Estimation

The filter performs multiframe and singleframe motion estimation and compensation in a video stream. It allows to show macroblocks' partition, motion vectors and the accuracy of motion vectors as well. The performance of the filter can be configured setting parameters in a dialog box. The filter...

The comb pilot aided channel estimation in ofdm modulation is considered. The power of pilot subchannels is under the control.The data experience frequency selective channel then the AWGN noise is added to make the situation worse. The bit error rate is ploted versus SNR.

This is a scaled down easy version of the state estimation module that is run in energy control centres. It has the following features:(1) option to enter the weights for your measures(2) an implementation of the weighted least square estimationfeatures missing:(1) bad data recognition


Platforms: Matlab

This estimation method is based on well known paper.J.J. van de Beek, M. Sandell, and P.O. BdoOC?orjesson, `ML Estimation of Time and Frequency OdlT«setin OFDM Systems', IEEE Transactions on Signal Processing, vol. 45, no. 7, pp. 1800{1805,July 1997.


Platforms: Matlab

This function implements approximately median unbiased (MU) estimation of the AR(p) model following Andrews, D.W.K and H.-Y. Chen (1994), "Approximately Median-Unbiased Estimation of Autoregressive Models," Journal of Business & Economic Statistics, 12(2), 187-204.No toolboxes are required.


Platforms: Matlab

This programme estimates the parameters in nonlinear mixed effects growth/degradation models by means of ML estimation. S-plus uses this same function that was established by J. Pinheiro & D. Bates.


Platforms: Matlab

2 dimenstion Kernel density Estimation with Sheater Jones bandwidth for each variable.Also the Sheater Jones bandwidth selectionmethod will work for the univariate.


Platforms: Matlab

Full-featured implementation of the de facto industry standard COCOMO 81 (detailed model) software project effort and schedule estimation algorithms, with extensions that also project cost based on development organization labor grade/pay structure. Calculations are based on estimated program...


Platforms: Windows

The main program is MAIN.mThis program will estimate the single source points present in theinstantaneous mixtures and using the estimated single source points the mixing matrix will be estimated. Then the error in mixing matrixestimation and the latest estimated mixing matrix will be...


Platforms: Matlab

This submission includes functions and scripts for the estimation and simulation of ACD (autoregressive conditional duration) models. The zip file includes: - Scripts and functions for Estimation of an ACD(q,p) model with exponential or weibull distribution- Scripts and functions for Simulation...


Platforms: Matlab

The CMVE toolbox estimates missing values by using correlation structure of the data. The software can be used to impute missing values in any correlated data especally microarray gene expression data. The imputation performance of the software has proven significant affect on gene regulatory...


Platforms: Matlab

Functions written in 2007 for Master Thesis: "Simulating dependent random variables using copulas. Applications to Finance and Insurance". Functions include MVCOPRND - multivariate copula generator, CMLSTAT for estimation of copula parameters using Canonical Maximum Likelihood Method. Functions...


Platforms: Matlab

In the paper "An estimation technique for Time Indexed gaussian Mixture Models", we propose a model specification that can be used to describe data with spikes, jumps, mean reversion, geometric brownian motion, you name it...We then develop an estimation procedures to extract the parameters from...


Platforms: Matlab

This function implements bivariant Gaussian kernel density estimation. It can be used to estimate bivariant probability density function (pdf), cumulative distribution function (cdf) and inversed cdf (icdf) from a set of random data. The code is programmed in a way to be suitable for beginners to...


Platforms: Matlab

ARMAX-GARCH Toolbox (Estimation, Forecasting, Simulation and Value-at-Risk Applications)The ARMAX-GARCH Toolbox estimates, forecasts and simulates a large variety of ARMA and GARCH models with different distributions and for any order of AR(n), MA(m), ARCH (p) and GARCH (q) effects as well as it...


Platforms: Matlab

This package contains a Matlab reference implementation of a novel algorithm to estimate the direct-to-reverberant energy ratio (DRR) blindly from a dual-channel reverberant speech signal.Within the Matlab script 'DRR_est_example.m', a speech signal is convolved with room impulse responses having...


Platforms: Matlab

This script shows how to compute the Diffusion Kurtosis (DKI) Coefficients from a given Diffusion-Weighted MRI dataset. The script implements several fitting methods with various constraints from the article by A. Barmpoutis and J. Zhuo "Diffusion Kurtosis Imaging: Robust Estimation from DW-MRI...


Platforms: Matlab

This algorithms implements a blind channel estimation algorithm for Space-Time Block Coded communications. The algorithm exploits the statistical independence of sources before space-time encoding. The channel matrix is estimated by minimizing a kurtosis-based cost function after space time...


Platforms: Matlab

Online Simulation of Brownian motion in 2d, 3d. Stock Simulation with EWMA, GARCH(1,1). One factor equilibrium interest rate model simulations, estimation and residual testing using Euler's appr. Monte Carlo option pricing with stochastic interest rates.


Platforms: Matlab

Estimation of various parametres of any signal is of prime importance in signal analysys. Here we are using Non Linear Energy operator introduced by Keiser and first provided by Teager.The algo is approaching DESA-1 . To estimate instaneous frequency and amplitude ,this process is quite useful...


Platforms: Matlab