/README.txt (813c5e3910317ab2a1458fad0ffd4afaf8ae50cd) (3791 bytes) (mode 100644) (type blob)
README
======
Author: Sebastian Hofer
Date: 2012-07-16 Mon
Table of Contents
=================
1 Files
2 Literature
1 Files
========
filelist(INVISIBLE)
ls *
README
asorted:
analyze_data_binning_batch.m
analyze_data_binning.m
chi2conf.m
chi2test.m
chi2testtest.m
corr_lag_diag.m
corr_lag_matrix.m
corrtest.m
highpasstest.m
kalman_ho.m
kalman_om.m
kolmtest.m
mycorr.m
periodigram.m
periodogramtest.m
power_spectrum.m
svd_batch.m
svd_g.m
test_analyze_data.m
auto:
README.el
kalmanfilter:
kalmanfilter.m
kalmansmoother_complementary_constant.m
kalmansmoother_complementary_timedependent_measurement.m
kalmansmoother_correlated.m
kalmansmoother_forward_backward_forced.m
kalmansmoother_forward_backward_forced_timedependent.m
kalmansmoother_forward_backward.m
minimaxfilter.m
misc:
check_model_dimensions.m
covnormalized.m
is_physical.m
svd_signed.m
symplectic_form.m
plots:
sv_phases_linear.fig
sv_phases_lti2.fig
stochasticintegration:
discretize_system.m
sample_continuous_lti.m
sample_discrete_linear.m
sample_discrete_lti2.m
sample_discrete_lti.m
sample_gaussian_process.m
2 Literature
=============
- Robert Stengel, Optimal Control and Estimation, 1st edition, Dover, 1994
- Monson Hayes, Statistical Digital Signal Processing and Modeling, 1st edition, Wiley, 1996
- Richard Shiavi, Applied Statistical Signal Analysis, 3rd edition, Academic Press, 2007
- Paul McNelis, Neural Networks in Finance, Academic Press, 1st edition, 2005
- F. van der Heijden et al., Classification, Parameter Estimation and State Estimation, 1st edition, Wiley, 2004
- Dan Simon, Optimal State Estimation, 1st edition, Wiley, 2006
- Peter Maybeck, Stochastic Models, Estimation and Control Vol. I-III, Academic Press
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.gitignore |
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README.org |
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README.txt |
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data_analysis |
040000 |
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homo_measurements |
100644 |
blob |
396 |
c3a05bd9edfd348cb275e1f57755acf43bc9d44e |
howto_evaluation.m |
040000 |
tree |
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eb34931ccd81545efcd60c9adb209065dadc5cd0 |
kalmanfilter |
040000 |
tree |
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96be25fefb963501b66f96d648c9247463c5bb8e |
misc |
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a96e7cf3890bbe98927df60dcb1f69a8fa4382fd |
simulations |
100644 |
blob |
621 |
50214a520c35e3f600fe40789181c708967fcb88 |
startup.m |
040000 |
tree |
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86ca0a9d5bf2ede090afb7139b2f2d9d7a0af1db |
statisticstests |
040000 |
tree |
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3cf29c8555988b4e2f59b54f29a64facc143697a |
stochasticintegration |
040000 |
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tests |
Hints:
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