Method ao/spsdSubtraction
SPSDSUBTRACTION makes a sPSD-weighted least-square iterative fit
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
DESCRIPTION: SPSDSUBTRACTION makes a sPSD-weighted least-square iterative fit
CALL: [MPest, plOut, aoResiduum, aoP, aoPini] = spsdSubtraction(ao_Y, [ao_U1, ao_U2, ao_U3 ...]);
[MPest, plOut, aoResiduum, aoP, aoPini] = spsdSubtraction(ao_Y, [ao_U1, ao_U2, ao_U3 ...], pl);
The function finds the optimal M that minimizes the sum of the weighted sPSD of
(ao_Y - M * [ao_U1 ao_U2 ao_U3 ...] )
if ao_Y is a vector of aos, the use the matrix/spsdSubtraction is
advised
OUTPUTS: - MPest: output PEST object with parameter estimates
- aoResiduum: residuum times series
- plOut: plist containing data like the parameter estimates
- aoP: last weight used in the optimization (fater last
Maximization/Expectation step)
- aoPini: initial weight used in the optimization (before first
Maximization/Expectation step)
Parameters Description
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
| Method Details |
|
| Access |
public |
| Defining Class |
ao |
| Sealed |
0 |
| Static |
0 |
Parameter Description
| Sets for this method … |
| Default |
Default |
| no description |
| Key |
Default Value |
Options |
Description |
| COEFS |
[] |
none |
initial subtracted coefficients, must be a nY*nU double array. If not provided zeros are assumed |
| WEIGHTINGMETHOD |
'residual' |
|
choose to define a frequency weighting scheme |
| AOWEIGHT |
empty AO object [0x0] |
none |
ao to define a frequency weighting scheme (if chosen in 'weightingMethod') |
| PZMODELWEIGHT |
|
none |
pzmodel to define a frequency weighting scheme (if chosen in 'weightingMethod') |
| LINCOEF |
5 |
none |
linear coefficient for scaling frequencies in chi2 |
| LOGCOEF |
0.29999999999999999 |
none |
logarithmic coefficient for scaling frequencies in chi2 |
| ITERMAX |
20 |
none |
max number of Mex/Exp iterations |
| NORMCOEFS |
1.0000000000000001e-15 |
none |
tolerance on inf norm of coefficient update (used depending on 'CVCriterion') |
| NORMCRITERION |
1.0000000000000001e-15 |
none |
tolerance on norm of criterion variation (used depending on 'CVCriterion') |
| WIN |
(WIN='levelledHanning', PSLL=200, LEVELORDER=4) |
none |
window to operate FFT, may be a plist/ao |
back to top
| Some information of the method ao/spsdSubtraction are listed below: |
| Class name |
ao |
| Method name |
spsdSubtraction |
| Category |
Operator |
| Package name |
ltpda |
| VCS Version |
8ab8cbbc4bccf7543491a24448f4aae0b1be1c43 |
| Min input args |
1 |
| Max input args |
-1 |
| Min output args |
1 |
| Max output args |
-1 |
|
Method: ao/sort |
|
Method: ao/sqrt |
 |
©LTP Team