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Matlab code implementing different methods used in statistical signal processing; mainly Extended Kalman Filters, LMS/RLS, Wiener, robust regression, MMSE estimators, ML estimators, Hi-Frequency estimators (Pisarenko, MUSIC, ESPRIT)

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StatisticalSignalProcessing

Due to the (totally unexpected due to the quality level) interest triggered by these old collection of Matlab tools I wrote, I decided to invest a little bit of my time in it, in order to make it more useful for the community.

I am planning to:

  • Polish and convert the entire set of tools into a Python package
  • Better comment each tool (e.g. English instead of Italian, more general interfaces..)
  • Eventually add some function I currently have in my toolkit, that is not currently included in the package

Unfortunately I am quite short on time, due to various committments (e.g. family, work, investments, etc), so if this is of any interest for you, please feel free to manifest your availability to work on the project, so that we can convert the plan into a community effort, speeding up the development.

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Matlab code implementing different methods used in statistical signal processing; mainly Extended Kalman Filters, LMS/RLS, Wiener, robust regression, MMSE estimators, ML estimators, Hi-Frequency estimators (Pisarenko, MUSIC, ESPRIT)

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