Covariance

It will compute the Kalman gain and the stationary covariance matrix using a Kalman filter with a linear forward looking model. Requirements: - MATLAB 7 or higher Platforms: Windows, Mac, *nix, Matlab, BSD Solaris

Covariance NMR toolbox, version 1.1 (C) (2010)David A. Snyder(1) along with Timothy Short(1), Leigh Alzapiedi(1) and Rafael Bruschweiler (2)(1) Department of Chemistry, College of Science and Health, William Paterson University; (2) Department of Chemistry and NHMFL, Florida State UniversityThe... 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

RiskMetrics.m: Estimates the univariate or multivariate RiskMetrics. USAGE: rm = RiskMetrics(data,alpha) INPUTS: data = ( m x n ) vector lamba = the scale parameter method = Univariate or Multivariate OUTPUTS: rm = ( m x n ) volatility vector for the univariate case or an [( n x n )x m]... Platforms: Matlab

Free Split and Merge Expectation-Maximization algorithm for Multivariate Gaussian Mixtures. This algorithm is suitable to estimate mixture parameters and the number of conpounds Usage ------- [logl , M , S , P] = fsmem_mvgm(Z , [M0] , [S0] , [P0] , [option]); Inputs ------- Z Measurements (d x N)... Platforms: Matlab

Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.) Platforms: Matlab

It will compute the Kalman gain and the stationary covariance matrix using a Kalman filter with a linear forward looking model. Platforms: Matlab

The state space model is nonlinear and is input to the function along with the current measurement.It performs the extended Kalman filter and returns the estimated next state and error covariance. Platforms: Matlab

PDL::Fit::LM is a Levenber-Marquardt fitting routine for PDL. Currently, only Levenberg-Marquardt fitting is implemented. Other procedures should be added as required. For a fairly concise overview on fitting see Numerical Recipes, chapter 15 "Modeling of data". SYNOPSIS use PDL::Fit::LM;... Platforms: *nix

Math::NumberCruncher Perl module contains a collection of useful math-related functions. SYNOPSIS It should be noted that as of v4.0, there is now an OO interface to Math::NumberCruncher. For backwards compatibility, however, the previous, functional style will always be supported. # OO... Platforms: *nix

Statistics::GaussHelmert is a general weighted least squares estimation module. SYNOPSIS use Statistics::GaussHelmert; # create an empty model my $estimation = new Statistics::GaussHelmert; # setup the model given observations $y, covariance matrices # $Sigma_yy, an initial guess $b0... Platforms: *nix

The software system solves constrained nonlinear parameter estimation problems. Synonyms are data fitting, nonlinear regression, parameter identification, curve and surface fitting. A statistical analysis provides confidence intervals, correlation and covariance matrices, identification of... 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

CurveExpert Professional is a cross-platform solution for curve fitting and data analysis. Data can be modelled using a toolbox of linear regression models, nonlinear regression models, smoothing methods, or various kinds of splines. Over 60 models are built-in, but custom regression models... Platforms: Mac

CurveExpert Professional is a cross-platform solution for curve fitting and data analysis. Data can be modelled using a toolbox of linear regression models, nonlinear regression models, smoothing methods, or various kinds of splines. Over 60 models are built-in, but custom regression models... Platforms: Windows

CurveExpert Professional is a cross-platform solution for curve fitting and data analysis. Data can be modelled using a toolbox of linear regression models, nonlinear regression models, smoothing methods, or various kinds of splines. Over 60 models are built-in, but custom regression models... Platforms: Linux

The state space model is nonlinear and is input to the function along with the current measurement. It performs the extended Kalman filter and returns the estimated next state and error covariance. Requirements: - MATLAB 7.6 or higher Platforms: Windows, Mac, *nix, Matlab, BSD Solaris

Open BEAGLE is a C Evolutionary Computation (EC) framework. It provides an high-level software environment to do any kind of EC, with support for tree-based genetic programming; bit string, integer-valued vector, and real-valued vector genetic algorithms; and evolution strategy.The Open BEAGLE... Platforms: Windows, Mac, *nix, C/C++, BSD Solaris

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 engineering note is the first of two parts:Part 1 Design and Simulation.Part 2 Real-World System Realization. (Being written)It aims at demonstrating how you may use Matlab/Simulink together with Rapid STM32 blockset and ARM Cortex-M3 processors (STM32) to develop digital signal processing... Platforms: Matlab