SSFforNLSE

说明：  Matlab下基于蒙特卡洛方法解辐射传输方程(solution of radiation transmission equation based on Monte Carlo method under Matlab)

交错网格声波方程交错网格有限差分地震波场计算波场正演模拟。 (The CalCulation of the SeismiC Wave一 fieldwith Staggered-grid Finite difference Sheme )

最小二乘法求超定线性方程组得C＋＋模板，还包括矩阵求逆，矩阵乘法等小函数(Overdetermined least-squares method of linear equations have to C templates, also includes matrix inversion, matrix multiplication, such as small function)

说明：  工程中微分方程数值积分经常需要使用的Newmark法(Differential equations numerical integration project often requires the use of the Newmark method)

用乔里斯基分解法求系数矩阵为对称正定右端为常向量的方程组(Demand coefficient matrix with the Cholesky decomposition method for symmetric positive definite the right end of the constant vector equations)

说明：  分数阶傅里叶变换计算方面的文章，另附程序清单(Fractional Fourier transform calculation of the article, followed the list of procedures)

里面包含了随机矩阵理论里经典的仿真，如marcenko-pastur law,tracy-widom law等(It contains some classical simulationa in the random matrix theory，such as marcenko-pastur law,tracy-widom law)

说明：  用DFT 函数计算电压u, 电流i的基波(f1=50 Hz)的有效值和相位; 用FFT函数分别计算电压u和电流i 所包含的直流,基波和谐波的有效值和初相角; 可计算基波(f1=50 Hz)和各次谐波的功率p和功率因数con?.(The effective value and phase of fundamental wave (f1 = 50 Hz) of voltage U and current I are calculated by DFT function. The effective values and initial phase angles of DC, fundamental and harmonic waves contained in voltage U and current I are calculated by FFT function, respectively. The power P and power factor con of fundamental wave (f1 = 50 Hz) and harmonics can be calculated.)

程序采用C语言，实现最小二乘辨识算法和递推最小二乘算法(Program using C language, least squares identification algorithm and recursive least squares algorithm)

说明：  包含了悉尼科技大学徐亦达老师的课程课件，有贝叶斯理论、EM算法、卡尔曼滤波、HMM、粒子滤波、概率论相关知识等(The file includes knowledge about EM, HMM, particle filter, kalman filter and so on.)