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global_mini
- 寻找函数的全局极小值，global minimization of contrast function with random restarts the data are assumed whitened (i.e. with identity covariance matrix). The output is such that Wopt*x are the independent sources.-Find function of the minimum value of the overa
GHWPCA
- VC 6.0下的主成分分析代码，包括关系矩阵，协方差矩阵，以及因子分析的功能-VC 6.0 Principal Component Analysis code, including the relationship matrix, covariance matrix, and the function of factor analysis
kalman
- runs Kalman-Bucy filter over observations matrix Z for 1-step prediction onto matrix X (X can = Z) with model order p V = initial covariance of observation sequence noise returns model parameter estimation sequence A, sequence of predicted
ppca
- Probabilistic Principal Components Analysis. [VAR, U, LAMBDA] = PPCA(X, PPCA_DIM) computes the principal ％ component subspace U of dimension PPCA_DIM using a centred covariance matrix X. The variable VAR contains the off-subspace variance (which
EnsembleKalman_filter
- 集合卡尔曼滤波(EnKF) 数据同化方法可以避免了EKF 中协方差演变方程预报过程中出现的计算不准确和关于协方差矩阵的大量数据的存储问题,最主要的是可以有效的控制估计误差方差的增长,改善预报的效果。-Ensemble Kalman Filter (EnKF) data assimilation methods can be avoided in the EKF covariance forecasting the evolution equation arising in the course
rsvd
- 基于GM算法和QR分解实现的稳健奇异值分解算法，通过该算法可以获取一个数居阵的稳健方差－协方差阵。在该稳健方差－协方差阵上可以进行诸如，稳健主成份分解、稳健聚类、稳健因子分析等操作。-GM based on QR decomposition algorithm and the realization of the stability of singular value decomposition algorithm, the algorithm can be accessed through a
5
- 一种Kalman滤波系统误差及其协方差矩阵的半参数估计方法的研究文章-A Kalman filter system error covariance matrix and the semi-parametric estimation methods of research papers
Matlabcodes-RobustPCA
- Matlab codes for Robust PCA multivariate control chart-Robust PCA multivariate control chart mainly consists two steps: Step1 Calculates the robust mean and the robust covariance of original dataset using the minimum covariance determinant (M
CovarianceApplications
- 数据挖掘课程的课件，关于协方差矩阵 有关于协方差矩阵的介绍，例子，应用 用在关于维度的降低上-data mining,Covariance Matrix Applications,Dimensionality Reduction
CMatarySRC
- 一个简单的数理统计系统，实现了矩阵的方差，协方差，概率统计等运算，包含说明文件的。-A simple system of mathematical statistics to achieve a matrix of variance, covariance, probability and statistics and other operations, including documentation.
19864062MatrixOper
- 对于协方差矩阵的一种计算方法，对于地震中的反演约束算法能起到很好的作用。-For a kind of covariance matrix calculation method
MP_DOA
- 针对多径效应的影响，提出了一种基于矩阵束的MIMO 雷达低仰角快速估计方法。该方法同时考虑了发射多径信号和接收多径信号，采用单样本数信号矢量构造了一个前后向矩阵束，并利用两个酉矩阵对该矩阵束进行降维处理，最后采用广义特征值分解的总体最小二乘法来估计目标角度。算法不需要估计数据协方差矩阵，可在低 信噪比和单样本数情况下，有效地克服多径效应，实现同时多目标低仰角估计，相比最大似然算法，避免了谱峰搜索，计算量小。仿真结果验证了该算法的有效性。-To overcome the multipath e
CMatrix
- 对称矩阵相关元算，主成分分析(PCA)， fisher discriminant analysis(FDA).，-Introduction ============ This is a class for symmetric matrix related computations. It can be used for symmetric matrix diagonalization and inversion. If given the covariance matrix,
kfilter
- KFILTER calculates the kalman gain, k, and the stationary covariance matrix,using the Kalman filter.
jianjiepingcha
- 水准测量中间接平差以及观测精度的计算，本程序由c++编写，可以得到平差后未知点坐标，协方差阵，观测值改正数等等。-Leveling in indirect adjustment and the calculation of the observational accuracy of the program written by c++ unknown point coordinates can be adjustment, the covariance matrix of observation
doa
- DOA估计：最大熵算法、最小模算法、最小方差算法。输入： 快拍数据协方差矩阵R，观察范围内各方向导向矢量，三维矩阵phiyz。输出：最小方差谱估计矩阵P。-DOA Estimation: maximum entropy algorithm, the minimum norm algorithm, the minimum variance algorithm. Input: snapshot of the data covariance matrix R, the steering vector
SMUSIC
- 单次快拍 MUSIC 算法，这种单次快拍 MUSIC 算法仅利用接收的一次快拍的 M（M 为阵元数）个数据，通过对这 M 个数据做统计处理，来估计阵列数据的协方差矩阵-Single snapshot MUSIC algorithm, this single snapshot the MUSIC algorithm only receiving a snapshot M (M array element number) data, statistical treatment of these M
covariance-matrix
- 协方差矩阵的编程,通过这个程序可以计算协方差，-programme of covariance matrix，Through this program can calculate the covariance
matrix
- 求协方差矩阵（C++） -Covariance matrix (C++) covariance matrix (C++)
CMA-ES-optimization
- 包括优化算法源程序及算法原理介绍。自适应协方差矩阵进化策略，一种2000年左右发展起来的新优化算法，简称CMA-ES，最近十几年得到了学术界的广泛关注，非常有应用前景。这是一种黑箱子优化算法，可以再程序末自己定义优化函数，也可以调用外部程序（如有限元等）进行计算，然后提取优化函数的解。该优化算法在各种变量维度下的表现优于蚁群算法、粒子群算法，有较好的收敛性，这归功于其严谨的数学表达。-Covariance matrix adaptation evolution strategy, about o