Method matrix/linfitsvd


  LINFITSVD Linear fit with singular value decomposition
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  DESCRIPTION: Linear least square problem with singular value
  decomposition
 
  ALGORITHM: Perform linear identification of the parameters of a
  multichannel systems. The results of different experiments on the same
  system can be passed as input. The algorithm, thanks to the singular
  value decomposition, extract the maximum amount of information from each
  single channel and for each experiment. Total information is then
  combined to get the final result.
             
  CALL:                   pars = linfitsvd(os1,...,osn,pl);
  
  INPUT:
                - osi are vector of system output signals. They must be
                Nx1 matrix objects, where N is the output dimension of the
                system
  
  OUTPUT:
                - pars: a pest object containing parameter estimation
 
  Parameters Description
 
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Method Details
Access public
Defining Class matrix
Sealed 0
Static 0

Parameter Description

Default

no description
Key Default Value Options Description
linfitsvd
MODEL [] none System model. It have to be parametric. A matrix of smodel objects or a ssm object
INNAMES {} [0x0] none A cell array containing cell arrays of the input ports names for each experiment. Used only with ssm models.
OUTNAMES {} [0x0] none A cell array containing cell arrays of the output ports names for each experiment. Used only with ssm models.
FITPARAMS {} [0x0] none A cell array with the names of the fit parameters
INPUT [] none Collection of input signals
BOUNDEDPARAMS {} [0x0] none A cell array with the names of the bounded fit parameters
BOUNDVALS {} [0x0] none A cell array with the boundaries values for the bounded fit parameters
DMODEL [] none Partial derivatives of the system parametric model. A matrix of smodel objects
WHITENINGFILTER [] none The multichannel whitening filter. A matrix object of filters
NLOOPS 1 none Number of desired iteration loops.
NCUT 100 none Number of bins to be discharged in order to cut whitening filter transients
NPAD [] none Number of points for zero padding.
KNOWNPARAMS [] none Known Parameters. A pest object containing parameters values, names and errors
TOL 1 none Convergence threshold for fit parameters
FAST 0
  • 0
  • 1
Using fast option causes the whitening filter to be applied in frequency domain.The filter matrix is considered diagonal. The method skip time domain filtering saving some process timeIt works only when the imput model is a matrix of smodels
SETALIAS 0
  • 0
  • 1
Set to true in order to aassign internally the values to the model alias
STHRESHOLD 1 none Fix upper treshold for singular values.Singular values larger than the value will be ignored.This correspon to consider only parameters combinations with error lower then the value
DIFFSTEP [] none Numerical differentiation step for ssm models
MODEL FS [] none The sample rate to discretize the model at for performing the simulations.
RESAMPLE FILTER [] none The filter used for resampling when adjusting the input data to the model fs.

Example

plist('MODEL', [[]], 'INNAMES', cell(0,0), 'OUTNAMES', cell(0,0), 'FITPARAMS', cell(0,0), 'INPUT', [[]], 'BOUNDEDPARAMS', cell(0,0), 'BOUNDVALS', cell(0,0), 'DMODEL', [[]], 'WHITENINGFILTER', [[]], 'NLOOPS', [1], 'NCUT', [100], 'NPAD', [[]], 'KNOWNPARAMS', [[]], 'TOL', [1], 'FAST', [false], 'SETALIAS', [false], 'STHRESHOLD', [1], 'DIFFSTEP', [[]], 'MODEL FS', [[]], 'RESAMPLE FILTER', [[]])

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Some information of the method matrix/linfitsvd are listed below:
Class name matrix
Method name linfitsvd
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 0
Supported numeric types {'double'}




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