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广义最小二乘法
- 广义最小二乘法也是为了改善噪声e(k)为有色噪声时,采用最小二乘和加权最小二乘辨识系统参数为有偏估计的问题。其基本思想是:引入一个所谓白化滤波器,把相关噪声e(k)转化为白噪声v(k),从而达到应用最小二乘法无偏估计的目的。
SVD-TLS.rar
- 利用奇异值分解-总体最小二乘法估计ARMA模型的AR参数,并利用参数进行谐波恢复仿真程序,The use of singular value decomposition- total least squares estimation of AR parameters of ARMA model and using the parameters of harmonic retrieval simulation program
zuixiaoercheng
- 自适应控制,自校正控制系统参数估计matlab程序,利用递推最小二乘法进行系统参数估计-Adaptive control, self-tuning control system parameters estimated matlab procedures, the use of recursive least squares method for system parameter estimation
用最小二乘法和svd-tls法对arma过程进行功率谱估计并比较结果
- 分别用最小二乘法和svd-tls法对arma过程进行功率谱估计并比较结果。包含实验目的,步骤,程序,结果,分析。-Least square method, respectively, and svd-tls on arma-power spectrum estimation process and the results of the comparison. Contains experimental purposes, steps, procedures, results, analysis.
lsyqc
- 现代谱估计的matlab的程序。用的是最小二乘法。-Modern Spectral Estimation matlab procedures. Using a least squares method.
TLSesprit
- 总体最小二乘法的ESPRIT方法,这种算法的估计精度明显好于原来的ESPRIT算法。可以很好的估计出信号的角度。仿真中用的是均匀阵列。-Total least squares method of the ESPRIT method, the algorithm of the estimation accuracy significantly better than the original ESPRIT algorithm. Can be a very good signal to estima
SignalProcessing-ARMA-LS
- 《现代信号处理》中关于利用最小二乘法估计ARMA模型的参数,并进行谐波恢复的仿真程序-err
SVD_TLS
- 使用自编函数基于奇异值分解总体最小二乘法(svd-tls)实现AR模型谱估计 -The use of self-functions in general based on singular value decomposition least square method (svd-tls) to achieve AR model spectrum estimation
LeastSquareP2
- 基于普通最小二乘法的ARMA模型谐波频率估计 -Ordinary least squares method based on the ARMA model of harmonic frequency estimation
chap6_03_VB_GPC_NoIden
- 基于VB环境下的递推增广最小二乘法参数估计-VB Environment Based on Recursive Extended Least Squares Parameter Estimation
1191286762Tx-2Rx-STBC-MIMO
- 两发两收编码,实现信道估计的算法,最小二乘法的信道估计-STBC
whytls
- 加有高斯白噪声的两个正弦信号的的观测数据,分别用最小二乘法和总体最小二乘法估计其功率谱,并对两种方法的谱分析进行了比较-Plus a Gaussian white noise of the two sinusoidal signals of observational data, were used least squares and total least squares method to estimate the power spectrum, and spectral analysis
ARMA
- 该程序是对在已知和未知参数的情况下用最小二乘法估计观测数据的ARMA模型的AR参数的仿真。-The program is known and the unknown parameters in the case of observational data with least square method to estimate the ARMA model of AR parameters of simulation.
THEAPPROXIMATIONPOWEROFMOVINGLEAS
- 移动最小二乘法效果的估计,很好的内容,可以参考-Moving Least Squares estimates of the effects, good content, you can refer to
p2weifit
- 两参数威布尔最小二乘法估计程序。算法效率高,估计准确-Two-parameter Weibull least squares estimation procedures.High efficiency of the algorithm accurately estimated
SVDTLS
- 用Matlab仿真实现最小二乘法和总体最小二乘法估计 假设仿真的观测数据 产生,其中 为0均值, 单位方差的高斯白噪声,取n=1,2,....128。 试用TLS,取AR阶数为4,估计AR参数 和正弦波频率;再用SVD-TLS ,估计AR参数 和正弦波频率。 (1)、在仿真中,AR阶数取为4和6。 (2)、执行SVD-TCS时,AR未知。仿真运行至少二十次。 -Simulation using Matlab and the overall least squares leas
3
- 用户自定义数据点,所给函数能用最小二乘法拟合数据,并给出估计得均方误差(User defined data points, the given function can be fitted by least squares method, and the estimated mean square error is given)
reverseRLS
- 使用逆推最小二乘法预测估计参数值,适用于matlab平台。(The inverse push least square method is used to predict the estimated parameter value, which is suitable for the MATLAB platform.)
谐波频率估计的总体最小二乘方法TLS_ESPRIT
- 利用总体最小二乘法谐波检测,检测结果快速准确(Harmonic detection using the total least square method and the test results are fast and accurate)
SVD_TLS
- 根据张贤达版《现代信号处理》的SVD-TLS算法,基于奇异值分解的总体最小二乘法, SVD-TLS是一个在现代谱估计中一个基础的算法(SVD-TLS, Spectral estimation)