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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
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