LSB_linear

An easy implementation of the classic philosopher s dinner.

进行PCA分解，由迭代算法，算出得分向量和负荷向量(something about PCA)

conditional random fields

AR自适应滤波器，用Kalman滤波器跟踪AR模型的吸收变化(adaptive AR model，use kalman filter to trace the variance of ar coeffience)

包括AHP，因子分析，回归分析，聚类分析，GSM中GMSK调制信号的产生，进行逐步线性回归。( Including AHP, factor analysis, regression analysis, cluster analysis, GSM is GMSK modulation signal generation, Stepwise linear regression.)

说明：  扩展卡尔曼滤波 用于信号处理, 初学者可是直接仿真使用(Extended kalman filter for signal processing, beginners but direct simulation use)

文件夹中NPFMain.m为滤波算法主运行程序，CRLBCompute.m为计算CRLB并且画出CRLB、NPF、EKF/IMM-EKF滤波误差(均值和均方差)曲线。(folder NPFMain.m filtering algorithm for the main operating procedures, CRLBCompute.m estimator to calculate and paint estimator, NPF, EKF/IMM- EKF filter error (mean and variance) curve.)

遗传算法的一个07版本，可以让初学者有入门，让有一定基础的同志有进阶。(07 version of a genetic algorithm that allows beginners get started, so that some comrades are based Advanced.)

tvp-var model 可以用来做TVP-VAR模型(tvp-var model for good use)

求对称矩阵全部特征值的Jacobi方法(Symmetric matrix for all the eigenvalues of Jacobi method)