits:

[matlabmlmethod

Description: 运用matlab来进行最大似然方法实现符号定时同步和载波同步仿真。-use Matlab to the maximum likelihood method Symbol Timing and Carrier Synchronization simulation.
Platform: | Size: 1024 | Author: 岳莹昭 | Hits:

[matlab2Tx_2Rx_STBC

Description: 该文件夹为Alamouti空时码的仿真程序,天线配置为2发2收。 主要程序的用途说明: mainMIMO_OFDMA_2Tx_SER.m: 主程序,设置各种参数 gendata.m: 生成原始信息数据的程序 mod_2Tx_STBC_DFUSC.m:调制程序 gen_SUI_CorrCIR.m: 生成信道冲击响应的程序 get_perfectCE_2x2.m: 生成理想信道估计值的程序 chanSUI_corr_2x2.m: 发送信号通过SUI信道的程序 addAWGN_2x2.m: 添加高斯白噪声的程序 dem_DFUSC_2x2_STBC.m: 接收端解调主程序 ls_freq.m: 频域LS算法 ls_time_2x2.m: 时域LS算法 ML_decision.m: Alamouti最大似然检测算法-folder for the ACS code of space-time simulation program, antenna configuration for the two 2 admission. The main purpose procedures : mainMIMO_OFDMA_2Tx_SER.m : The main program, gendata.m set various parameters : Data generated primitive procedures mod_2Tx_STBC_DFUSC.m : gen_SUI_CorrCIR.m modulation procedures : Generation channel impulse response procedures get_perfectCE_2x2.m : Generation ideal channel estimation procedures chanSUI_corr_2x2.m : SUI transmitted signal through the channel addAWGN_2x2.m procedures : adding Gaussian white noise process dem_DFUSC_2x2_STBC.m : receiver demodulator main program ls_freq.m : frequency-domain algorithm ls_time_2x2.m LS : time-domain algorithm ML_decision.m LS : ACS Maximum Likelihood Detection Algorithm
Platform: | Size: 15360 | Author: leon | Hits:

[Special Effectshyperspectral

Description: 用于高光谱图像处理的matlab程序,包括图像融合,降维和图像的极大似然分类程序-for hyperspectral image processing Matlab procedures, including image fusion, dimensionality reduction and image of the maximum likelihood classification procedures
Platform: | Size: 3072 | Author: 成兴 | Hits:

[source in ebookzuidasiran

Description: 最大似然法德matlab仿真程序,用在ofdm系统中很好!!!与大家一起享用-Maximum Likelihood France and Germany Matlab simulation program used in ofdm system good! ! ! Together with everyone to enjoy!
Platform: | Size: 1024 | Author: | Hits:

[DSP programviterbidecoder

Description: 提供实现了(2,1,7)卷积码的维特比译码的源程序,采用了最大似然算法,介绍了软判决维特比译码算法过程的三个步骤:初始化、度量更新和回溯译码。-for achieving a (2,1,7) Convolutional Codes Viterbi decoding of the source, using the maximum- likelihood algorithm, introduced a soft-decision Viterbi decoding algorithm of the three steps : initialization, Metric update and backtracking decoding.
Platform: | Size: 1024 | Author: 王雪松 | Hits:

[Special Effectshmmbox_3_2

Description: Matlab toolbox for Hidden Markov Modelling using Max. likelihood EM. Prerequisites: Matlab 5.0, System Identification Toolbox, Netlab, Marbox. LAST UPDATED: 25 Feb. 2002.
Platform: | Size: 716800 | Author: 王冰 | Hits:

[Software Engineering1

Description: LDPC码译码相关文献 Bounds on the maximum likelihood decoding error probability of low density parity check codes-LDPC Decoding literature Bounds on the maximum likelihood decoding error probability of low density parity check codes
Platform: | Size: 99328 | Author: xzm | Hits:

[OtherML_and_MAP

Description: 最大似然(ML)准则和最大后验概率(MAP)准则Matlab仿真-Maximum Likelihood (ML) criteria and maximum a posteriori probability (MAP) criteria Matlab simulation
Platform: | Size: 1024 | Author: | Hits:

[Communication-Mobileeqbereval

Description: 对线性均衡、判决反馈均衡和最大似然序列估计均衡等三种方法的实现和误码率的分析。-Of linear balanced, decision feedback equalizer and maximum likelihood sequence estimation of three methods such as balanced realization and BER analysis.
Platform: | Size: 101376 | Author: 冯巍 | Hits:

[File FormatOnsequentialMonteCarlosamplingmethodsforBayesianfi

Description: In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is developed that unifies many of the methods which have been proposed over the last few decades in several different scientific disciplines. Novel extensions to the existing methods are also proposed.We showin particular how to incorporate local linearisation methods similar to those which have previously been employed in the deterministic filtering literature these lead to very effective importance distributions. Furthermore we describe a method which uses Rao-Blackwellisation in order to take advantage of the analytic structure present in some important classes of state-space models. In a final section we develop algorithms for prediction, smoothing and evaluation of the likelihood in dynamic models.
Platform: | Size: 119808 | Author: 阳关 | Hits:

[Otherdirichlet_fit

Description: 这是一个用极大似然函数估计狄里克莱分布的matlab程序-This is a great likelihood function using the estimated Dirichlet distribution matlab program
Platform: | Size: 1024 | Author: 杨芮 | Hits:

[matlabMaximum-likelihood-parameter-estimation

Description: this code is or estimation Maximum likelihood parameter
Platform: | Size: 1024 | Author: rezi | Hits:
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