ldsCtrlEst_h/lds_gaussian_fit_ssid.h #
GLDS SSID fit type. More…
Namespaces #
Name |
---|
lds Linear Dynamical Systems (LDS) namespace. |
lds::gaussian Linear Dynamical Systems with Gaussian observations. |
Classes #
Name | |
---|---|
class | lds::gaussian::FitSSID Subspace Identification (SSID) for GLDS. |
Detailed Description #
This file declares and partially defines a type by which Gaussian-output LDS models are fit by a subspace identification (SSID) algorithm (lds::gaussian::ssidFit_t
).
References: [1] van Overschee P, de Moore B. (1996) Subspace Identification for Linear Systems. Boston: Springer.
Source code #
//===-- ldsCtrlEst_h/lds_gaussian_fit_ssid.h - GLDS Fit (SSID) --*- C++ -*-===//
//
// Copyright 2021 Michael Bolus
// Copyright 2021 Georgia Institute of Technology
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
//
//===----------------------------------------------------------------------===//
//===----------------------------------------------------------------------===//
#ifndef LDSCTRLEST_LDS_GAUSSIAN_FIT_SSID_H
#define LDSCTRLEST_LDS_GAUSSIAN_FIT_SSID_H
#include "lds_fit_ssid.h"
#include "lds_gaussian_fit.h"
namespace lds {
namespace gaussian {
class FitSSID : public SSID<Fit> {
public:
using SSID<Fit>::SSID;
using SSID<Fit>::Run;
private:
using SSID<Fit>::CreateHankelDataMat;
using SSID<Fit>::CalcSVD;
using SSID<Fit>::Solve;
void DecomposeData() override;
void SolveVanOverschee();
};
} // namespace gaussian
} // namespace lds
#endif
Updated on 19 May 2022 at 17:16:05 Eastern Daylight Time