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chapter3

于 2010-06-04 发布文件大小:149KB

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代码说明：

于慧敏版信号与系统第二版部分自己编的部分matlab程序代码... (YU Hui-min version of the second edition of part of the signal and system part of their series of matlab code ...)

文件列表：

homework3_10_4.m,200,2009-03-18
homework3_2_1.m,445,2009-03-18
homework3_2_3.m,446,2009-03-18
homework3_34_1.m,416,2009-03-21
homework3_34_2.m,414,2009-03-21
homework3_34_3.m,415,2009-03-21
homework3_8_2.m,448,2009-03-18
homework3_8_8.m,448,2009-03-18
homework3_8_9.m,448,2009-03-18
signal.doc,275968,2009-03-22
signal3_10_4.m,91,2009-03-18
signal3_2_1.m,83,2009-03-18
signal3_2_3.m,106,2009-03-18
signal3_8_2.m,86,2009-03-22
signal3_8_8.m,85,2009-03-18
signal3_8_9.m,98,2009-03-18
XHforRect.m,182,2009-03-21

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PURPOSE: MCMC estimates Bayesian heteroscedastic AR(k) model imposing stability restrictions using Gibbs sampling y = b0 + y(t-1) b1 + y(t-2) b2 +,...,y(t-k) bk + E, E = N(0,sige*V), sige = gamma(nu,d0), b = N(c,T), V = diag(v1,v2,...vn), r/vi = ID chi(r)/r, r = Gamma(m,k)( PURPOSE: MCMC estimates Bayesian heteroscedastic AR(k) model imposing stability restrictions using Gibbs sampling y = b0+ y(t-1) b1+ y(t-2) b2+,...,y(t-k) bk+ E, E = N(0,sige*V), sige = gamma(nu,d0), b = N(c,T), V = diag(v1,v2,...vn), r/vi = ID chi(r)/r, r = Gamma(m,k))

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