Method mfh/fisher


  FISHER.M Calculation of the fisher Information Matrix/Covariance
 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
 
  INPUTS:
          - The MFH object of the time series of the signals.
          - A plist object.
 
  OUTPUTS:
          - Covariance matrix of the parameters. Unlike the 
            ssm/fisher and matrix/fisher, this functions returns
            directly the covariance matrix of the parameters. This
            is due to the properties of the MATLAB function handle 
            objects.
 
 
  EXAMPLE:  C = fisher(mfh_object, plist);
 
  Parameters Description
 
  NK 2014
 
Method Details
Access public
Defining Class mfh
Sealed 0
Static 0

Parameter Description

Default

no description
Key Default Value Options Description
P0 '' none The numerical values of the parameters.
FITPARAMS '' none The namess of the parameters.
PINV 1
  • 1
  • 0
Use the Penrose-Moore pseudoinverse
TOL [] none Tolerance for the Penrose-Moore pseudoinverse
DIFFSTEP [] none Numerical differentiation step for ssm models
NOISE [] none The noise time series or MFH objects.
REGULARIZE 0
  • 0
  • 1
If the resulting fisher matrix is not positive definite, try a numerical trick to continue sampling.
YUNITS 'm s^-2' none The Y units of the noise time series, in case the MFH object is a 'core' type.
VERSION 'core'
  • 'core'
  • 'ao'
Choose between 'ao' and 'core' types.
FREQUENCIES [] none The frequency range.
NAME {} [0x0] none The name of the function handles.
TS FH [] none The time series function handles to perform the FFT. Must be in an array.
TRIM [100 -100] none A 2x1 vector that denotes the samples to split from the star and end of the time-series (split in offsets).
WIN 'BH92' none The window to apply to the data.
FS 1 none For the cae of 'CORE', the sampling frequency of the time series is needed.
TRANSFORM, TRANSFORMATIONS {} [0x0] none A list of transformations to be applied to the inputs before evaluating the expression.
ETAS [] none A numerical vector that denotes to the start and end frequency value that corresponds to the given frequency block amplitude. For more information, please type >> doc mfh_model_loglikelihood.
INPUT '' none The injection signals.
NOUT '' none The number of outputs.
INVERSE 1
  • 1
  • 0
Set to false to return the spectrum matrix, but not inverted.
NS [] none The number of samples.
INTERPOLATION METHOD 'LINEAR'
  • 'LINEAR'
  • 'SPLINE'
  • 'PCHIP'
  • 'CUBIC'
The interpolation method.
NAVS 5 none The number of averages to use when calculating PSD and CPSD.
FREQS [] none Array of frequencies where the analysis is performed.
NOISE SCALE 'PSD'
  • 'PSD'
  • 'LPSD'
Select the way to handle the noise/weight data. Can use the PSD/CPSD or the LPSD/CLPSD functions.
NOISE WIN '' none The desired window to apply to the PSD of the noise.
BIN DATA 0
  • 0
  • 1
Set to true to re-bin the measured noise data.
OLAP -1 none The segment percent overlap [-1 == take from window function]
ORDER 1 none The order of segment detrending during PSD. For more info type 'doc ao.psd'.
FIT NOISE MODEL 0
  • 0
  • 1
Set to true to attempt a fit on the noise spectra using the 'polyfitSpectrum' function.
POLYNOMIAL ORDER [-4 -3 -2 -1 0 1 2 3 4] none The order of the polynomial to be used in the 'polyfitSpectrum' function.
PLOT FITS 0
  • 0
  • 1
Set to true to produce plots of the fits in case of 'fit noise model' is set to true.
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Some information of the method mfh/fisher are listed below:
Class name mfh
Method name fisher
Category Signal Processing
Package name ltpda
VCS Version 3f8d61c792503a5b5ec8a0a153efb23b65da24a9
Min input args 1
Max input args -1
Min output args 1
Max output args -1




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