Method ao/spsdSubtraction


  SPSDSUBTRACTION makes a sPSD-weighted least-square iterative fit
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  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
 
  VERSION : $Id: spsdSubtraction.m,v 1.6 2011/08/03 19:21:10 adrien Exp $
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Method Details
Access public
Defining Class ao
Sealed 0
Static 0

Parameter Description

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'
  • 'residual'
  • 'ao'
  • 'pzmodel'
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
DISPLAY 'off'
  • 'off'
  • 'iter'
  • 'final'
choose how much to display of the optimizer output
MAXCALL 5000 none maximum number of calls to the criterion function
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Some information of the method ao/spsdSubtraction are listed below:
Class name ao
Method name spsdSubtraction
Category Operator
CVS Version $Id: spsdSubtraction.m,v 1.6 2011/08/03 19:21:10 adrien Exp $
Min input args 1
Max input args -1
Min output args 1
Max output args -1




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