LSLfilter

class LSLfilter : public tsa::AlgoBase

Algorithm for the filter phase of the Adaptive Least Squares Lattice.

Operations

void operator<<(SeqViewDouble &Data)

to be used only when data are contiguos (offline analysis)

Declaration of execute operation

Parameters

  • InputData: Matrix containing Time Series

  • WhitenedData: Matrix containing the WhitenedData

void operator()(SeqViewDouble &Data, SeqViewDouble &outdata)

for online process

Parameters

  • Data:

  • outdata:

Getters

Dmatrix *GetWhitenedMatrix()

Return

the whitened buffer

Public Functions

LSLfilter(LSLLearning &LSL, double lambda = 1.0, unsigned int size = 1, bool Norm = false)

Constructor

Parameters

  • Order: Order of the filter

  • sigma: guessed value for the initial sigma

  • Lwsp: Lenght of workspace

  • lambda: forgetting factor

~LSLfilter()

Destructor

int GetDataNeeded()

Get the number of data needed in order to be able to call GetData successfully. If the returned value is less or equal than zero no data are needed.

Return

the needed data