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updated 11 months ago

Intrinsic dimensionality estimation techniques by Gabriele Lombardi

Implementation of some state-of-art intrinsic dimensionality estimators. (statistics, intrinsic dimensional..., estimation)

Intrinsic Dimensionality (id) estimation

DANCo(data,varargin)

DANCoFit(data,varargin)

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updated 1 year ago

Nadaraya-Watson smoothing by Jan Motl

A non-parametrical regression (smoothing) tool using Gaussian kernel. (regression, smoothing, smooth)

[smoothed score h]=smoothing(ydata,varargin)

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updated 1 year ago

Alternating Conditional Expectation algorithm (ACE) by Henning Voss

Alternating Conditional Expectation algorithm (ACE) to calculate optimal transformations (nonparametric, ace, alternating condition...)

ace_main()

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updated 1 year ago

Unscented Kalman Filter (UKF) modeling of FitzHugh-Nagumo dynamics by Henning Voss

Unscented Kalman Filter (UKF) applied to FitzHugh-Nagumo neuron dynamics. (unscented kalman filt..., fitzhughnagumo, estimation)

FitzHughNagumo()

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updated almost 2 years ago

Estimating a constant state using the Kalman Filter by Lazaros Moysis

Kalman Filter example for estimating a constant value (estimation, kalman, filter)

KalmanFilterExample.m

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updated almost 2 years ago

Extended Kalman Filter Tracking Object in 3-D by Alex Dytso

Using Kalman filter to track object in 3D. Comparing Extended Kalman filter to its linear version. (aerospace, demo, simulation)

ExtendedKalmanFilter

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updated 2 years ago

% An array signal parameter maximum likelihood estimator problem by Lei Sun

An array signal parameter maximum likelihood estimator variance simulations (cramerrao bound, ml estimator, maximum likelihood es...)

calc_beta(x_l,s_l,a_vec)

calc_crb(s_l,a_vec,Q)

gen_observes(s_l,a_vec,sigma_sqr,Mu,L,rho)

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updated 2 years ago

hessianAnalysisDemo by Steinar Elgsæter

Demo of how Hessian analysis can reveal a poorly scaled estimation problem (hessian, numerical analysis, modeling)

hessianAnalysisDemo.m

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updated 2 years ago

Optimization, Nonlinear Control, and Estimation Toolbox by John Hedengren

APM MATLAB toolbox for nonlinear control and estimation of DAE models with IPOPT (nonlinear, simulation, control)

apm(server,app,aline)

apm_info(server,app,class,name)

apm_load(server,app,filename)

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updated 2 years ago

Theil–Sen estimator by Arnout Tilgenkamp

Robust regression for slope estimation between 1dimensional X and y (regression, slope, estimation)

Theil_Sen_Regress(x,y)

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updated 2 years ago

MEMS Accelerometer Calibration using Gauss Newton Method by Balaji Kumar

Computes the Scale factor Matrix and the bias vector of a MEMS accelerometer (aerospace, imu, ahrs)

CalibAccel.m

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updated almost 3 years ago

PI Estimation Using Montecarlo by muj

PI Estimation Using Montecarlo (pi, estimation, montecarlo)

PI(varargin)

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updated almost 3 years ago

Adaptive Robust Numerical Differentiation by John D'Errico

Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian (adaptive, differentiation, automatic)

derivest_demo

multivariable_calc_demo

derivest(fun,x0,varargin)

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updated almost 3 years ago

PURE-LET for Poisson image denoising by SANDEEP PALAKKAL

This is an implementation of the PURE-LET, recently proposed for Poisson image denoising. (pure, purelet, sure)

cshift2(x,m,n,ud,rl)

cspin_purelet( x, let_id, J, nSpin )

fast_cconv2(x,h,opt)

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updated almost 3 years ago

Optimization Tips and Tricks by John D'Errico

Tips and tricks for use of the optimization toolbox, linear and nonlinear regression. (optimization, examples, tutorial)

optimtips

[x,fval,exitflag,output]=fminsearchbnd(fun,x0,LB,UB,optio...

consolidator(x,y,aggregation_mode,tol)

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updated 3 years ago

Motion Detection by Harsha Vardhan

Motion Detection using videos recorded still camera (signal processing, image processing, video processing)

motion(A,B)

motio.m

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updated 3 years ago

Simulation of Forward Curve using PCA (principle component analysis) by Moeti Ncube

