kalman_filter

说明：  主成分分析（PCA）的增量实施。 该算法在线更新每个变换系数矩阵新样本，而无需将所有样本保留在内存中。 在某种意义上，该算法在形式上等效于通常的批处理版本给定一个样本，将变换系数设置在末尾过程是相同的。 实时讨论了应用PCA的意义。(Incremental implementation of the principal component analysis (PCA). The algorithm updates the transformation coefficients matrix on-line for each new sample, without the need to keep all the samples in memory. The algorithm is formally equivalent to the usual batch version, in the sense that given a sample set the transformation coefficients at the end of the process are the same. The implications of applying the PCA in real time are discussed with the help of data analysis examples (a sample set is uploaded together with the examples))

POCS算法，用matlab实现的，要是觉得有用就看看吧(POCS is a classical resolution algorithm，developed with matlab, and if helpful for you, just download it )

用ALM实现 PCA算法，做模式识别的一看就懂，自己用的不错。(This matlab code implements the augmented Lagrange multiplier method for Robust PCA.)

一次可靠度的HLRF算法。随机向量的概率模型采用Nataf分布，考虑变量相关性。验算点搜寻采用U空间的梯度迭代算法。(This is a first-order reliability method based on HLRF algorithm. A multivariate distribution model,Nataf model,is used to generate the random variables. To search the design point in indenpent standard Gauss space, a kind of gradient iterative algorithm is adopted.)

小波分析与信号处理 理论、应用及软件实现(Wavelet analysis and signal processing theory, applications and software)

基本粒子群算法的一些英文资料，在此基础上衍生出了许多优化粒子群算法(Particle Swarm some English information derived on this basis, a number of particle swarm optimization)

说明：  室内可见光通信系统信道模型，用于室内可见光通信系统基础信道估计仿真实验(Channel Model of Indoor Visible Communication System for Basic Channel Estimation of Indoor Visible Communication System)

MATLAB的库提供了一个指针的指针和MATLAB的数据结构实现(MATLAB Pointer Library provides an implemetation of pointers and data structures in MATLAB )

数字信号处理--理论与实践 王大伦 数字信号处理--理论与实践 王大伦(Digital Signal Processing- Theory and Practice Wang Tailun)

paper on topology optimization