LatticeFilter

class LatticeFilter : public tsa::AlgoBase

Implement the lattice filter.

Operations

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

Declaration of execute operation

Parameters

• InputData: Matrix containing Time Series

• WhitenedData: Matrix containing the WhitenedData

void init(LatticeView &LV)

Initialization function.

Parameters

• LV: lattice view

void execute(matrix_row<Dmatrix> Input, matrix_row<Dmatrix> Output)

The execute method implemts the filter in the lattice form.

Declaration of execute operation

Pre

Post

A postcondition

Exceptions

• An: exception

Parameters

• Input: is the input vector of data

• Output: is the output (whitened) data

Public Functions

LatticeFilter(LatticeView &LV)

Constructor

Return

Parameters

• LV: is the view containg the parameters for the Lattice Filter

LatticeFilter(Dvector &ParcorF, Dvector &ParcorB, Dmatrix &ErrF, Dmatrix &ErrB)

Constructor

~LatticeFilter()

Destructor