ldsCtrlEst_h/lds_poisson_fit.h #
PLDS base fit type. More…
Namespaces #
Name |
---|
lds Linear Dynamical Systems (LDS) namespace. |
lds::poisson Linear Dynamical Systems with Poisson observations. |
Classes #
Name | |
---|---|
class | lds::poisson::Fit PLDS Fit Type. |
Detailed Description #
This file declares and partially defines the base fit type for a Gaussian-output linear dynamical system. Models are fit by either subspace identification (SSID) or expectation-maximization (EM).
Source code #
//===-- ldsCtrlEst_h/lds_poisson_fit.h - Fit Type for PLDS ------*- 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_POISSON_FIT_H
#define LDSCTRLEST_LDS_POISSON_FIT_H
// namespace
#include "lds_poisson.h"
// fit
#include "lds_fit.h"
namespace lds {
namespace poisson {
class Fit : public lds::Fit {
public:
Fit() = default;
Fit(size_t n_u, size_t n_x, size_t n_y, data_t dt)
: lds::Fit(n_u, n_x, n_y, dt){};
View h(Matrix& y, const Matrix& x, size_t t) override {
y.col(t) = exp(C_ * x.col(t) + d_);
return y.col(t);
};
void set_R(const Matrix& R) override {
std::cerr
<< "WARNING: Cannot set R (R[0] = " << R.at(0)
<< "). No Gaussian measurement noise in Poisson observation model.\n";
};
const Matrix& R() const override {
return R_;
};
};
}; // namespace poisson
} // namespace lds
#endif
Updated on 19 May 2022 at 17:16:05 Eastern Daylight Time