Spectral Estimation

This program calculates the Vibration Response Spectrum (VRS) for a base input Power Spectral Density (PSD).The base input PSD must be in terms of acceleration.The VRS uses point-by-point multiplication of the transmissibility function times the base input PSD. It is thus more accurate than Miles...

The MUSIC algorithm, proposed by Schmidt, first estimates a basis for the noise subspace and then determines the peaks the associated angles provide the DOA estimates.The MATLAB code for the MUSIC algorithm is sampled by creating an array of steering vectors corresponding to the angles in the...

The file is written for MATLAB 6.5 it aquires data from the sound card . Fourier spectral power analysis one second of audio signal sample is analyzed by simply running the M-file. The frequency contents of the voice analyzed are shown of a plot. I have used this program to compare voice...


Platforms: Matlab

The sound denoising algorithm is based on the popular spectral subtraction technique. Based on the spectrum of the vuvuzela sound, this denoising technique simply computes an antenuation map in the time-frequency domain. Then, the audio signal is restored by computing the inverse STFT. See [1-3]...


Platforms: Matlab

This demo uses sound to identify the location of an object. The listening array is two microphones, which will allow us to estimate the position along the straight line between the microphones. Location estimation is based solely on the rms value of the noise measured at the two microphones. Note...


Platforms: Matlab

Add, move and delete points to form a desired spectral curve.The result can be saved to workspace as linear or minimum phase FIR.


Platforms: Matlab

In many practical signal processing problems, the objective is to estimate from measurements a set of constant parameters upon which the received signals depend.For example, high-resolution direction-of-arrival (DOA) estimation is important in many sensor systems such as radar, sonar, electronic...


Platforms: Matlab

This GUI program simulates Voigt spectral lineshape and absorption spectrum from HiTRAN output file. The Voigt spectral lineshape is simulated from the convolution of Guassian and Lorentzian lineshape numerically. Absorption spectrum is calculated consequently and can be compared with...


Platforms: Matlab

Non Convex Optimization Algorithms for Group SparsitySolves a dummy OFDM sparse channel estimation problemReweighted Lm,p algorithm for noiseless case min||x||_m,p s.t. y = AxReweighted Lm,p algorithm for noisy case min||x||_2,p s.t. ||y - Ax||_qSmoothed L2,0 algorithm solves a smooth version...


Platforms: Matlab

The Kalman filter is actually a feedback approach to minimize the estimation error in terms of sum of square. This approach can be applied to general nonlinear optimization. This function shows a way using the extended Kalman filter to solve some unconstrained nonlinear optimization problems. Two...


Platforms: Matlab

This toolbox was designed to simulate and fit linear state space models. The main literature I used for this particular package is Kim and Nelson (1999). A state space model (without non stochastic coefficients) is given by:y(t)=beta(t)*x(t)'+e(t)...


Platforms: Matlab

Similar to using the extended Kalman filter, Neural Networks can also be trained through parameter estimation using the unscented Kalman filter. This file provides a function for this purpose. It also includes an example to show how to use this function. It requires the unscented Kalman filter,...


Platforms: Matlab

A Matlab library for Diffusion Weighted MRI (DW-MRI) Processing, Diffusion Tensor (DTI) Estimation, Diffusion Kurtosis (DKI) Estimation, Higher-order Diffusion Tensor Analysis, Tensor ODF estimation, Visualization and more.


Platforms: Matlab

For a detailed description please refer to A. Meucci (2008) "Estimation of Structured t-Copulas"Latest version of article and code available at http://symmys.com/node/134


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. This submission was made to update my e-mail address.


Platforms: Matlab

This paper (and accompanying MATLAB source code) is a review of the block matching algorithms used for motion estimation in video compression. It implements and compares 7 different types of block matching algorithms that range from the very basic Exhaustive Search to the recent fast adaptive...


Platforms: Matlab

Besides the power estimation it makes the hypothesis testing concerning the one-sample variance. The function only needs the sample variance, the sample size, the hypothesized value and the significance level.


Platforms: Matlab

This script simulates an electromagnetic pulse, a spectral phase interferometry for direct electric field reconstruction (SPIDER) measurement and reconstruction and compares it to the true electric field in time in the presence of noise (additive, multiplicative, quantative and in the delay).Play...


Platforms: Matlab

Three case studies: random matrix theory for estimation vs. cross-sectional model for attribution; hedging based on full-repricing instead of Black-Scholes deltas; heuristcs for best K attribution/hedging factors out NTo walk through the code and for a thorough description, seeMeucci A., "Factors...


Platforms: Matlab

The solution of the nearest correlation matrix applies the hypershpere or spectral decomposition methods as outlined in Monte Carlo methods in Finance by Peter Jackel, Chapter 6.Use CorrelationExample.m that applies a simple example for the two cases.


Platforms: Matlab