Method ssm/kalman


  KALMAN applies kalman filtering to a discrete ssm with given i/o
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  DESCRIPTION: KALMAN applies kalman filtering to a discrete ssm with
               given i/o.
  CALL: [mat_out pl_out] = kalman(sys, plist_inputs)
 
  INPUTS:
          - sys, (array of) ssm object
 
  OUTPUTS:
           _ mat_out contains specified returned aos
           _ pl_out contains 'lastX', the last state position
 
  Parameters Description
  
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Method Details
Access public
Defining Class ssm
Sealed 0
Static 0

Parameter Description

Default

no description
Key Default Value Options Description
reorganize
COVARIANCE VARIABLE NAMES {} [0x0] none A cell-array of strings specifying the desired input variable names.
CPSD VARIABLE NAMES {} [0x0] none A cell-array of strings specifying the desired input variable names.
AOS VARIABLE NAMES, AO NAMES, AO PORT NAMES {} [0x0] none A cell-array of input port names corresponding to the different input AOs.
CONSTANT VARIABLE NAMES {} [0x0] none A cell-array of strings of the desired input variable names.
RETURN STATES {} [0x0] none A cell-array of names of state ports to return.
RETURN OUTPUTS, OUTPUTS {} [0x0] none A cell-array of output ports to return.
KNOWN OUTPUT VARIABLE NAMES {} [0x0] none A cell-array of strings of the known output variable names.
kalman
COVARIANCE [] none The covariance of this noise between input ports for the time-discrete noise model.
CPSD [] none The one sided cross-psd of the white noise between input ports.
AOS [] none An array of input AOs (experimental stimuli).
CONSTANTS [] none Array of DC values for the different corresponding inputs.
KNOWN OUTPUTS [] none Array of AOs for the different corresponding outputs (experiment measurements).
NSAMPLES Inf none The maximum number of samples to simulate (AO length(s) overide this).
SSINI {} [0x0] none A cell-array of vectors that give the initial position for simulation.
TINI 0 none The initial filtering time (seconds).
DISPLAYTIME 1
  • 1
  • 0
Switch off/on the display
REORGANIZE 1
  • 1
  • 0
When set to 0, this means the ssm does not need be modified to match the requested i/o. Faster but dangerous!
FORCE COMPLETE 0
  • 0
  • 1
Force the use of the complete simulation code.

Example

plist('COVARIANCE VARIABLE NAMES', cell(0,0), 'CPSD VARIABLE NAMES', cell(0,0), 'AOS VARIABLE NAMES', cell(0,0), 'CONSTANT VARIABLE NAMES', cell(0,0), 'RETURN STATES', cell(0,0), 'RETURN OUTPUTS', cell(0,0), 'KNOWN OUTPUT VARIABLE NAMES', cell(0,0), 'COVARIANCE', [[]], 'CPSD', [[]], 'AOS', [[]], 'CONSTANTS', [[]], 'KNOWN OUTPUTS', [[]], 'NSAMPLES', [Inf], 'SSINI', cell(0,0), 'TINI', [0], 'DISPLAYTIME', [true], 'REORGANIZE', [true], 'FORCE COMPLETE', [false])

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Some information of the method ssm/kalman are listed below:
Class name ssm
Method name kalman
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'}




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