搜索资源列表
Fast LMS-Newton algorithms based on autoregressive
- 一种利用LMS的回声抑制的实现方法，经典文献-echo suppression of the method, classic literature
MARBURG
- Routine marburg: To estimate the AR parameters by Burg algorithm. Input Parameters: n : Number of data samples ip : Order of autoregressive process x : Array of complex data samples x(0) through x(n-1) Output Parameters: ep : Real
ARMASA
- An AutoRegressive Moving Average Spectral Analysis toolbox for use with Matlab.-An AutoRegressive Moving Average Spectra l Analysis toolbox for use with Matlab.
r_fading
- Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to ％ Baddour s work: \"Autoregressive modeling for fading channel simulation\"-Program to simulate using Rayleigh fading a p-th order autoregressive model
AnadaptiveKalmanfilterfortheenhancementofspeechsig
- This paper deals with the problem of speech enhancement when a corrupted speech signal with an additive colored noise is the only information available for processing. Kalman filtering is known as an effective speech enhancement technique, in w
RobustadaptiveKalmanfilteringbasedspeechenhancemen
- This paper deals with the problem of speech enhancement when only a corrupted speech signal is available for processing. Kalman filtering is known as an effective speech enhancement technique, in which speech signal is usually modeled as autore
ekf1153
- 卡尔曼滤波是一种高效率的递归滤波器(自回归滤波器), 它能够从一系列的不完全包含噪声的测量(英文:measurement)中，估计动态系统的状态。 -Kalman Filter is a highly efficient recursive filter (autoregressive filter), It can complete a series of noise measurements included (in English : measurement). Dynamic Syste
ARMAwithNExT
- 自然激励下建筑结构的模态参数识别，首先通过自然激励技术（next）得到结构的自由响应，然后由自回归滑动平均（arma）方法识别模态参数。-natural incentive structures under the modal parameter identification, First through natural incentive Technology (next) to be free to respond to the structure, then autoregressive
Rayleigh_fading
- Generates Rayleigh fading processes based on autoregressive models.
Rayleigh_fading
- Rayleigh 信道仿真模型 参考\"Autoregressive modeling for fading channel simulation\", IEEE Transaction on Wireless Communications, July 2005.
Rayleigh_fading
- Program to simulate Rayleigh fading using a p-th order autoregressive model AR(p) according to Baddour s work: \"Autoregressive modeling for fading channel simulation\", IEEE Transaction on Wireless Communications, July 2005.
bailliebw1996.zip
- Replication of Baillie, Bollerslev and Mikkelson(1996), "Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity", Journal of Econometrics, vol 74, pp 3-30.
mr.zip
- matlab自回归马尔可夫转换模型仿真估计与预测,matlab autoregressive Markov switching model simulation estimates and projections
p3181.rar
- 用奇异值和总体最小二乘法来求自滑动平均自回归的回归参数问题,Using singular value and the total least squares method for autoregressive moving average since the return parameters
ARIMA_model
- 基于MATLAB的ARIMA模型的源代码。ARIMA模型是自回归滑动平均求和模型，是时间序列分析模型，可以用于时间序列的预测。该代码实现了ARIMA模型的建模和谱分析过程-The ARIMA model based on MATLAB source code. ARIMA model is the sum of autoregressive moving average model is time series analysis models, can be used for time seri
kalman
- kalman滤波器的C源代码，kalman滤波器的用途很广，比如卡尔曼滤波是一种高效率的递归滤波器(自回归滤波器), 它能够从一系列的不完全包含噪声的测量，估计动态系统的状态。-kalman filter C source code, kalman filter uses a very wide, such as the Kalman filter is an efficient recursive filter (autoregressive filter), it can not compl
Kalman_filter
- 卡尔曼滤波算法实现代码.卡尔曼滤波是一种高效率的递归滤波器[自回归滤波器], 它能够从一系列的不完全及包含噪声的测量[英文:measurement]中，估计动态系统的状态。-Kalman filter algorithm implementation code. Kalman filter is an efficient recursive filter [autoregressive filter], it can from a series of incomplete and contain
kalman_intro_chinese
- 卡尔曼滤波器是一个“optimal recursive data processing algorithm（最优化自回归数据处理算法）”。对于解决很大部分的问题，他是最优，效率最高甚至是最有用的。-Kalman filter is an " optimal recursive data processing algorithm (autoregressive to optimize data-processing algorithm)." To address the very
OrthogonalTGARCH
- 本文对@:AB及其衍变模型进行了分析和总结，提出了直交门槛一般化自回归条件异方差#< 90 8 17C -D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行 评估，作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。 -In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC
Threshold Vector Autoregressive Toolbox
- Threshold Vector Autoregressive Toolbox