Estimation

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...

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...

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

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

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

Spikoscope helps browse and analyze electrophysiological recordings, through filtering, detection of events and frequency estimation, in intra- and extracellular signals. Spikoscope generates/prints common and some original analysis figures.


Platforms: Windows

GlobMoeSt means Global Motion eStimation. Currently, the program works by determining the global motion vectors between each two subsequent frames via an exhaustive search within a specified motion search range, which can tweaked depending on the input data. Nonlinear motion is supported....


Platforms: *nix

Statistics::PointEstimation is a Perl module for computing confidence intervals in parameter estimation with Students T distribution. Statistics::PointEstimation::Sufficient - Perl module for computing the confidence intervals using sufficient statistics SYNOPSIS # example for...


Platforms: *nix

With MP3 Bitrate Changer you can change MP3 bitrate of your songs, so you can easily send MP3 audio to your mobile device, cell phone, or as an E-mail attachment. MP3 Bitrate Changer creates audio preview and file size estimation of future result before actual conversion-bitrate change, so you...


Platforms: Windows

SpectrumSolvers will offer users the possibility to calculate a Power Spectral Density (PSD) estimate based on 1 of several Steve Kay's Estimators. SpectrumSolvers has a menu of Spectral estimators from Steve Kay's textbook, titled "Modern Spectral Estimation", 1988. The results differ...


Platforms: Windows

A set of advanced tools for spectral estimation, decomposing of time series into trend, oscillatory components and noise with sophisticated statistical tests, cross-spectrum and coherence estimation, data compression, as well as reconstruction and prediction. KSpectra Toolkit takes full advantage...


Platforms: Mac

Free MSU VQMT plugin for noise level estimation. It includes implementation of three most popular algorithms for measurement of noise level. By results of job of the metrics the plot of frame-accurate value of noise level is constructed. Final value of the metrics is average arithmetic of all...


Platforms: Windows

This program helps to check and train your eye estimation. In this game you will be offered to solve nine geometric tasks. In each task you need to adjust proposed figure a bit to make it right. By dragging a marker you can adjust the figure. After adjusting the program will calculate your...


Platforms: Windows

Its a pure Java Reporting Library and Reportdesigner for viewing, printing, exporting (xls, pdf, html, rtf) of professional looking reports. Supports Text-, Image- and Chart-Fields, multiple Grouping, XML-Templates and different Datasources.


Platforms: Windows, Mac, Linux

NSB entropy and mutual information estimator; applications to the analysis of neural code.


Platforms: Mac, BSD, Linux

Oree - Optimum Real-time Estimation of Events of Interaction: real-time reconstruction of photon interaction events in Gamma Cameras. Optionally making use of a CUDA enable GPU, Oree achieves reconstruction of over 1M events/sec.


Platforms: Windows, Mac, Linux

SPINspiral is a parameter-estimation code for the analysis of gravitational-wave signals detected by LIGO/Virgo.


Platforms: Mac, BSD, Linux

The function calculates the averaged power spectrum with proper normalization, and even if the signal is given in volts, the value is the power value. Requirements: - MATLAB 7.7 or higher


Platforms: Windows, Mac, *nix, Matlab, BSD Solaris