DDSPC::RecursiveLeastSquares Class Reference

#include <recursive_least_squares.hpp>

Collaboration diagram for DDSPC::RecursiveLeastSquares:

Public Member Functions
	RecursiveLeastSquares (int num_predictors, int num_features, realT forgetting_factor, realT inverse_covariance)
	~RecursiveLeastSquares ()
void	update (eigenImage< realT > *x, eigenImage< realT > *y)
void	update (Matrix *x, Matrix *y)
void	reset ()
void	save_state (std::string filaname)

Public Attributes
realT	_gamma
realT	_inverse_gamma
realT	_initial_covariance
int	_num_features
int	_num_predictors
Matrix	K
Matrix	err
Matrix	xtP
Matrix	prediction_matrix
Matrix	inverse_covariance
Matrix	prediction_output

Detailed Description

Definition at line 19 of file recursive_least_squares.hpp.

Constructor & Destructor Documentation

RecursiveLeastSquares()

DDSPC::RecursiveLeastSquares::RecursiveLeastSquares	(	int	num_predictors,
		int	num_features,
		realT	forgetting_factor,
		realT	inverse_covariance
	)

Definition at line 7 of file recursive_least_squares.cpp.

~RecursiveLeastSquares()

DDSPC::RecursiveLeastSquares::~RecursiveLeastSquares

(

)

Definition at line 36 of file recursive_least_squares.cpp.

Member Function Documentation

reset()

void DDSPC::RecursiveLeastSquares::reset

(

)

Definition at line 40 of file recursive_least_squares.cpp.

Referenced by DDSPC::PredictiveController::reset().

save_state()

void DDSPC::RecursiveLeastSquares::save_state

(

std::string

filaname

)

Definition at line 87 of file recursive_least_squares.cpp.

update() [1/2]

void DDSPC::RecursiveLeastSquares::update	(	eigenImage< realT > *	x,
		eigenImage< realT > *	y
	)

Definition at line 52 of file recursive_least_squares.cpp.

Referenced by DDSPC::PredictiveController::update_system().

update() [2/2]

void DDSPC::RecursiveLeastSquares::update	(	Matrix *	x,
		Matrix *	y
	)

Definition at line 67 of file recursive_least_squares.cpp.

Member Data Documentation

_gamma

realT DDSPC::RecursiveLeastSquares::_gamma

Definition at line 24 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares().

_initial_covariance

realT DDSPC::RecursiveLeastSquares::_initial_covariance

Definition at line 26 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares(), and reset().

_inverse_gamma

realT DDSPC::RecursiveLeastSquares::_inverse_gamma

Definition at line 25 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares(), update(), and update().

_num_features

int DDSPC::RecursiveLeastSquares::_num_features

Definition at line 27 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares(), and reset().

_num_predictors

int DDSPC::RecursiveLeastSquares::_num_predictors

Definition at line 28 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares().

err

Matrix DDSPC::RecursiveLeastSquares::err

Definition at line 31 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares(), reset(), update(), and update().

inverse_covariance

Matrix DDSPC::RecursiveLeastSquares::inverse_covariance

Definition at line 36 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares(), reset(), update(), and update().

K

Matrix DDSPC::RecursiveLeastSquares::K

Definition at line 30 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares(), reset(), update(), and update().

prediction_matrix

Matrix DDSPC::RecursiveLeastSquares::prediction_matrix

Definition at line 35 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares(), DDSPC::PredictiveController::get_prediction_matrix(), reset(), update(), update(), and DDSPC::PredictiveController::update_controller().

prediction_output

Matrix DDSPC::RecursiveLeastSquares::prediction_output

Definition at line 38 of file recursive_least_squares.hpp.

Referenced by RecursiveLeastSquares().

xtP

Matrix DDSPC::RecursiveLeastSquares::xtP

Definition at line 32 of file recursive_least_squares.hpp.

Referenced by update(), and update().

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The documentation for this class was generated from the following files:

• apps/loPredCtrl/recursive_least_squares.hpp
• apps/loPredCtrl/recursive_least_squares.cpp