这是书上的常用算法和模型介绍,有BP网络的C语言实现,HMM的C语言实现,失量量化的C语言实现。-This is a book commonly used algorithms and model introduction, there are BP networks realize the C language, HMM of the C language, loss of the C language to quantify.
kalman算法以及里面用到的矩阵运算,包括kalman filter extended kalman filter iterated extended kalman filter-kalman algorithm and used inside the matrix operations,a kalman filter, an
extended kalman filter, and an iterated extended kalman filter
The Molgedey and Schuster decorrelation algorithm, having square mixing matrix and no noise . Truncation is used for the time shifted matrix, and it is forced to be symmetric . The delay Tau is estimated .
The number of independent components are calculated using Bayes Information Criterion (BIC), with PCA for dimension reduction.-The Molgedey and Schuster decorrelation algorithm, having square mixing matrix and no noise . Truncation is used for the time shifted matrix, and it is forced to be symmetric . The delay Tau is estimated . The number of independent components are calculated using Bayes Information Criterion (BIC), with PCA for dimension reduction.