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广义最小二乘法
- 广义最小二乘法也是为了改善噪声e(k)为有色噪声时，采用最小二乘和加权最小二乘辨识系统参数为有偏估计的问题。其基本思想是：引入一个所谓白化滤波器，把相关噪声e(k)转化为白噪声v(k)，从而达到应用最小二乘法无偏估计的目的。
SVD-TLS.rar
- 利用奇异值分解-总体最小二乘法估计ARMA模型的AR参数,并利用参数进行谐波恢复仿真程序,The use of singular value decomposition- total least squares estimation of AR parameters of ARMA model and using the parameters of harmonic retrieval simulation program
zuixiaoercheng
- 自适应控制，自校正控制系统参数估计matlab程序，利用递推最小二乘法进行系统参数估计-Adaptive control, self-tuning control system parameters estimated matlab procedures, the use of recursive least squares method for system parameter estimation
RELS
- 增广最小二乘法参数估计，系统辨识，针对含有输出噪声的SISO模型。-Augmented least squares parameter estimation, system identification, aimed at containing the output noise of the SISO model.
AR
- 使用时间序列分析AR方法对油价进行分析，以及预测。采用BIC准则进行判阶，最小二乘法进行参数估计-AR time series analysis using the method of price analysis and forecasting. BIC criteria used sentence order, the least square method for parameter estimation
用最小二乘法和svd-tls法对arma过程进行功率谱估计并比较结果
- 分别用最小二乘法和svd-tls法对arma过程进行功率谱估计并比较结果。包含实验目的，步骤，程序，结果，分析。-Least square method, respectively, and svd-tls on arma-power spectrum estimation process and the results of the comparison. Contains experimental purposes, steps, procedures, results, analysis.
lsyqc
- 现代谱估计的matlab的程序。用的是最小二乘法。-Modern Spectral Estimation matlab procedures. Using a least squares method.
TLSesprit
- 总体最小二乘法的ESPRIT方法，这种算法的估计精度明显好于原来的ESPRIT算法。可以很好的估计出信号的角度。仿真中用的是均匀阵列。-Total least squares method of the ESPRIT method, the algorithm of the estimation accuracy significantly better than the original ESPRIT algorithm. Can be a very good signal to estima
lwr
- 强局部加权回归算法由Cleveland[7]提出,主要利用局部观测数据对欲拟合点进行多项式加权拟合,并用最小二乘法进行估计.它综合了传统的局部多项式拟合,局部加权回归以及具有强鲁棒性的拟合过程 -Strong locally weighted regression algorithm by Cleveland [7] proposed, mainly using local observational data points on the polynomial fitting For wei
SVD_TLS
- 使用自编函数基于奇异值分解总体最小二乘法（svd-tls）实现AR模型谱估计 -The use of self-functions in general based on singular value decomposition least square method (svd-tls) to achieve AR model spectrum estimation
MSLS
- MSLSⅠ多步递推最小二乘法 Msls分三步对系统和噪声模型进行辨识，采用脉冲序列作为辅助系统模型，用计算输出数据；用原输出数据计算,用递推最小二乘方法分别对系统参数和模型参数进行估计。 -MSLS Ⅰ recursive least squares multi-step Msls three steps on the system and noise model identification, the use of pulse sequence as a supplementary s
codes
- 基于累计量的奇异值－总体最小二乘法求AR参数 用奇异值－总体最小二乘法求AR参数 一般最小二乘法求AR参数 根据AR参数和自相关函数以及AR阶数用Cadzow谱估计子求出频谱密度-Based on the cumulative amount of singular value- total least squares method for AR parameter using singular value- total least squares method for AR parameter
LSM
- 递推最小二乘法估计的实现方法，很简单，有需要的就下吧-Recursive least squares estimation method is very simple, there is a need for it on the next
forgettingfactor
- 用VB编写的参数估计带遗忘因子递推最小二乘法仿真（RLS）-VB prepared using the parameters estimated with forgetting factor recursive least squares method Simulation (RLS)
chap6_03_VB_GPC_NoIden
- 基于VB环境下的递推增广最小二乘法参数估计-VB Environment Based on Recursive Extended Least Squares Parameter Estimation
ARMA
- 该程序是对在已知和未知参数的情况下用最小二乘法估计观测数据的ARMA模型的AR参数的仿真。-The program is known and the unknown parameters in the case of observational data with least square method to estimate the ARMA model of AR parameters of simulation.
3
- 用户自定义数据点，所给函数能用最小二乘法拟合数据，并给出估计得均方误差(User defined data points, the given function can be fitted by least squares method, and the estimated mean square error is given)
reverseRLS
- 使用逆推最小二乘法预测估计参数值，适用于matlab平台。(The inverse push least square method is used to predict the estimated parameter value, which is suitable for the MATLAB platform.)
谐波频率估计的总体最小二乘方法TLS_ESPRIT
- 利用总体最小二乘法谐波检测，检测结果快速准确(Harmonic detection using the total least square method and the test results are fast and accurate)
SVD_TLS
- 根据张贤达版《现代信号处理》的SVD-TLS算法，基于奇异值分解的总体最小二乘法, SVD-TLS是一个在现代谱估计中一个基础的算法(SVD-TLS, Spectral estimation)