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updated 14 days ago

Dynamic Portfolio Management with Views at Multiple Horizons by Attilio Meucci

Dynamic Entropy Pooling for dynamic portfolio construction with discretionary, non-synchronous views (portfolio management, quantitative finance, statistics)

BellmanEq_CS1(eta, gamma, lambda, tau, theta, mu, sig2, c...

BellmanEq_CS2(eta, gamma, lambda, tau, theta, mu, sig2, c...

ExtractBlockMtx_fn(A,t1,t2,n1_,n2_)

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updated 1 month ago

Designing motion control system with SYSTUNE by Bartlomiej Ufnalski

Another example of a cascade PI motion control system designed using SYSTUNE. (systune, optimal control, pid)

printpdf(h,outfilename,w_cm,h_cm,w_offset,h_offset)

current_ripples.m

bandwidth_risetime_comparison.m

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updated 1 month ago

geographiclib by Charles Karney

MATLAB implementations of a subset of the C++ library, GeographicLib (ellipsoid, toolbox, gps)

A1m1f(epsi)

A2m1f(epsi)

A3coeff(n)

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updated 1 month ago

Geodesics on an ellipsoid of revolution by Charles Karney

Solutions of the direct and inverse geodesic problems (area, distance, geodesy)

A1m1f(epsi)

A2m1f(epsi)

A3coeff(n)

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updated 3 months ago

F14 H-Infinity Loop-Shaping Design Example by Daniel Auger

Illustration of H-infinity loop-shaping with Robust Control Toolbox (simulink, control design, robust control)

F14 H-Infinity Loop-Shaping Design Example

f14_plant_model.slx

f14_hinf_controller.slx

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updated 3 months ago

PIVlab - time-resolved particle image velocimetry (PIV) tool by William Thielicke

A GUI based tool to preprocess, analyze, validate, postprocess, visualize and simulate PIV data. (water tunnel, aerospace, flow)

PIVlab

PIVlab_citing.m

PIVlab_preproc.m

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updated 4 months ago

Adaptive Filtering by Paulo S. R. Diniz

MATLAB files to implement all Adaptive Filtering Algorithms in this book. (adaptive filtering, echo, signal processing)

Affine_projection(desired,input,S)

Affine_projectionCM(input,S)

CMA(input,S)

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updated 4 months ago

Code for Webinar "Signal Processing for Machine Learning" by Gabriele Bunkheila

MATLAB Code from example used in the Webinar "Signal Processing for Machine Learning" (signal processing, spectral analysis, machine learning)

addActivityLegend(mode)

bwlabels1(x)

bwnumregions1(x)

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updated 4 months ago

Continuum undergoing combined elasto-plasto-damage transformation. by Jan Valdman

Jan Valdman (view profile)

Time-dependent evolution of the continuum undergoing combined elasto-plasto-damage transformation. (fem, quadratic programming, the newton method)

FEM_Newton_optimized(U,Zeta,P1prev,number_of_steps,dampin...

Lshape_mesh(number_of_refinements)

aminv

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updated 4 months ago

Long Term Energy Forecasting with Econometrics in MATLAB by David Willingham

Dynamic energy demand forecasting using Econometrics (ARIMA/VAR/GARCH) (load forecasting, long term load foreca..., energy forecasting)

Medium / Long Term Energy Forecasting with Econometrics

createFit(Datein, Fin)

createFit1(x, y)

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updated 6 months ago

LSDPTOOL by James Whidborne

A graphical user interface for robust control design using McFarlane & Glovers's LSDP (robust control, lsdp, hinfinity)

calcfreqW(Wdata,w)

cmdhndlr(action,x1,x2,x3,x4)

cpfsyn(G,design_type,gam)

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updated 7 months ago

Weighted Iterative Truncated Mean Filter by Miao Zhenwei

WITM filters (image processing, signal processing, filter)

GWITM.m

LCWITM_filter.m

LCWITM.m

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updated 7 months ago

Evolution Strategies (ES) by Gilberto A. Ortiz

Algorithm that implements 'Evolution Strategies' (ES) ('mu-lambda' and 'mu+lambda' variants). (evolution strategies, optimization, genetic algorithms)

evolution_strategy(f, mu, lambda, gen, sel, rec_obj, rec_...

mutation(n,lambda,xr,sigmar,alphar,limits)

recombination(type_obj,type_str,n,mu,lambda,xi,sigma,alpha)

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updated 7 months ago

Multi-objective optimization using Evolution Strategies (ES) as Evolutionary Algorithm (EA) by Gilberto A. Ortiz

This function uses ES instead of GA as EA in the NSGA-II procedure for multi-objective optimization. (genetic algorithms, evolution strategies, es)

ENSES(f, mu, lambda, gen, rec_obj, rec_str, u, nf, n, lim...

domination_matrix(n_viol, sum_viol, phi, m, n_f)

mutation_es(n,lambda,xr,sigmar,alphar,limits)

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updated 7 months ago

Optimal Reactive Power Dispatch(ORPD) using Particle Swarm Optimization(PSO) by kartik pandya

I have solved optimal reactive power dispatch problem using Particle Swarm Optimization method (reactive power optimi..., loss minimization, optimal reactive powe...)

