Dynamic |
public class DynamicParameterEstimationCombXY : DynamicParameterEstimation
The DynamicParameterEstimationCombXY type exposes the following members.
Name | Description | |
---|---|---|
OffsetX | "Moves" the sequence x in relation to sequence y. Normally, the y[i] is considered in dependence on x[i], x[i-1].. and so on. By setting the offset,
the y[i] is considered in dependence on x[i-offset], x[x-offset-1]... (Inherited from DynamicParameterEstimation) | |
Parameter |
Resulting parameters of the estimation. Index 0..numX-1 are the parameters for x history. Following from numX
to numX+numY-1 are the parameters for y, and at least there are the parameters for the background fit.
(Inherited from DynamicParameterEstimation) | |
StartingPoint |
Calculates and returns 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 increase when more x or y parameters
are to evaluate, since more "history" samples are needed in this case.
(Inherited from DynamicParameterEstimation) |
Name | Description | |
---|---|---|
CalculateCrossPredictionError(IReadOnlyListDouble, IReadOnlyListDouble) |
With the already evalulated parameters (!), calculates the mean error for another piece of data. Please not
that both vectors must have a length of at least _startingPoint+1, since the first _startingPoint samples are used for the history.
(Inherited from DynamicParameterEstimation) | |
CalculateCrossPredictionError(IReadOnlyListDouble, IReadOnlyListDouble, IVectorDouble) |
With the already evalulated parameters (!), calculates the mean error for another piece of data. Please not
that both vectors must have a length of at least _startingPoint+1, since the first _startingPoint samples are used for the history.
(Inherited from DynamicParameterEstimation) | |
CalculateNumberOfData |
Calculate the number of points that can be used at 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 data reduces when more x or y parameters are to evaluate,
since more samples are needed for the history and that samples can not be used on the right side of the equation.
(Inherited from DynamicParameterEstimation) | |
CalculatePredictionError |
Calculates the mean prediction error, i.e. Sqrt(Sum((y-yprediced)²)/N).
(Inherited from DynamicParameterEstimation) | |
CalculatePredictionError(VectorDouble) |
Calculates the mean prediction error, i.e. Sqrt(Sum((y-yprediced)²)).
(Inherited from DynamicParameterEstimation) | |
CalculateResultingParameter |
Calculates the resulting parameter array by calling the solver.
(Inherited from DynamicParameterEstimation) | |
CalculateSelfPredictionError |
Calculates the mean prediction error, i.e. Sqrt(Sum((y-yprediced)²)).
(Inherited from DynamicParameterEstimation) | |
CalculateSelfPredictionError(IVectorDouble) | (Inherited from DynamicParameterEstimation) | |
CalculateSelfPredictionError(MatrixDouble, IReadOnlyListDouble, IVectorDouble) | (Inherited from DynamicParameterEstimation) | |
CalculateStartingPoint | (Overrides DynamicParameterEstimationCalculateStartingPoint) | |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) | |
EstimateParameterByBurgsAlgorithm | (Inherited from DynamicParameterEstimation) | |
FillBacksubstitutionY |
Fills the back substitution array with data from the data of the provided y vector.
(Inherited from DynamicParameterEstimation) | |
FillInputMatrix | (Overrides DynamicParameterEstimationFillInputMatrix(IReadOnlyListDouble, IReadOnlyListDouble, MatrixDouble)) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) | |
GetFrequencyResponse | (Overrides DynamicParameterEstimationGetFrequencyResponse(Double)) | |
GetHashCode | Serves as the default hash function. (Inherited from Object) | |
GetTransferFunction |
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.
(Overrides DynamicParameterEstimationGetTransferFunction(Double, IVectorDouble)) | |
GetType | Gets the Type of the current instance. (Inherited from Object) | |
MakeEstimation |
Calculates the dynamic parameter estimation.
(Inherited from DynamicParameterEstimation) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) | |
SetHelperMembers |
Sets all helper values such as _numX, _numY, _backgroundOrderPlus1, _numberOfParameter, _startingPoint.
(Inherited from DynamicParameterEstimation) | |
ToString | Returns a string that represents the current object. (Inherited from Object) |
Name | Description | |
---|---|---|
_backgroundOrderPlus1 | Number of background parameters to estimate. (Inherited from DynamicParameterEstimation) | |
_inputMatrix | Holds the input matrix. (Inherited from DynamicParameterEstimation) | |
_numberOfParameter | Total number of parameter, i.e. _numX+_numY + _backgroundOrderPlus1 (Inherited from DynamicParameterEstimation) | |
_numX | Number of x parameters to estimate. (Inherited from DynamicParameterEstimation) | |
_numY | Number of y parameters to estimate. (Inherited from DynamicParameterEstimation) | |
_offsetX | "Moves" the sequence x in relation to sequence y. Normally, the y[i] is considered in dependence on x[i], x[i-1].. and so on. By setting the offset,
the y[i] is considered in dependence on x[i-offset], x[x-offset-1]... (Inherited from DynamicParameterEstimation) | |
_parameter |
Array to store the estimated parameters. First in the array, the x parameters are stored (indices 0.._numX-1).
Then the y parameters, having indices of (_numX.._numX+_numY-1). Lastly, the background parameters are stored in the array
(indices _numX+_numY ... end_of_array)
(Inherited from DynamicParameterEstimation) | |
_scaledY | Array of y-values neccessary for backsubstitution. Is a copy of the input y vector, but
only for the elements _startingPoint...end_of_y_vector. (Inherited from DynamicParameterEstimation) | |
_solver | Stores an instance of a solver used to solve the linear equation. The solver
should keep and recycle the memory neccessary for solving the equation. (Inherited from DynamicParameterEstimation) | |
_startingPoint | Index of the point where the calculation can start. (Inherited from DynamicParameterEstimation) |