matlab绘制三维图实例

鲁棒统计，现代统计方法， Robust Statistics第二版，学习现代统计方法R○ BUST STAT|STCSSecond editionPeter j, huberProfessor of Statistics, retiredKlosters SwitzerlandEⅣ ezio m. RonchettiProfessor of StatisticsUniversity of Geneva, SwitzerlandWILEYA JOHn WileY SONS INC. PUBliCAtIONCopyrightc 2009 by John Wiley Sons, Inc. All rights reservedPublished by John Wiley sons, Inc, Hoboken, New JerseyPublished simultaneously in CanadaNo part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form orby any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except aspermitted under Section 107 or 108 of the 1976 United States Copyright Act, without either the priorwritten permission of the Publisher, or authorization through payment of the appropriate per-copy fee tothe Copyright Clearance Center, Inc, 222 Rosewood Drive, Danvers, MA 01923, (978)750-8400, fax978)750-4470,oronthewebatwww.copyrigom. requests to the publisher for permission shouldbe addressed to the permissions department John Wiley sons, Inc., 11 1 River Street, Hoboken, NJ07030,(201)748-6011,fax(201)748-6008,oronlineathttp:/www.wileycom/go/permissionLimit of Liability /Disclaimer of Warranty: While the publisher and author have used their best efforts inpreparing this book, they make no representations or warranties with respect to the accuracy orcompleteness of the contents of this book and specifically disclaim any implied warranties ofmerchantability or fitness for a particular purpose. No warranty may be created or extended by salesrepresentatives or written sales materials. The advice and strategies contained herein may not be suitablefor your situation. You should consult with a professional where appropriate. Neither the publisher norauthor shall be liable for any loss of profit or any other commercial damages, including but not limitedto special, incidental, consequential, or other damagesFor general information on our other products and services or for technical support, please contact ourCustomer Care Department within the United States at(800)762-2974, outside the United States at(317)572-3993 or fax(317)572-4002.Wiley also publishes its books in a variety of electronic formats. Some content that appears in print maynot be available in electronic format. For information about wiley products, visit our web site atwww.wileycomLibrary of Congress Cataloging-in-Publication Data:Huber Peter JRobust statistics, second edition/ Peter J. Huber, Elvezio ronchettip. cnIncludes bibliographical references and indeISBN978-0-470-12990-6( cloth)1. Robust statistics. I. Ronchetti. elvezio. II. TitleQA276.H7852009519.5-dc222008033283Printed in the United States of america10987654321To the memory o1John w. tukeyThis Page Intentionally Left BlankCONTENTSPrefacePreface to first editionGeneralities1 Why robust Procedures1. 2 What Should a robust procedure achieve?1.2.1 Robust. Nonparametric and Distribution-Free1.2.2 Adaptive procedures1.2.3 Resistant Procedures1.2. 4 Robustness versus Diagnostics1.2.5 Breakdown point1.3 Qualitative Robustness567888911. 4 Quantitative Robustness1.5 Infinitesimal Aspects141.6 Optimal Robustness171.7 Performance Comparisons18CONTENTS1.8 Computation of robust estimates181.9 Limitations to Robustness Theory202 The Weak Topology and its Metrization23eneral remarks232.2 The Weak Topology232.3 Levy and prohorov metrics272.4 The bounded Lipschitz metric322.5 Frechet and Gateaux derivatives366 Hampels Theorem413 The Basic Types of Estimates453. 1 General Remarks453.2 Maximum Likelihood Type Estimates(M-Estimates)3.2.1 Influence Function of m-estimates73.2.2 Asymptotic Properties of M-Estimates483.2.3 Quantitative and Qualitative Robustness of MEstimates3.3 Linear Combinations of Order Statistics(L-Estimates)3.3.1 Influence Function of -Estimates3.3.2 Quantitative and Qualitative robustness of l-Estimates 593. 4 Estimates Derived from Rank Tests(R-estimates3.4.1 Influence Function of R-Estimates623.4.2 Quantitative and Qualitative robustness of R-Estimates 643.5 Asymptotically Efficient M-, L,and R-Estimates674 Asymptotic Minimax Theory for Estimating Location4.1 General remarks4.2 Minimax bias4.3 Minimax Variance: Preliminaries744. 4 Distributions minimizing fisher Information764.5 Determination of Fo by Variational Methods814.6 Asymptotically Minimax M-Estimates914.7 On the minimax Property for L-and R-estimates954.8 Redescending m-estimates74.9 Questions of Asymmetric Contamination101CONTENTSScale Estimates1055.1 General remarks1055.2 M-Estimates of scale1075.3 L-Estimates of scale5.4 R-Estimates of Scale1125.5 Asymptotically efficient Scale estimates1145.6 Distributions Minimizing fisher Information for Scale5.7 Minimax Properties116 Multiparameter Problemsin Particular Joint Estimationof Location and scale1256. 1 General remarks1256.2 Consistency of M-Estimates1266.3 Asymptotic Normality of M-Estimates1306. 4 Simultaneous m-Estimates of Location and scale1336.5 M-Estimates with Preliminary Estimates of Scale1376.6 Quantitative robustness of Joint Estimates of Location and Scale 1396.7 The Computation of M-Estimates of Scale14368Studentizing1457 Regression1497. 1 General remarks1497. 2 The Classical Linear Least Squares Case1547. 2.1 Residuals and Outliers1587.3 Robustizing the Least Squares Approach1607.4 Asymptotics of robust regression Estimates163741 The Cases hp2→0 and hp→07.5 Conjectures and Empirical Results1687.5.1 Symmetric Error Distributions1687.5.2 The Question of Bias1687.6 Asymptotic Covariances and Their estimation1707. 7 Concomitant Scale estimates1727.8 Computation of Regression M-Estimates1757.8.1 The Scale Step1767.8.2 The Location Step with Modified residuals1787.8.3 The Location Step with Modified Weights179CONTENTS7.9 The Fixed Carrier Case: What Size hi?1867. 10 Analysis of Variance1907. 11 LI-estimates and Median polish1937. 12 Other Approaches to Robust Regression1958 Robust Covariance and Correlation Matrices1998. 1 General remarks8.2 Estimation of Matrix Elements Through robust Variances2038.3 Estimation of Matrix Elements Through robust Correlation2048.4 An Affinely equivariant approach2108.5 Estimates Determined by Implicit Equations2128.6 Existence and Uniqueness of Solutions2148.6. 1 The Scatter estimate v2148.6.2 The Location estimate t2198.6.3 Joint Estimation of t and y2208.7 Influence Functions and Qualitative robustness2208.8 Consistency and asymptotic normality2238.9 Breakdown Point48.10 Least informative distributions2258.1058. 10.2 Covariance2278.11 Some Notes on Computation2339 Robustness of Design2399.1 General remarks2399.2 Minimax Global Fit9.3 Minimax Slope24610 Exact Finite Sample Results24910.1 General Remarks24910.2 Lower and Upper Probabilities and Capacities25010.2.1 2-Monotone and 2-Alternating Capacities25510.2.2 Monotone and Alternating Capacities of Infinite Order 25810.3 Robust Tests25910.3. 1 Particular Cases26510.4 Sequential Tests267

