spintgrl

用R做贝叶斯估计，估计随机微分方程中的参数(Bayesian estimation made by R, the parameter estimates stochastic differential equation)

基于递推公式的MATLAB切比雪夫级数程序，能计算N阶多项式(Based on the recursive formula MATLAB Chebyshev series program, we can compute N order polynomials.)

自适应网格生成的文章，广泛的应用到有限元和无网格方法中(a nice paper of adaptive mesh generation)

雷诺方程的有限差分求解 织构化表面的模型数值求解(Finite difference numerical model for solving Reynolds equation solving textured surface)

三次样条插值c++头文件，一些头文件，非常好(Cubic spline interpolation c++ header files, some header files)

说明：  一般的最小二乘通常是一次拿到全部的数据， 对所有数据进行统一优化计算得到模型系数。递推最小二乘是以一种递推的方式计算最小二乘，每次使用最新的测量值，来不断更新模型系数。(General least squares usually get all the data at one time, and perform unified optimization calculations on all the data to get the model coefficients. Recursive least squares is to calculate the least squares in a recursive way, each time the latest measured value is used to continuously update the model coefficients.)

说明：  上数据挖掘课的课件，是EM算法的，其中还包括最大似然值，最大似然估计，以及cluster(data mining,EM Algorithm ,Likelihood, Mixture Models and Clustering )

计算离散傅里叶变换的一种快速算法，简称FFT。快速傅里叶变换是1965年由J.W.库利和T.W.图基提出的。采用这种算法能使计算机计算离散傅里叶变换所需要的乘法次数大为减少，特别是被变换的抽样点数N越多，FFT算法计算量的节省就越显著。(A computing discrete Fourier transform fast algorithm, referred to as FFT. Fast Fourier Transform in 1965 by the JW Cooley and TW Tuji Ti out. Using this algorithm enables a computer to calculate the number of multiplications needed for the discrete Fourier transform greatly reduced, especially sampling points N is transformed more and save FFT algorithm to calculate the amount of the more remarkable.)

说明：  详细描述了通过卡尔曼滤波算法对GSP和imu数据进行融合(merge the gps and imu with the kalman)

说明：  利用四阶龙格库塔求解微分方程，并给出方程实例。(The fourth order Runge Kutta is used to solve the differential equation and an example is given.)