Zero-Order Hold

Versión 1.0.0.0 (3,4 KB) por Michael Weidman
A fast, basic implementation of a ZOH designed to run on vectors/matrices
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Actualizado 15 ene 2014

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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.

Citar como

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

Compatibilidad con la versión de MATLAB
Se creó con R2013b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
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Más información sobre Robust Control Toolbox en Help Center y MATLAB Answers.

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Versión Publicado Notas de la versión
1.0.0.0