LTPDA Toolbox™

Method matrix/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, aoResiduum, plOut, aoP, aoPini] = optSubtraction(mat_Y, mat_U);
        [MPest, aoResiduum, plOut, aoP, aoPini] = optSubtraction(mat_Y, mat_U, pl);
 
   The function finds the optimal M that minimizes the sum of the weighted sPSD of
   (mat_Y - M * mat_U)
 
   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
 
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Method Details
Access	public
Defining Class	matrix
Sealed	0
Static	0

Parameter Description

Sets for this method …
Default

Default
no description
Key	Default Value	Options	Description
spsdSubtraction
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	[]	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

Example
plist('COEFS', [[]], 'WEIGHTINGMETHOD', 'residual', 'AOWEIGHT', [[]], 'PZMODELWEIGHT', [[]], 'LINCOEF', [5], 'LOGCOEF', [0.29999999999999999], 'ITERMAX', [20], 'NORMCOEFS', [1.0000000000000001e-15], 'NORMCRITERION', [1.0000000000000001e-15], 'WIN', plist('WIN', 'levelledHanning', 'PSLL', [200], 'LEVELORDER', [4]))

Some information of the method matrix/spsdSubtraction are listed below:
Class name	matrix
Method name	spsdSubtraction
Category	Operator
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'}

Method: matrix/simplify

Method: matrix/char

Method matrix/spsdSubtraction

Parameter Description

Default

Example