ORPD_30bus()

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updated 7 months ago

H-infinity optimal fractional delay filter by Masaaki Nagahara

A code for designing H-infinity optimal fractional delay filters (fractional delay, fractional delay filt..., signal processing)

fdf_hinf(F, D, T)

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updated 7 months ago

Power flow method by dat nguyen

A simple power flow method (radial distribution n...)

powerflow.m

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updated 8 months ago

quarter car by tim briet

quarter car in matlab (car)

quarter_car.m

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updated 9 months ago

Fuzzy T-S Modeling by Michael

Michael (view profile)

A fuzzy T-S Modeling App in three different languages. (nonlinear systems, modeling, takagi sugeno)

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updated 12 months ago

Model-Based Design for Electrical Automobile Chassis Control by Hitoshi Takeshita

You will be able to understand MBD process with Lego R/C car. (simulation, control design, automotive)

addExtIfNeeded(name)

convertLocalizedPropName(defInfo, val, prefix)

convertLocalizedSheetName(defInfo, val)

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updated 1 year ago

Mult&T by Franklin Pineda

Realizations and Control of Multivariable Linear Systems. (control design)

[A B C D T]=hoform(Gt,W)

[A B C D]=lcfform(Gt)

[A B C D]=lmpf2ss(D1,N)

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updated 1 year ago

Structured MIMO H-infinity design for a dual-stage platform using HIFOO and Hinfstruct by Zdenek Hurak

Code for advanced control design accompanying a journal paper. Can serve as a benchmark. (control design, hinfinity, robust control)

dual_stage_structured_MIMO_Hinf_control.m

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updated almost 3 years ago

SCOPE: interactively tabulate SEER excel variables by Rex Cheung

This takes SEER excel column data interactively, tabulate them, write back in table format. (data import, data export, optimization)

output=xls2tabulate2xls(xlsfilename)

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updated 3 years ago

Robust Stability Analasys by Mouhamadou

It do the analyse for an inverter connected to a network. (control design, simulation)

Robust_Stability_Analysis.m

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updated 4 years ago

Rsyso by Franklin Pineda

Finds realizations of SISO linear systems. Autonoma of Colombia University. (control design)

[A B C D T]=hoform(Gt,W)

[A B C D]=minhoform(sys)

[A B C D]=parallelform(Gt,val)

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updated 4 years ago

H-infinity sub-optimal causal IIR inverse filter by Masaaki Nagahara

This computes the ptimal inverse filter minimizing the H-infinity norm of the error system. (control design, image processing)

dfdesign_w(phi, w, d);

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updated 4 years ago

H-infinity sub-optimal causal FIR inverse filter via LMI by Masaaki Nagahara

This computes the optimal inverse filter minimizing the H-infinity norm of the error system via LMI. (control design, signal processing)

dfdesign_w_lmi(phi, w, d, n);

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updated 5 years ago

Solve Bilateral Matrix Quadratic Equation by Janardhanan Sivaramakrishnan

Solves matrix equation of type AX+XB+XCX+D = 0 for X being non-square. (matrix equation, quadratic, solver)

X=Solve_BQME(A,B,C,D)

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updated 6 years ago

Robot Simulator by Victor Andrade

Simulation Model of Industrial Robot Manipulator (simulation, robot simulator robot...)

Acerca.m

Camera.m

Desenha_robo.m

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updated 6 years ago

Mult&T by Franklin Pineda

Find realizations of multivariable systems. Created for Msc. students at the UANDES and UAC. (control design, robust control, symbolic math)

[A B C D T]=hoform(Gt,W)

[A B C D]=lcfform(Gt)

[A B C D]=lmpf2ss(D1,N)

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updated 6 years ago

Mult&T by Franklin Pineda

Find realizations of multivariable systems. Created for masters students at the University Andes. (control systemrobust ...)

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updated 6 years ago

Hybrid Filter Banks with Fractional Delays: Minimax Design and Applications to Multichannel Sampling by Ha Nguyen

Ha Nguyen (view profile)

Implementation and demo of a hybrid FB with fractional delays (h_infty optimization, filter design, fractional delay)

Analog2Digital(Ak, Bk, Ck, Dk)

Digital2Analog(Ap, Bp, Cp, Dp)

IntDelayOp(m)

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updated 6 years ago

Chinese Matlab Digest: Matlab Technical Bulletin by Hong Zhang

Hong Zhang (view profile)

Chinese Matlab Digest is the first matlab digest published in Chinese by www.iLoveMatlab.cn (digest, matlab digest, chinese digest)

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updated 7 years ago

Gui for Optimal and Robust Control by Rakesh patel

Gui for Robust Control and Riccati Formulation (riccati formulation, hinf, h2)

Main_1(varargin)

Robust_sys(varargin)

riccatti_1(varargin)

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updated 9 years ago

Robust control design of the Mass/Damper/Spring system by Petko Petkov

M-files for design of the Mass/Damper/Spring control system using Robust Control Toolbox, ver. 3 (robust control, mass, damper)

clf_mds.m

clp_mds.m

contents.m

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updated 10 years ago

HANKELSV by Wathanyoo Khaisongkram

HANKELSV computes Hankel singular values and grammians. (Improved version of HKSV) (hankel singular value...)

hankelsv(SYS)

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updated almost 13 years ago

cc - Constraint Constraint Package by Wolfgang Reinelt

Features tools for determining the maximum output of LTI systems, robust or optimal contr design. (constraint control, hard constraints, saturations)

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updated almost 13 years ago

i4c - identification for control package by Wolfgang Reinelt

Features implementations of stochastic embedding, set membership estimation, and error modeling. (system identification, identification, robust control)

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