Method of simulation forward curves (pca, prinicple component a..., forward curve)

importfile(fileToRead1)

vecr(x)

simfwdcurve.m

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updated 3 years ago

Time Series estimation of Cyclical data process by Moeti Ncube

Procedure for estimation cyclical data (time series, ar1 process, estimation)

cyclicalmodel.m

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updated 3 years ago

Rayleigh Fading Channel Signal Generator by Avetis Ioannisyan

Rayleigh Fading Channel based on Hadamard and Jakes model (rayleigh, fading channel, wireless)

ai_RayCh(NumAngles, Length, symbolRate, NumWaveforms, car...

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updated 3 years ago

Parameter Estimation Technique for general datasets by Moeti Ncube

An estimation procedure for many types of data (electricity price spi..., em algorithm, calibration)

[x,y,l]=simulatej(a,b,c,d,g,h,lambda,x0,T)

y1=likelihoodj(y,x,a,b,c,d,g,h,lambda)

y=mx(a,x)

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updated 3 years ago

Data based modeling of nonlinear dynamic systems using System Identification Toolbox by Rajiv Singh

Perspectives on nonlinear identification using a throttle valve modeling example. (system identification, narmax, nlarx)

throttleODE(t, x, F, c, k, K, b, varargin)

dataprep.m

throttledemo.m

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updated 3 years ago

2D AR and 2D ARMA parameters estimation by Simona Maggio

Algorithms for 2D AR and 2D ARMA parameters estimation. (ar, arma, 2d)

ar2d(x,k1,k2)

arma2d(x,p1,p2,q1,q2,varargin)

inv_ar2d(x,Ab,p1,p2)

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updated 3 years ago

Multi Channel Physiological Signal Estimation (PhysioNet 2010 Challenge entry) by Ikaro Silva

Algorithm using GALL and Kalman filters for channel estimation. (multi channel, adaptive, estimation)

[sig,varargout]=mcaf(x,varargin)

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updated 3 years ago

Local Regression 2D by Arnout Tilgenkamp

Local Regression for 2D Data with plot/figure (finance, regression, local regression)

[y0]=MLR(X,y,span,X0,robuust)

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updated almost 4 years ago

Developing Models from Experimental Data using System Identification Toolbox by Rajiv Singh

Describe linear and nonlinear data-centric modeling approaches. (identification, optimization, control)

webinar_walk_through.m

ExampleModel

Friction_Model

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updated 4 years ago

Model Replay by Ben Spivey

Performs state or parameter estimation of process models using the APMonitor executable. (gui, optimization, data export)

ModelReplayGUI2(varargin)

cellwrite(filename, cellarray)

tabpanel(varargin)

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updated 4 years ago

Blind Channel estimation for MIMO systems using Linear Space time codes by Choqueuse Vincent

Perform channel estimation for general STBC-MIMO systems using a subspace approach. (blind, channel, estimation)

[channel]=subspace_channel_estimation_STBC(received_signa...

[modulated_coded_symbols]=space_time_coding(modulated_sym...

one_shot.m

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updated 4 years ago

Blind Channel estimation for MIMO systems using Orthogonal Space time codes by Choqueuse Vincent

Perform channel estimation for OSTBC-MIMO systems. (blind, channel, estimation)

SOS_channel_estimation_OSTBC.m

[modulated_coded_symbols]=space_time_coding(modulated_sym...

one_shot.m

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updated 4 years ago

gaussian_mixture_model.m by Matthew Roughan

Estimate the parameters of a 1D Gaussian Mixture Model using the EM algorithm. (statistics, estimation, gaussian)

...

norm_density(x, mu, sigma)

normcdf(x, mu, sigma)

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updated 4 years ago

Resampling methods for particle filtering by Jose-Luis Blanco

Implementation of four resampling methods (Multinomial, Residual, Stratified, and Systematic) (particle filter, resampling, ess)

ESS( w )

Gauss( x )

countPathHypotheses(x)

