Search Results for "algorithm"

GRAMPC is a nonlinear MPC framework that is suitable for dynamical systems with sampling times in the (sub)millisecond range and that allows for an efficient implementation on embedded hardware. The algorithm is based on an augmented Lagrangian formulation with a tailored gradient method for the inner minimization problem. GRAMPC is implemented in plain C with an additional interface to C++ and MATLAB/Simulink. The basic structure and usage of GRAMPC are described in the documentation...

Locally Weighted Projection Regression (LWPR) is a fully incremental, online algorithm for non-linear function approximation in high dimensional spaces, capable of handling redundant and irrelevant input dimensions. At its core, it uses locally linear models, spanned by a small number of univariate regressions in selected directions in input space. A locally weighted variant of Partial Least Squares (PLS) is employed for doing the dimensionality reduction. Please cite: [1] Sethu Vijayakumar...

A demo with Matlab Mupad with an Options Call and Put algos converted to various C and C++ projects. You could also use Simulink for even FPGA deployment via HDL for ultra lowest high frequency trading

The SPHERES simulation is designed to support most software-related aspects of single- and multi-satellite SPHERES operations. The simulation code base consists of simulated versions of most of the SPHERES core flight code and additional code that simulates dynamics, communications, and other environmental interaction. The simulation is particularly valuable during the early stages of algorithm development and implementation as an aid in accelerating the learning curve for any Guest...

ACADO Toolkit is a software environment and algorithm collection for automatic control and dynamic optimization. It provides a general framework for using a great variety of algorithms for direct optimal control, including model predictive control, state and parameter estimation and robust optimization. ACADO Toolkit is implemented as self-contained C++ code and comes along with user-friendly MATLAB interface. The object-oriented design allows for convenient coupling of existing optimization...