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最小二乘算法源程序代码
- 用于系统辨识的参数估计的最小二乘算法源程序代码
递推最小二乘估计算法
- 对于输入、输出数据较多的情况下,一次性完成的最小二乘估计算法计算量很大,速度降低而且有可能出现病态矩阵的情况,递推的最小二乘估计算法解决了上述问题。
增广最小二乘估计
- 如果噪声e(k)为有色噪声时,采用最小二乘辨识系统参数为有偏估计,为改善噪声e(k)为有色噪声模型的系统参数估计的统计特性,提出一种增广矩阵的方法
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。
levmar-2.3
- 最新的Levenberg Marquardt 算法。用于非线性最小二乘问题的参数估计和优化!-Latest Levenberg Marquardt algorithm. Nonlinear least squares problem for parameter estimation and optimization!
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.
ls-ar
- 自编函数实现AR模型的最小二乘估计(AR阶数=4)-AR model of self-function of least squares estimation (AR order = 4)
LMS
- 用总体最小二乘算法进行ARMA功率谱估计,本文提供一个估计谱的实例。-Total least squares algorithms using ARMA power spectrum is estimated that this article provide an example of the estimated spectrum.
OSM
- 最小二乘估计,中位数估计,M估计 测量数据处理方面的一个简单的例子-Least squares estimation, the median estimate, M is estimated measurement data processing, a simple example
d9000mpi3
- 对互谱法被动测距的原理及算法各个环节进行仿真验证:加权最小二乘估计中权系数的选取;相关窗长度的选取;各频段综合方法等等。最后实现了对9000m—15000m距离的测距-Cross-spectral method for passive ranging all aspects of theory and algorithms for simulation: weighted least squares estimation of the right of the selection coeffic
Two-Arrays-bearing-target-tracking-algorithm-for-u
- 双基阵纯方位目标跟踪无偏最小二乘估计算法Two Arrays bearing target tracking algorithm for unbiased least squares estimation-Two Arrays bearing target tracking algorithm for unbiased least squares estimation
Optimally-weighted
- 最优加权最小二乘估计与线性无偏最小方差估计性能比较-Optimally weighted least squares and linear unbiased minimum variance estimation performance comparison
InitialAlignment
- 采用最小二乘估计和Kalman滤波估计方法,提出、设计实现了一个有效实用的FOG 捷联式惯导系统(SINS)初始对准方法。-the least twin multiplication estimatin The Kalman filter estimation are adopted, and a FOG SINS’s initial alignment method is put foreword and designed.
least_square
- 基于最小二乘估计高程,奇异值分解,秩亏情况适用(calculate elevation by least square algorithm)
estimation
- 使用最小二乘估计电力系统状态,可改变系统节点进行仿真(Using least squares to estimate the state of the power system, the system node can be changed for simulation)
多级最小二乘
- 多级最小二乘参数估计算法,能够估计ARX结构的模型的参数(multi-level least square parameter estimation algorithm, suitable for estimating the parameters of an ARX model)
suanfa
- 最小二乘估计参数,最小二递推乘估计参数,指数最小二乘递推估计参数(zui xiao er cheng gu ji)
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)
目标定位
- 研究目标跟踪的状态估计方法,最小二乘估计,Kalman滤波,扩展Kalman滤波,无迹Kalman滤波以及粒子滤波等,理论及MATLAB源程序。(The state estimation methods of target tracking, least square estimation, Kalman filtering, extended Kalman filtering, unscented Kalman filtering and particle filtering, theory
predict
- 基于高斯核函数对数据进行偏最小二乘估计,并进行回归分析(Partial Least Squares Estimation of Data Based on Gauss Kernel Function)