[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
## invfreq: computation using LS-TLS approach

**From**: |
Pascal A. Dupuis |

**Subject**: |
invfreq: computation using LS-TLS approach |

**Date**: |
Thu, 23 Dec 2004 08:45:16 -0600 |

**User-agent**: |
Mutt/1.5.6+20040907i |

Hello,
invfreq solve the problem of fitting some parametrised frequency
response to some given data. The main step are:
- construct a design matrix (R) and a target vector (P)
- find the set of parameters (Theta) which best maps the design matrix to the
target vector
The actual code uses LS, meaning only P is supposed to be noised. But
some columns of R are constructed from the target frequency response,
and are thus also noised. Furthermore, if the frequency is noised, the
whole R matrix is noised.
I have coded an alternative to solving Theta=R\P using QR, where the
noised part is handled by TLS, and the unnoised part by standard LS.
I have performed a few simulations, and it appears that this mixed
approach gives parameters which are more accurate than with ordinary LS.
Before submitting patches, I would like to ask to other octave users
what should be the best way to pass one supplemental argument to
invfreqs and invfreqz, namely the resolution method. I imagine a
string with possible values: 'LS' (default), 'TLS', or 'LS-TLS'.
TIA
Pascal Dupuis
--
Dr. ir. Pascal Dupuis
K. U. Leuven, ESAT/ELECTA (formerly ELEN): http://www.esat.kuleuven.ac.be/
Kasteelpark Arenberg, 10; B-3001 Leuven-Heverlee, Belgium
Tel. +32-16-32 10 21 -- Fax +32-16-32 19 85
-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.
Octave's home on the web: http://www.octave.org
How to fund new projects: http://www.octave.org/funding.html
Subscription information: http://www.octave.org/archive.html
-------------------------------------------------------------

[Prev in Thread] |
**Current Thread** |
[Next in Thread] |

**invfreq: computation using LS-TLS approach**,
*Pascal A. Dupuis* **<=**