Simulation, Estimation, and Prediction of Autoregressive Markov Switching Models
MATLAB-based simulation, estimation, and forecasting implementation for autoregressive Markov switching models
Explore MATLAB source code curated for "估计" with clean implementations, documentation, and examples.
MATLAB-based simulation, estimation, and forecasting implementation for autoregressive Markov switching models
A practical cloud model example designed for prediction and estimation tasks, featuring MATLAB code implementation with detailed algorithmic explanations for beginners
Implementation of Kalman and Extended Kalman Filters for state estimation in two-phase permanent magnet synchronous motors. Assuming measurable motor winding currents, EKF is employed to estimate rotor position and rotational speed with enhanced algorithm implementation details.
A simulation program implementing ESPRIT algorithm for Direction of Arrival (DOA) estimation in uniform linear array configurations, featuring signal modeling, sampling, algorithm implementation, and performance evaluation.
Implementation of AR parameter estimation for ARMA models using Singular Value Decomposition-Total Least Squares method, with harmonic recovery simulation based on estimated parameters
Complete source code implementation for Neural Networks in Finance. Includes modules for prediction and estimation, time series analysis, dimensionality reduction, and classification using neural networks. Each component features detailed algorithm explanations and practical financial applications.
Direction of Arrival Estimation for Two Sinusoidal FM Signals via Wigner Time-Frequency Distribution in Non-stationary Signal Processing - Implementation with Algorithm and Code Explanations
This program simulates the estimation of AR parameters in ARMA models from observational data using least squares methods, covering scenarios with both known and unknown parameters. The implementation incorporates numerical algorithms for parameter optimization and statistical analysis.
A simulation program for Direction of Arrival (DOA) estimation of broadband signals implementing traditional beamforming methods and MUSIC algorithm with detailed code implementation and performance analysis.
MATLAB source code implementation of Multiple Signal Classification (MUSIC) algorithm from "Principles and Algorithms of Spatial Spectrum Estimation"