Matrices

Two primary files are used for the CSP: csp.m is one file, and csp2.m is by another author. Csp.m requires spatfilt.m to work. The eigenvalue matrix test can be passed, but the U1 and U2 matrices are not equal. Any feedback would be welcome. Platforms: Matlab

This function is a more robust and improved version of my previous submission, matchingpursuit.mThis function computes the projection of a given input vector or matrix onto a "dictionary" of other vectors or matrices using a matching pursuit algorithm. Users may input a vector to be synthesized,... Platforms: Matlab

Let us assume the following MIMO model:Y(k)=HX(k)+Y(k)This file can detect the number of sources, i.e the size of the vector X(k) from the received signal Y(k). The noise is assumed spatially white and the number of receivers must be strictly greater than the number of sources. For more details... Platforms: Matlab

ScaleTime - fast linear matrix interpolationI have recorded timeseries of e.g. size [100'000 x 10] and cut out chunks of about 100 frames according to some events and normalize them to exactly 100 frames.For this task, the direct approach with Matlab's INTERP1 works, but it is slow:... Platforms: Matlab

This a very simple function that produces a condensed, approximate version of the time-series signal y, with each group of n adjacent points in y replaced by its average. You can use this to condense over-sampled signals so that subsequent processing will be easier and faster. Or you can use it... Platforms: Matlab

The MDP toolbox proposes functions related to the resolution of discrete-time Markov Decision Processes: backwards induction, value iteration, policy iteration, linear programming algorithms with some variants.The functions were developped with MATLAB (note that one of the functions requires the... Platforms: Matlab

SHPATH - shortest path with obstacle avoidance (ver 1.3) Given a "terrain" matrix consisting of zeros (for open space) and ones (for obstacles), this function computes the shortest path between two specified points while avoiding obstacles.A two-stage solution is employed. In stage one, the... Platforms: Matlab

The script plots the envelope of the bode plot for a parametric uncertain/interval system.interval_bode(NumVec,DenVec,clr)The function accepts the numerator (NumVec) and denominator (DenVec) of the uncertain system as matrices of two rows each. The first row containing the lower bounds and the... Platforms: Matlab

D = DISTMAT(X,Y) for matrices X and Y returns the distance matrix where the (i,j)th entry is the d-norm distance between the ith and jth row of X and Y respectively.DISTMAT(X,Y,d) computes a specific d-norm distance. Default=2[D,XI,YI]=DISTMAT(X,Y,d,var) gives the indices of the sorted values of... Platforms: Matlab

The reduction of complex linear system is always a very important topic in many courses. In Signal and System it is the analysis of Signal Flow graph(Mason's Rule). In Signal Processing it is to find out the system function from complex filter structure. In Automatic Control it is the reduction... Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the... Platforms: Matlab

Many image processing applications require an extensive usage of FFT2 routine (or, in the most general case, a N-dimensional FFT) of matrices having the same dimensions. In these cases MATLAB FFT2 can result extremely inefficient. In general the execution time can be significantly reduced by... Platforms: Matlab

cThis lecture investigates the underlying linear algebra that forms the basis of MATLAB. Aly Kassam is the author of this lecture, it is being submitted under Matt McDonnell's name solely to fit it in with the rest of the lectures. The aim of this lecture series is to introduce students to... Platforms: Matlab

This is a small but powerful tool for multivariable subspace identification. It implements the so called Multivariable Output Error State Space algorithm.The identification is carried out in two steps by using the nested function technique. The main function returns a score vector for the... Platforms: Matlab

This function computes the frobenius transformation T for a multi-input state representation (A,B) such that the transformed system (T*A*inv(T),T*B) is in the multi-input controllable canonical form.Refer : D. G. Luenberger, "Canonical forms for linear multivariable systems", IEEE Trans. Auto.... Platforms: Matlab

This code provides a tool to identify a state space model from stochastic signals using a subspace approach.The code is implemented in two steps using a nested function. The first step returns a vector of subspace singular values, from which a user can determine an appropriate order for the state... Platforms: Matlab

Mu-Tools based Multivariable System IdentificationThe Musysid folder contains some useful tools for :- black box MIMO system identification- state space system fitting from a given frequency response- converting frequency response data between the MU-TOOLS Toolbox and the SYSTEM IDENTIFICATION... Platforms: Matlab

In geomatic projects, it is often required to generate a regular grid containing points at pre determined intervals. Such grids could be used as a reference to georectify toposheets.This script when run asks for the bounding box of the study area in latitude and longitude, the sampling density or... Platforms: Matlab

sysshift checks whether two matrix M1 and M2 are systematically shifted against each other by calculating correlations across a range of shifted origin. This is helpful e.g. if two different digital elevation models of the same area are to be tested for systematic misregistration.At this point,... Platforms: Matlab

This directory contains MATLAB functions for the fast multiplication of a Toeplitz matrix times a vector. By using these routines you can avoid storing the entire matrix (using two vectors of lenght n rather than a matrix of size n*n), and also dramatically speedup the multiplication. The... Platforms: Matlab