Spectral Estimation

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...

Perform Calibrated Spectral Analysis. Use mic_calilb to calculate the calibration factor. Multiply the time records by the calibration factor and process the time records with pressure _spectra. pressure_spectra is the main program and allows the user to input the bin_size, number of averages,...

The spectral Subtraction Method for enhancement of noisy speech signals proposed by Boll 79. The method implements spectral averaging and residual noise reduction proposed in the paper. Note that the first 0.25 sec of the speech signal is assumed to be noise only and is used to model the noise...


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

The gradient image can be used to segment objects from a colour image making use of all the spectral information simultaneously.It calculates the direction of maximum rate of change for each pixel from the partial derivatives along each dimension using a Sobel operator.The maximum rate of change...


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

Based on the Gaussian kernel density estimation, it is possible to update the PDF estimation upon receiving new data by using the same bandwidth.Without providing any previous estimation, this function does normal Gaussian kernel density estimation. The estimation parameters are stored in a...


Platforms: Matlab

This package called EstimHidden is devoted to the non parametric estimation using model selection procedures of1/ the density of X in a convolution model where Z=X+noise1 is observed2/ the functions b (drift) and s^2 (volatility) in an "errors in variables" model where Z and Y are observed and...


Platforms: Matlab

Efficient and accurate computation of free baroclinic coastal-trapped waves, using pseudospectral methods, over general depth profiles for arbitrary vertical density profiles in horizontally semi-infinite domains.The methods are described in full in the accompanying paper:E.R. Johnson, J.T....


Platforms: Matlab

This package provides implementations of several spectral (FFT,DCT)saliency algorithms for images.There are several methods (multichannel_method) to calculate themultichannel saliency:'fft': by default the same as 'fft:whitening''fft:whitening' Uses spectral whitening to calculate the saliency of...


Platforms: Matlab

Sharpness estimation using gradientsThis is the most simple and basic measure of sharpness. Although many great other techniques exist, even this primitive estimation algorithm finds itself decent practical usage.The file reads an image and iteratively smooths it more and more to present how...


Platforms: Matlab

The code for the spectral graph clustering concepts presented in the following papers is implemented for tutorial purpose:1. Ng, A., Jordan, M., and Weiss, Y. (2002). On spectral clustering: analysis and an algorithm. In T. Dietterich, S. Becker, and Z. Ghahramani (Eds.), Advances in Neural...


Platforms: Matlab

% Usage window=papouliswin(SIZE of WINDOW);% The variance of the resulting estimate is smaller than that obtained% with the known windows of the same size.% Details of the property of the window can be found in% A. Papoulis, d-deDUMinimum-bias windows for high-resolution spectral es-%...


Platforms: Matlab

This method allows to use various windows for sidelobe reduction. In this code , this technique is illustrated for a very simple data (sum of three sinusoids). At the end, single sided Power spectral density (PSD) is plotted.


Platforms: Matlab

This GUI is used to compute the spectral sensor foot print.A BRDF data file Abisko.mat is needed to show the HCRF results, which is computed from Kuusk and Nilson FRT model.Monte Carlo integration is used to compute the conical view optical sensor responseSome details are shown in the...


Platforms: Matlab