30965813pmsm

Range Kutta 2 method used for solving ordinary differential equation.

matlab mfile for predictive ARMA model

现代谱估计welch方法，可以变换成巴特莱特方法(welch altroithm in modern spectral estimation)

最小均方（LMS）自适应算法就是一中已期望响应和滤波输出信号之间误差的均方值最小为准的，依据输入信号在迭代过程中估计梯度矢量，并更新权系数以达到最优的自适应迭代算法。LMS算法是一种梯度最速下降方法，其显著的特点是它的简单性。这算法不需要计算相应的相关函数，也不需要进行矩阵运算。(Minimum mean-square (LMS) adaptive algorithm is that one has to respond to the expectations and filtering the output signal of the mean square error between the value of the minimum-based, based on the input signal is estimated in the iterative process of gradient vector, and to update the weights in order to achieve the most Adaptive iterative algorithm gifted. LMS algorithm is a steepest descent gradient method, and its significant features is its simplicity. This algorithm does not require calculation of the corresponding correlation function, nor the need for matrix calculation.)

Numerical optimization, Steepest descent

分数傅里叶计算一维时间序列，非常实用，可以得到时间序列频谱(Computation of the Fractional Fourier Transform)

锁相环相关知识，包含二阶 三阶 锁相环的介绍以及编程实例汇总(Phase-locked-related knowledge, presentation and programming examples included 2nd and 3rd order PLL summary)

have adapted the PSO to search in binary spaces

上期CTP接口Matlab封装 可以使用该封装进行期货交易，并且可以搭建自己的程序化交易平台(CTP Matlab interface)

Adaptive_Kalman_filter which you can use it in the INS