LSLLearning

class LSLLearning : public tsa::AlgoBase

rithm for the learning phase of the Adaptive Least Squares Lattice

Operations

void operator()(SeqViewDouble &InputData, SeqViewDouble &WhitenedData)

Parameters
  • InputData: Time series

  • WhitenedData: Whitened Time series

void operator()(SeqViewDouble &InputData, LatticeView &LatView)

Parameters
  • InputData:

  • LatView:

void operator()(SeqViewDouble &InputData, Dvector &Parcor)

Parameters
  • InputData:

  • Parcor:

void execute(matrix_row<Dmatrix> InputData, matrix_row<Dmatrix> OutputData)

Parameters
  • InputData: Input data

  • OutputData: Output data

Public Functions

LSLLearning(unsigned int Order, double sigma, double lambda = 1.0)

Constructor

Parameters
  • Order: Order of the filter

  • sigma: guessed value for the initial sigma

  • Lwsp: Lenght of workspace

  • lambda: forgetting factor

LSLLearning(const LSLLearning &from)

Copy constructor

Parameters
  • from: The instance that must be copied

~LSLLearning()

Destructor

LSLLearning &operator=(const LSLLearning &from)

Assignement operator

Return

a reference to a new object

Parameters
  • from: The instance to be assigned from