极大似然估计 Resources

Showing items tagged with "极大似然估计"

This source code implements Maximum Likelihood Estimation (MLE) for parameter estimation, featuring optimization algorithms and likelihood function implementations suitable for statistical modeling and machine learning applications.

MATLAB 236 views Tagged

MATLAB programming implementation of parameter estimation methods (including moment estimation and maximum likelihood estimation) and forecasting techniques (including difference equation method, inverse function method, and Green's function method) for stationary time series, providing convenient tools for practical applications with code examples and algorithm explanations.

MATLAB 254 views Tagged

MATLAB simulation source code for model identification, featuring implementations of least squares modeling and maximum likelihood estimation modeling methods. Each key code example includes detailed explanations and algorithm descriptions.

MATLAB 196 views Tagged

Maximum Likelihood Estimation (MLE), also known as maximum probability estimation, is a theoretical point estimation method. Its fundamental principle is that after randomly drawing n sets of sample observations from a population model, the most reasonable parameter estimator should maximize the probability of obtaining these n sample observations from the model. Unlike least squares estimation which aims to find parameters that best fit sample data, MLE focuses on probability maximization. Implementation typically involves defining a likelihood function and using optimization algorithms to find parameter values that maximize this function.

MATLAB 618 views Tagged

A MATLAB-implemented single target tracking algorithm program utilizing recursive algorithms, featuring Maximum Likelihood Estimation, Kalman Filter, Extended Kalman Filter, and Unscented Kalman Filter implementations with comprehensive comments for enhanced understanding.

MATLAB 215 views Tagged