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DynamicParameterEstimation Methods

The DynamicParameterEstimation type exposes the following members.

Methods
 NameDescription
Public methodCalculateCrossPredictionError(IReadOnlyListDouble, IReadOnlyListDouble) With the already evaluated parameters, calculates the mean error for another piece of data. Note that both vectors must have a length of at least _startingPoint + 1, since the first _startingPoint samples are used for the history.
Public methodCalculateCrossPredictionError(IReadOnlyListDouble, IReadOnlyListDouble, IVectorDouble) With the already evaluated parameters, calculates the mean error for another piece of data. Note that both vectors must have a length of at least _startingPoint + 1, since the first _startingPoint samples are used for the history.
Protected methodCalculateNumberOfData Calculates the number of points that can be used on the right side of the linear equation (i.e. the number of rows of the equation). With the same length of x and y, the number of usable data points decreases when more x or y parameters are evaluated, since more samples are needed for the history and those samples cannot be used on the right side of the equation.
Public methodCalculatePredictionError Calculates the mean prediction error, i.e. Sqrt(Sum((y-yPredicted)²)/N).
Public methodCalculatePredictionError(VectorDouble) Calculates the mean prediction error, i.e. Sqrt(Sum((y-yPredicted)²)/N).
Protected methodCalculateResultingParameter Calculates the resulting parameter array by calling the solver.
Public methodCalculateSelfPredictionError Calculates the mean prediction error using recursive prediction of y (self-prediction).
Public methodCalculateSelfPredictionError(IVectorDouble) Calculates the mean prediction error using recursive prediction of y (self-prediction).
Protected methodCalculateSelfPredictionError(MatrixDouble, IReadOnlyListDouble, IVectorDouble) Calculates the mean prediction error using recursive prediction of y (self-prediction) for the given matrix and comparison y values.
Protected methodCalculateStartingPoint Calculates the starting point, i.e. the first index in the y array that can be used for the right side of the linear equation. The starting point increases when more x or y parameters are evaluated, since more "history" samples are needed in this case.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodEstimateParameterByBurgsAlgorithm Estimates the parameters using Burg's algorithm.
Public methodStatic memberExtrapolate Extrapolates y-values until the end of the vector by using linear prediction.
Protected methodFillBacksubstitutionY Fills the back-substitution array with data from the provided y vector.
Protected methodFillInputMatrix Fills the input matrix, i.e. the left side of the linear equation.
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetFrequencyResponse Calculates the frequency response for a given frequency.
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTransferFunction Gets the impulse response to a pulse at t=0, i.e. to x[0]==1, x[1]..x[n]==0. The background component is not taken into account.
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodMakeEstimation Calculates the dynamic parameter estimation.
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Protected methodSetHelperMembers Sets all helper values such as _numX, _numY, _backgroundOrderPlus1, _numberOfParameter, and _startingPoint.
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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