Optimal

The Optimal Hedging Strategy template is a simple tool, which automatically calculates the optimal percentage of exposure to hedge and the resulting net economic savings. The template utilizes a risk aversion factor to determine the percentage of exposure to not to hedge, potentially saving...

Computes the H-infinity optimal causal filter (indirect B-spline filter) for the cubic spline.[INPUT]d: delay[OUTPUT]psi: the optimal filter psi(z) in a TF objectgopt: optimal valueThis file is based on the following paper:M. Nagahara and Y. Yamamoto,H-infinity optimal approxmation for causal...

This tutorial shows how to solve optimal control problems with functions shipped with MATLAB (namely, Symbolic Math Toolbox and bvp4c). Steepest descent method is also implemented to compare with bvp4c.The examples are taken from some classic books on optimal control, which cover both free and...


Platforms: Matlab

MISO_FIRWIENER(N, X, Y) computes the optimal FIR Wiener filter of order N, given any number of (stationary) random input signals as the columns of matrix X, and one output signal in column vector Y.Requires BLOCK_LEVISON.M, also on the file exchange.By Keenan Pepper; uploaded with permission.


Platforms: Matlab

Engineers are often interested in obtaining optimal topologies, i.e., optimal conceptual designs, for various structural problems. The attached Matlab code generates such optimal topologies in about 199 lines of Matlab code. Two structural problems are 'hard-coded' as illustrative examples....


Platforms: Matlab

The zip includes:(1) lsqAffineSpace: a 'low level' routine that takes a set of m-dimensional real sample data and returns the optimal-fit k-dimensional affine subspace, with some options for discarding outliers.(2) lsqPlane and lsqLine: lsqAffineSpace wrappers, that compute optimal line and...


Platforms: Matlab

Software for reduced-order discrete-time infinite horizon LQG design based on the SDOPE (Strengthened Discrete-time Optimal Projection Equations).The software is described in and associated to the paper:L.G. Van Willigenburg, W.L. De Koning, 2000,"Numerical algorithms and issues concerning the...


Platforms: Matlab

This programme implements Quasi Linearization Algorithm for searching optimal control trajectory, implemented for example of CSTR from book of Optimal Control Engineering by KIRK,


Platforms: Matlab

Optimal Mandelbrot allows rapid navigation of The Mandelbrot Set fractal, and can generate an almost infinite number of interesting and colorful patterns to explore. A screensaver is also included to display your images with mesmerizing animated colors. Optimal Mandelbrot can also record the...


Platforms: Windows

Program calculates optimal body weight. Calculations based on following parameters: - height; - weight; - wrist circle; - ankle circle; - legs length All result can be saved in text or html files.


Platforms: Windows

[psi gopt] = dfdesign_w_lmi(phi, w, d, n);DFDESIGN_W_LMI computes the H-infinity optimal inverse FIR filter of phi(z).The resulting filter minimizes the H-infinity norm of the error system E_w(z) = [z^(-d) - psi(z)phi(z)]w(z).The LMI method based on KYP lemma is used in this function.[INPUT]phi:...


Platforms: Matlab

Solution of Fractional Optimal Control Problems using Rational Approximation[1] C. Tricaud and Y.Q. Chen: Solving Fractional Order Optimal Control Problems in RIOTS_95 - A General-Purpose Optimal Control Problem Solver, Proceedings of the 3rd IFAC Workshop on Fractional Differentiation and its...


Platforms: Matlab

Makes compressed zip files look and act like regular Windows folders! - Launch applications from inside the zip file, drag and drop files from and to the zip file with ease, super fast. Compress zip files and uncompress zip, rar, arj and tar files with Optimal Archive. Convert zip files to multi...


Platforms: Windows

The Portfolio Optimization model calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply...


Platforms: Windows

Optimal Desktop offers a new and exciting way for everyone to share and publish their internet search results. Optimal Desktop files can organize hundreds of links by project or subject in a single tabbed window with an intuitive user interface. Tabs allow for simultaneous browsing and ready...


Platforms: Windows

Cut 1D X is an Automation Component used for obtaining optimal cutting designs of one dimensional pieces which may have angles different of 90 degrees at their extremities. Cut 1D X can be used for cutting linear pieces such as bars, pipes, tubes, steel bars, or any other material used by...


Platforms: Windows

Search smarter! Save and organize favorite web pages in tabs so you don't have to look for them again and again! Optimal Desktop gives you 3 layers of tabs for quick browsing, saving and organizing of favorite web pages and rss feeds. Optimal Desktop Tabs make it possible to get to any of your...


Platforms: Windows

OpenDiscreteDynamicProgrammingTemplate project founds optimal constrainted parameters of a discrete controls with second order optimization template replacing Hessian with directional derivatives and backpropagation for digital filter(as neural network).. OpenDiscreteDynamicProgrammingTemplate:...


Platforms: *nix

Real Cut 1D is a computer program used for obtaining optimal cutting designs of one dimensional pieces which may have angles different of 90 degrees at both extremities. You can use Real Cut 1D to cut linear pieces such as bars, pipes, tubes, steel bars, etc.


Platforms: Windows

The algorithm computes the optimal route from a fixed predetermined starting point to all other cities without returning to the starting point. Requirements: - MATLAB 7.6 or higher


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