Open Source MATLAB Algorithms

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 packages and for extending it with user-written optimization routines.

An ANSI C library of routines for rapid signal detection based on higher order statistical analysis.

The NUMIPAD library implements several methods/algorithms to solve inverse problems and adaptive decomposition (i.e. Tikhonov regularization, Total Variation, Basis Pursuit, etc.)

Stochastic discrete event system analysis and verification are essential in order to ensure reliability in such systems. However, models that cannot be constructed with an hand-made process need to be learned. Thus, the SDES toolbox proposes an automated solution that is embedded in Matlab to learning and analisis generalized semi-Markov processes.