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sources.rar
This program reads iid zero-mean unit-variance Gaussian variates
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randvec.rar
RANDVEC Generate gaussian random vectors X=(N,M,C)
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OnsequentialMonteCarlosamplingmethodsforBayesianfi
... methods are of particular interest in Bayesian filtering for discrete time dynamic models
that are typically nonlinear and non-Gaussian. A general importance sampling framework is developed
that unifies many of the methods which have been proposed over ...
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BuildingRobustSimulation-basedFiltersforEvolvingDa
... data arises in many scientic, industrial
and nancial problems. Although the Kalman lter is effective in the linear-Gaussian
case, new methods of dealing with sequential data are required with non-standard models.
Recently, there has been renewed ...
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LU.rar
用MATLAB写的Gaussian Elimination算法即LU算法
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