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系统 辨识文件夹内是产生高斯白噪声,m序列和最小二乘法的一次完成算法,递推算法,限定记忆法的程序。系统仿真文件夹内是对系统线性和非线性的建模和仿真程序。-System folder on system identification is to generate Gaussian white noise, m sequence and a complete least-squares method algorithm, recursive algorithm, limited memory met
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泰勒级数展开算法是需要初始估计位置的递归算法,在每一次的递归中通过求解TDOA测量误差的局部最小二乘来改进估计的位置。 本程序基于MATLAB,对泰勒级数展开算法进行了仿真。初始位置的选取很重要,建议和其他简单的算法进行协同,对信号源位置进行定位。 希望对研究信号源定位的同志有所帮助。-Taylor series expansion algorithm is the need to estimate the location of the initial recursive algorithm,
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又一种最小平方反褶积程序
使用了莱文森递推算法,可以单独调用。
解矩阵方程很有用。-And a least-squares deconvolution procedure using the Levinson recursive algorithm, can be called. Useful solution of the matrix equation.
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卡尔曼于1960年提出了离散系统线性滤波的递推求解方法即卡尔曼滤波算法。该滤波算法是基于线性最小平方法的、进行有效递推计算的一组数学方程式,算法功能强大,支持对过去、现在和将来状态的估算。-Kalman in 1960 proposed a linear discrete-time systems to solve recursive filtering methods for the Kalman filter. The filtering algorithm is based on the
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卡尔曼于1960年提出了离散系统线性滤波的递推求解方法即卡尔曼滤波算法。该滤波算法是基于线性最小平方法的、进行有效递推计算的一组数学方程式,算法功能强大,支持对过去、现在和将来状态的估算。-Kalman in 1960 proposed a linear discrete-time systems to solve recursive filtering methods for the Kalman filter. The filtering algorithm is based on the
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matlab的最小二乘递递推算法演示,和工程应用实例
-Matlab least squares recursive recursive algorithm demo, and engineering application
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用辅助变量法递推算法估计模型的参数.辅助变量估计是在模型误差为相关噪声的情况下通过引入辅助变量矩阵对线性最小二乘估计的一种改进。
-Recursive algorithm to estimate model parameters using instrumental variables method. Auxiliary variables is estimated that in the case of the model error is related to an improveme
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基本最小二乘法、加权最小二乘法(包括一次完成、递推算法)、最小二乘适应算法(包括遗忘因子法、限定记忆法)以及进行偏差补偿的最小二乘法,有详细的文档说明,程序注释也很详尽-The basic method of least squares, weighted least squares method (including a complete, recursive algorithm), least squares adaptation algorithm (including forgettin
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这里面是递推阻尼最小二乘辨识算法,主要用于系统辨识,参数估计,非线性系统建模以及系统工程领域。-There is a recursive damped least squares identification algorithm, mainly used for system identification, parameter estimation, nonlinear system modeling and system engineering.
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增加了遗忘因子的最小二乘递推算法,算法更加准确-The least squares recursive algorithm of forgetting factor is added, and the algorithm is more accurate
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最小二乘递推算法,就是在一般的最小二乘估计算法用推算的形式完成-Least squares recursive algorithm, that is, in the general least-squares estimation algorithm to complete the form of projections
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The fuzzy recursive least squares-probabilistic data association (FRLS-PDA) filter is presented for tracking single
maneuvering target in cluttered situations with unknown process noises. In the proposed filter, the association
probabilities of the
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本文从高速数字信号处理器的特点、自适应滤波器的原理及主要应用领域入手,介绍了自适应滤波器的基本理论思想,具体阐述了自适应滤波器的基本原理、算法及设计方法。本文中,对两种最基本的自适应算法,即最小均方误差(LMS)算法和递归最小二乘(RLS)算法进行了详细的介绍和分析,并针对两种算法的优缺点进行了详细的比较。最后用DSP实现了自适应滤波器。实验结果表明,该自适应滤波器滤波效果优越。(Starting from the characteristics of high-speed digital si
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递归最小二乘(RLS)是一种自适应滤波算法,它可以递归地找到最小化加权线性最小二乘代价函数与输入信号相关的系数。这种方法与其他算法相比较,例如最小均方(LMS),旨在减少均方误差。在RLS的推导中,输入信号被认为是确定性的,而对于LMS和类似的算法,它们被认为是随机的。(Recursive least squares (RLS) is an adaptive filter algorithm that recursively finds the coefficients that minimiz
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带遗忘因子的递推最小二乘参数估计以及带有辅助变量的广义最小方差自校正控制算法及结果,源码可找我要(Recursive Least Squares Parameter Estimation with Forgetting Factor and Generalized Minimum Variance Self-Tuning Control Algorithm with Auxiliary Variables and Results)
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