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BurgAlgorithmVos Class

A faster algorithm than BurgAlgorithm, if the number of coefficients is less than 1/3 the length of the signal. This algorithm is based on a paper by Koen Vos, 2013.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.RegressionBurgAlgorithmVos

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public class BurgAlgorithmVos

The BurgAlgorithmVos type exposes the following members.

Constructors
 NameDescription
Public methodBurgAlgorithmVosInitializes a new instance of the BurgAlgorithmVos class
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Properties
 NameDescription
Public propertyCoefficients Returns the coefficients that were calculated during the last run of the algorithm.
Public propertyMeanSquareSignalMean square of the signal values.
Public propertyNumberOfCoefficients Returns the number of coefficients that were used for the last run of the algorithm.
Public propertyReflectionCoefficients Returns the reflection coefficients that were calculated during the last run of the algorithm.
Public propertyRMSSignalRoot of mean square of the signal values.
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Methods
 NameDescription
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodExecute Uses the signal in vector x to build a model with numberOfCoefficients parameter.
Public methodStatic memberExecution(IReadOnlyListDouble, IVectorDouble, Double) Uses the signal in vector x to build a model with numberOfCoefficients parameter.
Public methodStatic memberExecution(IReadOnlyListDouble, Int32, Double) Uses the signal in vector x to build a model with numberOfCoefficients parameter.
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 methodGetMeanPredictionErrorNonrecursivelyBackward This algorithm determines the mean backward prediction error using the model stored in this instance. See remarks for details.
Public methodGetMeanPredictionErrorNonrecursivelyForward This algorithm determines the mean forward prediction error using the model stored in this instance. See remarks for details.
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodPredictRecursivelyBackward(IVectorDouble, Int32) Predict values towards the start of the vector. The predicted values are then used to predict more values. See remarks for details.
Public methodPredictRecursivelyBackward(IVectorDouble, Int32, Int32) Predict values towards the start of the vector. The predicted values are then used to predict more values. See remarks for details.
Public methodPredictRecursivelyForward(IVectorDouble, Int32) Predict values towards the end of the vector. The predicted values are then used to predict more values. See remarks for details.
Public methodPredictRecursivelyForward(IVectorDouble, Int32, Int32) Predict values towards the end of the vector. The predicted values are then used to predict more values. See remarks for details.
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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Fields
 NameDescription
Protected field_AkPrediction coefficients, see eq (28) in [1]. . Note that for technical reasons _Ak[0] is always 1 and the calculated coefficients start with _Ak[1].
Protected field_Ak_previousSwapping array for _Ak
Protected field_cArray containing the auto correlation values, see eq (26) in [1]
Protected field_gPrediction coefficients, see eq (22) in [1]
Protected field_g_previousSwapping array for _g
Protected field_kReflection coefficients.
Protected field_r 
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Remarks

Literature:

[1] Koen Vos, "A Fast Implementation of Burg's method, August 2013, Creative Commons"

See Also