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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 239 views Tagged

SimpleMthd: Standard simplex method implementation for linear programming problems with basic variable selection and tableau operations. CmpSimpleMthd: Complete simplex method featuring advanced pivot selection strategies and comprehensive constraint handling. ModifSimpleMthd: Revised simplex method implementation optimized for large-scale problems with memory-efficient matrix operations.

MATLAB 385 views Tagged