这是压缩感知的SP算法，写的特别好，没有错误，代码中只要改动一个参数值就可以变成CoSaMP算法。

VVVF控制方法 电机控制，详细讲解了VVVF的推导和电流环的控制◆若忽略定子漏阻抗的影响,则有,U1=4.44f Wkwl若想保持平不变,则应有U1/f1=常数(32)这就是F协调控制的原理,在VVF变频器广泛采用控制方法特点:1这是由静态模型得到的,因此它不强调动态性能;2这是在忽略定子漏阻抗的影响得到的,在频率比较低时,这种忽略会带来偏小,电机力矩不够,一般要进行补偿3.一般的ⅴ/控制如图3.1所示。额定频率以下采用恒力矩调速,额定频率以上采用恒功率调速。V/F曲线不同的负载应采用不同的V/F控制曲线odin. com图3.1V/F控制曲线3.2PWM遊变器的模型VVVF变频器一般采用电压源型逆变器(VSI),并采用PWM控制方法,图3.2是PWM逆变器和异步电机的等效框图。+U图3.2PWM逆变器模型开关函数在逆变器中定义开关函数SU、Sv、Sw为:T通T4截止时Su=1,反之Su=0;T3通T截止时Sv=1,反之Sv=0T2通T截止时Sw=1,反之Sw=0相电压在定义了开关信号之后,很容易得到△DM=m2n=o+△OM=1n+rm+6n+△Oh1u Svo t VON11v+LR,+vσdtWNLwo V-Iiw+e+ vON由于逆变器三相输出无中线,n+14+1=0将以上三式相加,得ON=(SU+sy+sw)uee当三相逆变器的反电势之和err t er t eW0即三相反电势平衡时,AO1A=3(2n+24+2)nq于是可得到逆变器电机模型为「din1(Su +Sy +sw)Rd iUUR(S + sU+sw)Wd iLWRWW(S+S、+Sw)WWdC0L dt(33)3.3规则采样的SPWM方法331规则采样SPWM的生成自然采样法和规则采样法是生成SPWM的两种主要方法自然采样法适合用模拟电路完成。而规则采样法适合用微计算机数字实现。在当今数字化时代,规则采样被广泛采用

通过canny算子提取棋盘格图像边缘，然后使用Hough算法提取边缘图中直线，利用直线交点对全图角点检测结果进行过滤，最终达到自动可靠准确地提取出所有图像中棋盘格的角点坐标，可用于相机或投影仪的标定。

用matlab建立飞机系统模型，该模型包括飞机机体与前后起落架模型，并给出详细的参数，是一个非常好的仿真demo

【实例简介】安福莱开发板资料，包括原理图，用户手册，以及可以烧的程序资料。

【实例简介】值得收藏的MFC的FTP客户端，界面类似资源管理器

是一个较好的例子，用m语言编写，可以用来研究配网潮流计算。

步态识别算法，使用python书写的代码，大家可以免费用

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