白噪声 Resources

Showing items tagged with "白噪声"

Key MATLAB implementations covering: 【1】Random sequence generation program 【2】White noise generation with zero mean and constant variance 【3】M-sequence generation with optimal autocorrelation properties 【4】One-step least squares identification for second-order systems 【5】Practical pressure system parameter identification 【6】Recursive least squares algorithm for large datasets 【7】Augmented least squares for underactuated systems 【8】Gradient-corrected least squares for enhanced accuracy 【9】Recursive maximum likelihood estimation 【10】Bayesian parameter estimation methods 【11】Modified neural network MBP algorithm for noisy systems 【12】Multi-dimensional nonlinear function identification 【13】Fuzzy neural network decoupling for multi-time-scale systems 【14】F-test procedures for model validation

MATLAB 220 views Tagged

This MATLAB program generates white noise sequences and implements a discrete linear stochastic system model to produce y(k) and x(k) signals. The code compares x(k|k-1) (one-step prediction) with x(k) (actual state) through plotted curves and calculates the steady-state value of the one-step prediction error covariance matrix using Kalman filter equations.

MATLAB 225 views Tagged