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updated 4 years ago

Introduction to Unscented Kalman Filtering by Krisada Sangpetchsong

Unscented Kalman filtering tutorial: Simulink and tilt sensor case study. (aerospace, simulink, kalman filter)

compare_error_variance_1run.m

compare_error_variance_monte_carlo.m

tilt_system

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updated 4 years ago

IPF by Matthew Roughan

Performs a simple Iterated Proportional Fit (IPF). (statistics, traffic matrices, fitting matrices)

ipf(T, R, C, epsilon, max_it)

ipf_test.m

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updated almost 5 years ago

Richardson Extrapolation by Rhys

A generalized Richardson extrapolation routine with many bells and whistles. (taylor, richardson, extrapolation)

richardson( A1s, kis, t, exact )

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updated 5 years ago

Power System State Estimation using WLS by PRAVI

Power System State Estimation using Weighted Least Square Method (power, system, state)

bbusppg(num)

busdatas(num)

linedatas(num)

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updated 5 years ago

PIL by Giampiero Campa

Parameter Identification Library (system identification, parameter identificat..., recursive least squar...)

[out,x0,str,ts]=lwrb2(t,x,u,flag,n,m,p,k,tol,T)

demos

slblocks

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updated 5 years ago

robsim - A simple MATLAB simulation for camera based control of mobile robots by Frank Wornle

This small set of MATLAB m-scripts can be used to learn about camera controlled mobile robots and li (application, mobile robot, image processing)

WRLSestimate(k)

adjustBackground

confirmGUI(varargin)

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updated 6 years ago

Estimatenoise by John D'Errico

Noise variance estimation from a signal vector or array (noise, variance, estimation)

estimatenoise(X,varargin)

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updated 6 years ago

Number of sinusoids Estimator by Sebastien PARIS

Estimate the number of sinusoid in a signal. (spectral analysis, estimation, signal processing)

nbsinu.m

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updated 6 years ago

ARMA PARAMETER ESTIMATION by Miguel Angel Lagunas Hernandez

Estimating the parameters of AR-MA sequences is fundamental. Here we present another method for ARM (spectral analysis, cepstrum, estimation)

[sigma,outn,outd]=arma_last(xinf,np,nq);

ra=spa_corc(x,nq);

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updated 7 years ago

Demonstration of Receding Horizon Control (RHC) using LMI by Giovani Tonel

Receding Horizon Control (controls, receding horizon cont..., estimation)

rhc_lmi(x,N,A,B,Q,R,W_hat,V0_hat,Q_hat,B_bar,W,V,V0,G,G_b...

RHC.m

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updated 7 years ago

Multiple Coherence Function by Mehmet Murat Altug Bicak

Multiple Coherence Function Based on Multiple input theory (system identification, multiple, coherence)

MultipleCoherehence(fs,x,y,index,nfft)

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updated 7 years ago

ESTIMATION PROCESS USING NON LINEAR ENERGY OPERATOR by Tamal Das

ESTIMATION OF AM SIGNAL USING NLE (whitepaper, article, paper)

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updated almost 8 years ago

ARfit by Tapio Schneider

Estimation of parameters and eigenmodes of multivariate autoregressive models. (statistics, probability, estimation)

[Aerr, werr]=arconf(A, C, w, th)

[R, scale]=arqr(v, p, mcor)

[]=acf(x, k, caption)

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updated 8 years ago

noisin by Hazem Baqaen

Estimates the amplitude, frequency, and DC offset of a sampled noisy sinusoid. (spectral analysis, amplitude, frequency)

noisin(data,Fs,method)

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updated 9 years ago

leafarea by Qian Wang

leaf area estimation (image analysis, leafarea, estimation)

leafarea(varargin)

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updated 9 years ago

Circular Cross Covariance by G. Levin

Circular Cross Covariance function estimate. (filter design, filter analysis, correlation)

[x,c]=CXCOV(a,b)

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updated 9 years ago

Circular Cross Correlation by G. Levin

Circular Cross Correlation function estimate. (filter design, filter analysis, correlation)

[x,c]=CXCORR(a,b)

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updated almost 10 years ago

Estimation in NLME Growth Models by Mark Damen

estimates parameters in growth models (statistics, probability, nlme)

f=nlme3(B,i,b)

g=nlmeadd1(b,B,Y,D)

g=nlmeadd2(B,i,b,D)

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updated 11 years ago

advstat by Arthur Jutan

Adds some additional capabilities to the Stats TB (statistics, probability, estimation)

CURVEFITEG1

[b0,b,B]=leasrsm(x,type)

[std,varresid,r2,cor,vcv,varinf]=regdata(param,yfit,ydata...

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