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SDELab 解随机微分方程的一个Matlab工具包 A package for solving stochastic differential equations in MATLAB
Update : 2008-10-13 Size : 417.3kb Publisher : Dong Li

DL : 0
本程序用matlab生成白噪声,并且基于一个离散线性随机系统的模型生成了y(k)和x(k),绘制出了x(k|k-1)和x(k)的对比曲线,求出了提前一步预报的误差协方差阵的稳定值-the procedures used Matlab generate white noise, and on a discrete linear stochastic systems model generated y (k) and x (k), mapping out the x (k | k-1) and x (k) contrast curves, get a step ahead forecasting error covariance matrix of stable value
Update : 2025-02-19 Size : 1kb Publisher : 孙磊

DL : 0
SDELab 解随机微分方程的一个Matlab工具包 A package for solving stochastic differential equations in MATLAB-Solution of stochastic differential equations SDELab a Matlab toolkit A package for solving stochastic differential equations in MATLAB
Update : 2025-02-19 Size : 417kb Publisher : Dong Li

DL : 0
随机微分方程的求解现在是一个挑战性课题,这里给出一个外国人编写的关于随机微分方程的求解的工具箱,希望能帮助各位同行,同时有问题一起讨论。-Solution of stochastic differential equation is a challenging task, where a foreigner is given on the preparation of the solution of stochastic differential equation toolbox, hope to help you peer at the same time there are problems to discuss.
Update : 2025-02-19 Size : 3.32mb Publisher : cbzeng

SDELab article describing the usage and application of the package to solve stochastic equations
Update : 2025-02-19 Size : 422kb Publisher : Aoun Bogg

DL : 0
Scientific Commons: SDELab: stochastic differential equations with ...by H Gilsing - 2006 - Cited by 5 - Related articles 5 Jan 2006 ... We introduce SDELab, a package for solving stochastic differential equations (SDEs) within ... Download, http://eprints.ma.man.ac.uk/134/ ... -Scientific Commons: SDELab: stochastic differential equations with ...by H Gilsing- 2006- Cited by 5- Related articles 5 Jan 2006 ... We introduce SDELab, a package for solving stochastic differential equations (SDEs) within ... Download, http://eprints.ma.man.ac.uk/134/ ...
Update : 2025-02-19 Size : 9kb Publisher : 郎思琪

DL : 0
Matlab动力系统和时间序列分析工具箱:这个工具箱用来分析动力系统和时间序列,它可以定制为:常微分方程、随机微分方程。所有分析的方法被封装在工具箱中,你可以通过命令行或GUI来调用。包含的功能: ODE常微分方程, SDE随机微分方程和map integration 分析时间序列,过滤、归一化/均衡化、直方图、2D直方图、ACF, MAI, FFT,最大lyapunov指数计算、模式识别。 动力系统分析:创建Poincare截面、分岔图、计算lyapunov指数。-The kit used to analyze the power systems and time series, it can be customized as: ordinary differential equations, stochastic differential equations. All analysis methods are encapsulated in the toolbox, you can call the command line or GUI. Includes features: ODE ordinary differential equation, SDE Stochastic Differential Equations and map integration analysis of time series, filtering, normalization/equalization, histogram, 2D histogram, ACF, MAI, FFT, the maximum lyapunov index, pattern recognition . Power System Analysis: Creating Poincare section, bifurcation diagrams, calculations lyapunov index.
Update : 2025-02-19 Size : 373kb Publisher : 朱凤宇
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