搜索结果
找到约 14 项符合
covariance 的查询结果
按分类筛选
行业发展研究 Knowledge of the process noise covariance matrix is essential for the application of Kalman filteri
Knowledge of the process noise covariance matrix
is essential for the application of Kalman filtering. However,
it is usually a difficult task to obtain an explicit expression of
for large time varying systems. This paper looks at an adaptive
Kalman filter method for dynamic harmonic state estimatio ...
软件设计/软件工程 function y_cum = cum2x (x,y, maxlag, nsamp, overlap, flag) ％CUM2X Cross-covariance ％ y_cum = cum2x
function y_cum = cum2x (x,y, maxlag, nsamp, overlap, flag)
％CUM2X Cross-covariance
％ y_cum = cum2x (x,y,maxlag, samp_seg, overlap, flag)
％ x,y - data vectors/matrices with identical dimensions
％ if x,y are matrices, rather than vectors, columns are
％ assumed to correspond to independent real ...
单片机开发 又一种增量人脸学习算法——参考文献“Candid Covariance-Free Incremental Principal Component Analysis.”
又一种增量人脸学习算法——参考文献“Candid Covariance-Free Incremental Principal Component Analysis.”
matlab例程 Fast DOA Estimation Algorithm using Pseudo Covariance Matrix的程序
Fast DOA Estimation Algorithm using Pseudo Covariance Matrix的程序
生物技术 This a Bayesian ICA algorithm for the linear instantaneous mixing model with additive Gaussian noise
This a Bayesian ICA algorithm for the linear instantaneous mixing model with additive Gaussian noise [1]. The inference problem is solved by ML-II, i.e. the sources are found by integration over the source posterior and the noise covariance and mixing matrix are found by maximization of the marginal ...
数学计算 寻找函数的全局极小值
寻找函数的全局极小值，global minimization of contrast function with random restarts the data are assumed whitened (i.e. with identity covariance matrix). The output is such that Wopt*x are the independent sources.
其他 A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of
A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary -- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute suc ...
数学计算 runs Kalman-Bucy filter over observations matrix Z for 1-step prediction onto matrix X (X can = Z)
runs Kalman-Bucy filter over observations matrix Z
for 1-step prediction onto matrix X (X can = Z)
with model order p
V = initial covariance of observation sequence noise
returns model parameter estimation sequence A,
sequence of predicted outcomes y_pred
and error matrix Ey (reshaped) for y and Ea ...
数学计算 Probabilistic Principal Components Analysis. [VAR, U, LAMBDA] = PPCA(X, PPCA_DIM) computes the princ
Probabilistic Principal Components Analysis. [VAR, U, LAMBDA] = PPCA(X, PPCA_DIM) computes the principal
％ component subspace U of dimension PPCA_DIM using a centred covariance
matrix X. The variable VAR contains the off-subspace variance (which
is assumed to be spherical), while the vector LAMBDA ...
matlab例程 EKF-SLAM Simulator This version of the simulator uses global variables for all large objects, suc
EKF-SLAM Simulator
This version of the simulator uses global variables for
all large objects, such as the state covariance matrix.
While bad programming practice, it is a necessary evil
for MatLab efficiency, as MatLab has no facility to avoid
gratuitous memory allocation and copying when passing
( ...