Zero-Order Hold

版本 1.0.0.0 (3.4 KB) 作者: Michael Weidman
A fast, basic implementation of a ZOH designed to run on vectors/matrices
1.7K 次下载
更新时间 2014/1/15

查看许可证

I have long been a bit bothered by the fact that zero-order holds in MATLAB have required MATLAB objects (like timeseries.resample) and sometimes additional products (like Control System Toolbox or Simulink).

This function operates on vectors and mimics the syntax of INTERP1. The core of the function (using HISTC) is based off of the undocumented TSINTERP function. It goes much further, though, in terms of speed optimization (over 2x faster than TSINTERP) and flexibility in handling NaNs.

The default settings are designed with fast resampling of financial tick data in mind (as is used in backtesting), but non-financial users will also find value.

引用格式

Michael Weidman (2024). Zero-Order Hold (https://www.mathworks.com/matlabcentral/fileexchange/45040-zero-order-hold), MATLAB Central File Exchange. 检索时间: .

MATLAB 版本兼容性
创建方式 R2013b
兼容任何版本
平台兼容性
Windows macOS Linux
类别
Help CenterMATLAB Answers 中查找有关 Robust Control Toolbox 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
版本 已发布 发行说明
1.0.0.0