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 for a along with inovation prob P = P(y_t | D_t-1) = evidence
标签: matrix observations Kalman-Bucy prediction
上传时间: 2016-04-28
上传用户:huannan88
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 contains the variances of each of the principal components. This is computed using the eigenvalue and eigenvector decomposition of X.
标签: Probabilistic Components Principal Analysis
上传时间: 2016-04-28
上传用户:qb1993225
Hybrid Monte Carlo sampling.SAMPLES = HMC(F, X, OPTIONS, GRADF) uses a hybrid Monte Carlo algorithm to sample from the distribution P ~ EXP(-F), where F is the first argument to HMC. The Markov chain starts at the point X, and the function GRADF is the gradient of the `energy function F.
标签: Carlo Monte algorithm sampling
上传时间: 2013-12-02
上传用户:jkhjkh1982
系统项目的一部分 开发工具:JBuilder X. 数据库:mysql. 数据库名:user. 两张表:(1)employee,(2)department
标签: X. department JBuilder employee
上传时间: 2016-04-29
上传用户:TF2015
Matlab7.x图像处理 光盘内容中第十章的全部内容。包括频率采用等。
上传时间: 2016-04-29
上传用户:hwl453472107
Window正版验证破解补丁,可以将Windows盗版改为正版,很不错的哦
上传时间: 2016-04-30
上传用户:lizhen9880
基于EVC的用于window ce 50实现图象浏览的一个小程序啊
上传时间: 2014-01-17
上传用户:xsnjzljj
OMAp2530 x-load source code
上传时间: 2013-12-29
上传用户:skhlm
网络管理常用工具手册,x喜欢网络的可以下来参考!
上传时间: 2013-12-31
上传用户:wang5829
汇编Dos问题 window问题
上传时间: 2013-12-20
上传用户:671145514