ldsCtrlEst_h/lds_poisson_fit_ssid.h #

PLDS SSID fit type. More…

Namespaces #

Name
lds Linear Dynamical Systems (LDS) namespace.
lds::poisson Linear Dynamical Systems with Poisson observations.

Classes #

	Name
class	lds::poisson::FitSSID Subspace Identification (SSID) for PLDS.

Detailed Description #

This file declares and partially defines a type by which Poisson-output LDS models are fit by a subspace identification (SSID) algorithm ([lds::gaussian::FitSSID](/lds-ctrl-est/docs/api/classes/classlds_1_1gaussian_1_1fitssid/)).

References: [1] van Overschee P, de Moore B. (1996) Subspace Identification for Linear Systems. Boston: Springer. [2] Buesing L, Macke JH, Sahani M. (2012) Spectral learning of linear dynamics from generalised-linear observations with application to neural population data. NIPS 25.

Source code #

//===-- ldsCtrlEst_h/lds_poisson_fit_ssid.h - PLDS 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_POISSON_FIT_SSID_H
#define LDSCTRLEST_LDS_POISSON_FIT_SSID_H

#include "lds_fit_ssid.h"
#include "lds_poisson_fit.h"

namespace lds {
namespace poisson {
class FitSSID : public SSID<Fit> {
 public:
  using SSID<Fit>::SSID;

 private:
  void DecomposeData() override;

  void CalcCov();

  void PoissonToGaussianMoments();
  Matrix cov_;
};

}  // namespace poisson
}  // namespace lds
#endif

Updated on 19 May 2022 at 17:16:05 Eastern Daylight Time