Adjusted Exponential Smoothing
[ih]=invFIR(type,h,Nfft,Noct,L,range,reg,window)- optional GUI included-inputs overview---------------type:1. 'linphase': symmetric two-sided response compensating magnitude while maintaining original phase information2. 'minphase': one-sided response compensating magnitude with minimal possible...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (51): inverse FIR filter Download |
The programme here draws the plot of the periodic signal whose d-deOaoCkd-de? is given by user.Following data should be entered by user.1. Ck value (separate for k=zero, k= even and k=odd)2. Time period of periodic function3. Resolution4. Range of k (it is actually -inf to +inf) we can only give...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Fourier Series Tool Download |
fSGolayFilt is a fast polynomial smoothing filter for uniformly spaced signals. This implementation offers less flexibility than other versions found in the MATLAB Central (eg. from Jianwen Luo, YangQuan Chen or Vassili Pastushenko), but it is optimized for speed by using a C-Mex function for the...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (46): fSGolayFilt Download |
Some curve fitting or smoothing tools can benefit from knowledge of the noise variance to expect on your data. Kalman filters use this information, also some spline fitting tools. So I wrote a function to extract the noise variance from a signal vector. It also works on any specified dimension of...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Estimatenoise Download |
SVMs are a bit tricky. In this case, we show a linear SVM and illustrate its behaviour on some 2D data. This should be great for getting to grips with maximising geometric margins, support vectors, and the optimisation involved in computing an optimal separating hyperplane.Data can be generated...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (45): SVM Demo Download |
The model simulates three phase three level diode clamped inverter using sinosoidal pulse width modulation. FFT analysis of output voltage is performed using power GUI. Switching frequency and output frequency can be adjusted using the initilzing callback function in the model properties.
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (43): Three level three phase diode clamped SPWM inverter Download |
variogramfit performs a least squares fit of various theoretical variograms to an experimental, isotropic variogram. The user can choose between various bounded (e.g. spherical) and unbounded (e.g. exponential) models. A nugget variance can be modelled as well, but higher nested models are not...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (51): variogramfit Download |
This code implements automatic gain control for audio signals, which attempts to apply a smoothly-varying gain to an audio waveform in order to keep its energy close to some target level. This version also tries to balance the energy in individual frequency bands. It works by taking the...
Platforms: Matlab
License: Freeware | Size: 389.12 KB | Download (49): Time-frequency Automatic Gain Control (AGC) Download |
The model simulates buck converter using different approaches. Parameters can be change from the initializing callback function in the model properties. First circuit implements buck using a MOSFET and diode, second implements using two MOSFETs and third implements using the model equation. Power...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (41): Buck Converter -- Close Loop Download |
This model simulates quasi square wave based single phase inverter. Pulse width can be adjusted
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (46): Quasi square wave based single phase inverter Download |
This file contains a funtion (mfile) and a simulink block. They both give the approximation of the saturation of a function between the values [-1,1]. The main advantage and purpose of designing this simple yet powerful function is to obtain a smooth funtion that has a continous derivative.It can...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): saturation function Download |
Mathematically simple, quickly- computable resolution enhancement for time-series signals consisting of partially overlapping peaks. It is based on subtracting the scaled, smoothed 2nd derivative and adding the scaled, smoothed 4th derivative to the original signal. The algorithm can be...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (40): Interactive Resolution Enhancement Download |
The Anderson-Darling test (Anderson and Darling, 1952) is used to test if a sample of data comes from a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than the K-S test. The K-S test is distribution free in the sense that the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): AnDarWtest Download |
Engineers, scientists, and financial analysts frequently use optimization methods to solve computationally expensive problems such as smoothing the large computational meshes used in fluid dynamic simulations, performing image registration, or analyzing high-dimensional financial portfolios....
Platforms: Matlab
License: Freeware | Size: 1.21 MB | Download (44): Improving Optimization performance with Parallel Computing Download |
In this set of files, I propose a simple CPPI (Constant Proportion Portfolio insurance) implementation. One can run the backtesting of such a strategy, playing with the parameters of the strategy such as Multiplier (Risk Exposure), or Smoothing factor.A set of slides brifly reminf the basics of a...
Platforms: Matlab
License: Freeware | Size: 4.15 MB | Download (46): A simple CPPI strategy in MATLAB Download |
Instructions:1. Give the symbol of the stock.2. Give today's date in the specific format (months-days-year).3. 'GET DATA' button fetches the data from Yahoo server.4. Choose the number of days you want to examine.5. Pick the fast and slow averages used by the functions (remember fast has to be...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): GUI Technical Analysis Tool Download |
The Central Limit Theorem (CLT) states that the sample average of N i.i.d. random variables approaches the normaldistribution.This script displays the probability density function of the sample average of N i.i.d variables with respect to N. The variables can be distributed according to a chi-2,...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): Illustration of the Central Limit Theorem Download |
The submission considers first-order exponential-decay Hawkes processes with constant unconditional intensities, and presentsa) a calculation of point-time intensities for constituent series of a multivariate process;b) a plotting function visualizing intensity dynamics and event occurrences of a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 30.72 KB | Download (40): Simulate a Hawkes process Download |
SPECTRAL_MVA is a GUI for running Multivariate analysis of spectroscopic dataInitially designed for analysis of X-ray Photoelectron spectra, can be used for analysis of any type of data tables, containing spectra or any other dataOpens MAT files with or without a variable X. Opens VMS files (XPS...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 51.2 KB | Download (58): Multivariate analysis and preprocessing of spectral data Download |
MVLOGNRAND MultiVariate Lognormal random numbers with correlation.This function will generate multivariate lognormal random numbers with correlation.Often one would simulation a lognormal distribution by first simulating a normal and then taking the exponent of it.If you provide the correlation...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Multivariate Lognormal Simulation with Correlation Download |