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annotate m-toolbox/classes/@matrix/spsdSubtraction.m @ 0:f0afece42f48

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Import.
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 % SPSDSUBTRACTION makes a sPSD-weighted least-square iterative fit
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2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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3 %
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4 % DESCRIPTION: SPSDSUBTRACTION makes a sPSD-weighted least-square iterative fit
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5 %
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6 % CALL: [MPest, aoResiduum, plOut, aoP, aoPini] = optSubtraction(mat_Y, mat_U);
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7 % [MPest, aoResiduum, plOut, aoP, aoPini] = optSubtraction(mat_Y, mat_U, pl);
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8 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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9 % The function finds the optimal M that minimizes the sum of the weighted sPSD of
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10 % (mat_Y - M * mat_U)
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11 %
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12 % OUTPUTS: - MPest: output PEST object with parameter estimates
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13 % - aoResiduum: residuum times series
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14 % - plOut: plist containing data like the parameter estimates
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15 % - aoP: last weight used in the optimization (fater last
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16 % Maximization/Expectation step)
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17 % - aoPini: initial weight used in the optimization (before first
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18 % Maximization/Expectation step)
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19 %
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20 % <a href="matlab:utils.helper.displayMethodInfo('ao', 'optSubtraction')">Parameters Description</a>
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21 %
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22 % VERSION : $Id: spsdSubtraction.m,v 1.1 2011/04/17 21:24:20 adrien Exp $
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23 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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24
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25 function varargout = spsdSubtraction(varargin)
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26
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27 % use the caller is method flag
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28 callerIsMethod = utils.helper.callerIsMethod;
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29
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30 % Check if this is a call for parameters
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31 if utils.helper.isinfocall(varargin{:})
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32 varargout{1} = getInfo(varargin{3});
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33 return
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34 end
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35
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36 % Collect input variable names
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37 in_names = cell(size(varargin));
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38 for ii = 1:nargin,in_names{ii} = inputname(ii);end
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39
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40 if ~nargin>1
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41 error('optSubtraction requires at two input matrix objects (less than two input arguments were provided!)')
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42 end
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43
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44 %% retrieving the two input aos
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45 [mat_in, mat_invars] = utils.helper.collect_objects(varargin(:), 'matrix', in_names);
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46
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47 if numel(mat_in)~=2
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48 error('first two inputs should be two matrices of aos involved in the subtraction')
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49 end
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50
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51 % Collect plist
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52 pl = utils.helper.collect_objects(varargin(:), 'plist');
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53
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54 % Get default parameters
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55 pl = combine(pl, getDefaultPlist);
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56
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57 %% getting ao arrays
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58 ao_Y = mat_in(1).objs;
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59 ao_U = mat_in(2).objs;
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60
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61 %% running the ao method
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62 if nargout>2
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63 [MPest, plOut, aoResiduum, aoP, aoPini] = optSubtraction(ao_Y, ao_U, pl);
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64 matResiduum = matrix(aoResiduum);
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65 matP = matrix(aoP);
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66 matPini = matrix(aoPini);
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67 else
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68 [MPest, plOut] = optSubtraction(ao_Y, ao_U, pl);
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69 end
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70
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71 %% collecting history
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72 if callerIsMethod
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73 % we don't need the history of the input
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74 else
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75 inhist = mat_in(:).hist;
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76 end
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77
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78 %% adding history
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79 if callerIsMethod
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80 % we don't to set the history
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81 else
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82 MPest.addHistory(getInfo('None'), pl, mat_invars, inhist);
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83 if nargout>2
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84 matP.addHistory(getInfo('None'), pl, mat_invars, inhist);
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85 matPini.addHistory(getInfo('None'), pl, mat_invars, inhist);
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86 matResiduum.addHistory(getInfo('None'), pl, mat_invars, inhist);
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87 end
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88 end
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89
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90 %% return coefficients and hessian and Jfinal and powAvgWeight
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91 varargout = {MPest, plOut, aoP, aoPini};
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92
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93 end
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94
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95
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96
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97 %--------------------------------------------------------------------------
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98 % Get Info Object
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99 %--------------------------------------------------------------------------
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100 function ii = getInfo(varargin)
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101 if nargin == 1 && strcmpi(varargin{1}, 'None')
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102 sets = {};
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103 pl = [];
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104 else
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105 sets = {'Default'};
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106 pl = getDefaultPlist;
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107 end
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108 % Build info object
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109 ii = minfo(mfilename, 'ao', 'ltpda', utils.const.categories.op, '$Id: spsdSubtraction.m,v 1.1 2011/04/17 21:24:20 adrien Exp $', sets, pl);
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110 end
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111
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112 %--------------------------------------------------------------------------
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113 % Get Default Plist
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114 %--------------------------------------------------------------------------
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115 function plout = getDefaultPlist()
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116 persistent pl;
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117 if exist('pl', 'var')==0 || isempty(pl)
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118 pl = buildplist();
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119 end
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120 plout = pl;
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121 end
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122
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123 function pl = buildplist()
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124 pl = ssm.getInfo('ao/spsdSubtraction', 'Default').plists;
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125 end
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126
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127