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disp_rand
- 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
pca.m
- 本程序的运行环境为matlab6.5，在command window下输入数据x和a，然后调用函数pca（x，a）（即本程序的主程序）输入的两个参数的意义是：一个是样本数据x，另外一个是主成分累积贡献率的一个闸值，作为选定主成分个数的一个重要数据。 即可得到样本的协方差矩阵，相关矩阵，相关矩阵的特征根及特征向量，主成分个数和主成分负荷矩阵。 -the procedures for the environment matlab6.5. under the command window i
ekf
- EKF-SLAM Simulator This version of the simulator uses global variables for all large objects, such as the state covariance matrix. While bad programming practice, it is a necessary evil for MatLab efficiency, as MatLab has no facility to
direct_kim
- Fast DOA Estimation Algorithm using Pseudo Covariance Matrix的程序-Fast DOA Estimation Algorithm using Pseudo Covariance Matrix procedure
sim
- 实现对自适应波束形成SIM算法的仿真，在该程序中，我们先设置入射的信号，再进行互协方差矩阵和自协方差矩阵的求解来实现该算法-To achieve adaptive beamforming algorithm for the simulation of SIM, in the process, we first set up the incident signal and then cross-covariance matrix and covariance matrix from the sol
strcov
- Structured covariance estimation. The routine takes a covariance matrix as input and returns the Toeplitz matrix that lies closest to it, in the sense that it minimizes the Kullback-Leibler divergence between the two. Input must be a real, square, sy
Kalman_FILTER_version
- Computes the Kalman gain and the stationary covariance matrix using the Kalman filter of a linear forward looking model.
RLS+MatriXReseting+ForgetFactor
- this matlab code for estimating the static linear system(system function is time variable) with Recursive Least Squre and 2 solutions for better result. 1- using the Covariance Matrix Reseting in a specefic time. 2-using the RLS with Forget Facto
KalmanFilter
- this matlab code for estimating the static linear system(system function is time variable) with Kalman Filter. this program is written by matlab 7.0. Here we want to estimate the below function: this is matlab code for estimating the static lin
matlab
- 使用matlab计算协方差矩阵的算法，包含计算实例的程序-Covariance matrix using matlab calculation algorithms, including the procedures for calculation example
SMI
- 块自适应处理算法先有采样快拍数据计算采样协方差矩阵，再来计算自适应权矢量。典型的块自适应处理算法为采样矩阵求逆(SMI)算法。仿真了采样矩阵求逆法(SMI)的波束形成方向图旁瓣的高低受信号快拍数的影响。-Block adaptive processing algorithms prior sample snapshot data of the sampling covariance matrix, again computing adaptive weight vector. A typical
An_improved_ekf_new_methods
- 本文对于非线性非高斯问题，提出了一种改进扩展卡尔曼滤波（NIEKF）新方法。该方法将迭代滤波理论引入到扩展卡尔曼滤波器方法中，有效地重复利用新的测量信息，还利用Levenberg-Marquardt 方法调整预测协方差阵以保证算法具有全局收敛性。实验结果表明，所提方法具有更高的估计精度，是一种效率较高、性能较好的跟踪方法。-This non-Gaussian for nonlinear problems, an improved extended Kalman filter (NIEKF) th
feisher
- PCA的步骤： 1 先将数据中心化； 2 求得的协方差矩阵； 3 求出协方差矩阵的特征值与特征向量； 4 将特征值与特征向量进行排序； 5 根据要降维的维数d’,求得要降维的投影方向； 6 求出降维后的数据； -PCA steps: 1 of the first data center 2 covariance matrix obtained 3 obtained covariance matrix eigenvalues and eigenvectors 4
m11438
- Ensemble Kalman Filter (EnKF) data assimilation methods can be avoided in the EKF covariance forecasting the evolution equation arising in the course of the calculation is not accurate and on the covariance matrix of a large amount of data storage pr
predct
- Ensemble Kalman Filter (EnKF) data assimilation methods can be avoided in the EKF covariance forecasting the evolution equation arising in the course of the calculation is not accurate and on the covariance matrix of a large amount of data storage pr
AnAdaptiveFourDimensionalKalmnFilteforDopplerFrequ
- 用泰勒级数展开的形式表示高动态的载波相位参数, 给出了对高动态载体和各阶频率参数 估计的四阶加权扩展卡尔漫滤波器(EKF) , 以及实现高动态跟踪滤波器必须的状态转移矩阵和动 态噪声协方差矩阵. 计算机模拟实验分析了对载波相位和各阶频率的跟踪结果.-Taylor series expansion with the form that the carrier phase high-dynamic parameters, given the high-order dynamic freq
w_SMI
- 针对均匀线列阵，当采用样本协方差矩阵求逆的方法时，得到的波束扫描估计方位谱。三个信号源-For uniform linear array, when using the sample covariance matrix inversion method, estimated by scanning the beam position spectrum. Three sources
DOA_pastd
- 基于投影逼近子空间（PASTD）算法的DOA估计，PASTD算法可以快速度估计协方差矩阵的特征向量-doa estimation using pastd algorithm，pastd algorithm can estimate eigenvectors of covariance matrix quickly
mvg
- Plot the 2D Multivariate Gaussian function when mean vector and covariance matrix are provided
usefultool
- 计算协方差提供了便利，特别是考虑了半衰期；同时提供了一些其他常用的计算工具，例如decayma ewma等移动平滑计算；(It is convenient to calculate covariance, especially considering half-life. Some other common computing tools, such as decayma ewma and other mobile smoothing calculations, are also provide