LTPDA Toolbox™ | contents | ![]() ![]() |
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 | |
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Access | public |
Defining Class | mfh |
Sealed | 0 |
Static | 0 |
Sets for this method … |
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Default |
Default |
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no description | |||
Key | Default Value | Options | Description |
fisher | |||
P0 | '' | none | The numerical values of the parameters. |
PINV | 1 |
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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 |
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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. |
NEARESTSPD | 0 |
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Try to find the nearest symmetric and positive definite covariance matrix, with the 'nearestSPD' method from MATLAB file exchange. |
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. |
BIN GROUPS | [] | 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. |
S | [] | none | The inverse cross-spectrum matrix. Used fro the case of the student-t likelihood. |
ERROR RATIO | 0.5 | none | The percentage of knowldge level of each frequency bin. Used fro the case of the student-t likelihood |
NU | 'common' |
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The 'degrees of freedom' parameter for the student-t distribution, as proposed in PRD 84, 122004 (2011). There are three posibilities to ad th nu coefficient. The 'COMMON' choise, follows the simplified logic that the noise frequency bins follow the same distribution. The second 'BY BIN GROUPS' considers common value for the coefficient for neighboring frequency bins, defined with the key 'BIN GROUPS'. The last choice considers a dofferent degree of freedom for each frequency bin. |
VERSION | 'core' |
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Choose between 'AO' and 'CORE' types. |
computeICSMatrix | |||
INPUT | '' | none | The injection signals. |
NOUT | '' | none | The number of outputs. |
INVERSE | 1 |
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Set to false to return the spectrum matrix, but not inverted. |
ISDIAG | 0 |
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For the case of systems where the cross-spectrum matrix is diagonal it can be set to true to skip estimating the non-diagonal elements. Useful for multiple inputs/outputs. |
INTERPOLATION METHOD, INTERP METHOD | 'LINEAR' |
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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' |
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Select the way to handle the noise/weight data. Can use the PSD/CPSD or the LPSD/CLPSD functions. |
BIN DATA | 0 |
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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 |
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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 |
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Set to true to produce plots of the fits in case of 'fit noise model' is set to true. |
lpsd | |||
PSLL | 200 | none | The peak sidelobe level for Kaiser windows. Note: it is ignored for all other windows |
DROP WINDOW SAMPLES | 1 |
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Drop the recommended (by the window) number of samples of the final computed spectral series. |
KDES | 100 | none | The desired number of averages. |
JDES | 1000 | none | The desired number of spectral frequencies to compute. |
LMIN | 0 | none | The minimum segment length. |
SCALE | 'PSD' |
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The scaling of output. Choose from:
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psd | |||
NFFT | -1 | none | The number of samples in each fft [default: length of input data]. A string value containing the variable 'fs' can also be used, e.g., plist('Nfft', '2*fs') |
Example |
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plist('P0', '', 'PINV', [true], 'TOL', [[]], 'DIFFSTEP', [[]], 'NOISE', [[]], 'REGULARIZE', [false], 'YUNITS', 'm s^-2', 'NEARESTSPD', [false], 'FREQUENCIES', [[]], 'NAME', cell(0,0), 'TS FH', [[]], 'TRIM', [[100 -100]], 'WIN', 'BH92', 'FS', [1], 'TRANSFORM', cell(0,0), 'BIN GROUPS', [[]], 'S', [[]], 'ERROR RATIO', [0.5], 'NU', 'common', 'INPUT', '', 'NOUT', '', 'INVERSE', [true], 'ISDIAG', [false], 'INTERPOLATION METHOD', 'LINEAR', 'NAVS', [5], 'FREQS', [[]], 'NOISE SCALE', 'PSD', 'BIN DATA', [false], 'OLAP', [-1], 'ORDER', [1], 'FIT NOISE MODEL', [false], 'POLYNOMIAL ORDER', [[-4 -3 -2 -1 0 1 2 3 4]], 'PLOT FITS', [false], 'PSLL', [200], 'DROP WINDOW SAMPLES', [true], 'KDES', [100], 'JDES', [1000], 'LMIN', [0], 'SCALE', 'PSD', 'NFFT', [-1], 'VERSION', 'core') |
Some information of the method mfh/fisher are listed below: | |
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Class name | mfh |
Method name | fisher |
Category | Signal Processing |
Package name | ltpda |
VCS Version | 967b0eec0dece803a81af8ef54ad2f8c784b20b2 |
Min input args | 1 |
Max input args | -1 |
Min output args | 1 |
Max output args | -1 |
Can be used as modifier | 1 |
Supported numeric types | {'double'} |
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Method: mfh/isequal | Method: mfh/fminsearch | ![]() |
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