line source
+ − % LINLSQSVD Linear least squares with singular value decomposition
+ − %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ − %
+ − % DESCRIPTION: Linear least square problem with singular value
+ − % decomposition
+ − %
+ − % ALGORITHM: % It solves the problem
+ − %
+ − % Y = HX
+ − %
+ − % where X are the parameters, Y the measurements, and H the linear
+ − % equations relating the two.
+ − % It is able to perform linear identification of the parameters of a
+ − % multichannel systems. The results of different experiments on the same
+ − % system can be passed as input. The algorithm, thanks to the singular
+ − % value decomposition, extract the maximum amount of information from each
+ − % single channel and for each experiment. Total information is then
+ − % combined to get the final result.
+ − %
+ − % CALL: pars = linfitsvd(H1,...,HN,Y,pl);
+ − %
+ − % If the experiment is 1 then H1,...,HN and Y are aos.
+ − % If the experiments are M, then H1,...,HN and Y are Mx1 matrix objects
+ − % with the aos relating to the given experiment in the proper position.
+ − %
+ − % INPUT:
+ − % - Hi represent the columns of H
+ − % - Y represent the measurement set
+ − %
+ − % OUTPUT:
+ − % - pars: a pest object containing parameter estimation
+ − %
+ − % 09-11-2010 L Ferraioli
+ − % CREATION
+ − %
+ − % <a href="matlab:utils.helper.displayMethodInfo('matrix', 'linfitsvd')">Parameters Description</a>
+ − %
+ − % VERSION: $Id: linlsqsvd.m,v 1.9 2011/05/02 14:18:19 luigi Exp $
+ − %
+ − %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ −
+ − function varargout = linlsqsvd(varargin)
+ −
+ − %%% LTPDA stufs and get data %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ −
+ − % Check if this is a call for parameters
+ − if utils.helper.isinfocall(varargin{:})
+ − varargout{1} = getInfo(varargin{3});
+ − return
+ − end
+ −
+ − import utils.const.*
+ − utils.helper.msg(msg.OMNAME, 'running %s/%s', mfilename('class'), mfilename);
+ −
+ − % Collect input variable names
+ − in_names = cell(size(varargin));
+ − for ii = 1:nargin,in_names{ii} = inputname(ii);end
+ −
+ − % Collect all ltpdauoh objects
+ − [mtxs, mtxs_invars] = utils.helper.collect_objects(varargin(:), 'matrix', in_names);
+ − [pl, invars] = utils.helper.collect_objects(varargin(:), 'plist');
+ −
+ −
+ − inhists = [mtxs(:).hist];
+ −
+ −
+ − %%% combine plists
+ − pl = parse(pl, getDefaultPlist());
+ −
+ − %%% collect inputs names
+ − argsname = mtxs(end).name;
+ −
+ − %%% get input params
+ − kwnpars = find(pl,'KnownParams');
+ − sThreshold = find(pl,'sThreshold');
+ −
+ −
+ − %%% do fit
+ − % if ~isempty(kwnpars) && isfield(kwnpars,'pos')
+ − % [a,Ca,Corra,Vu,bu,Cbu,Fbu,mse,dof,ppm] = utils.math.linlsqsvd(mtxs,kwnpars);
+ − % else
+ − % [a,Ca,Corra,Vu,bu,Cbu,Fbu,mse,dof,ppm] = utils.math.linlsqsvd(mtxs);
+ − % end
+ −
+ − if ~isempty(kwnpars) && isfield(kwnpars,'pos')
+ − if ~isempty(sThreshold)
+ − [a,Ca,Corra,Vu,bu,Cbu,Fbu,mse,dof,ppm] = utils.math.linlsqsvd(mtxs,sThreshold,kwnpars);
+ − else
+ − [a,Ca,Corra,Vu,bu,Cbu,Fbu,mse,dof,ppm] = utils.math.linlsqsvd(mtxs,kwnpars);
+ − end
+ − else
+ − if ~isempty(sThreshold)
+ − [a,Ca,Corra,Vu,bu,Cbu,Fbu,mse,dof,ppm] = utils.math.linlsqsvd(mtxs,sThreshold);
+ − else
+ − [a,Ca,Corra,Vu,bu,Cbu,Fbu,mse,dof,ppm] = utils.math.linlsqsvd(mtxs);
+ − end
+ − end
+ −
+ − fitparams = cell(1,numel(a));
+ − nmstr = '';
+ − for kk=1:numel(a)
+ − fitparams{kk} = sprintf('a%s',num2str(kk));
+ − units{kk} = mtxs(end).objs(1).yunits / mtxs(kk).objs(1).yunits;
+ − units{kk}.simplify;
+ − if isempty(nmstr)
+ − nmstr = sprintf('%s*%s',fitparams{kk},mtxs(kk).name);
+ − else
+ − nmstr = [nmstr '+' sprintf('%s*%s',fitparams{kk},mtxs(kk).name)];
+ − end
+ − end
+ −
+ − pe = pest();
+ − pe.setY(a);
+ − pe.setDy(sqrt(diag(Ca)));
+ − pe.setCov(Ca);
+ − pe.setChi2(mse);
+ − pe.setNames(fitparams);
+ − pe.setDof(dof);
+ − pe.setYunits(units{:});
+ − pe.name = nmstr;
+ − pe.setModels(mtxs(1:end-1));
+ −
+ − % set History
+ − pe.addHistory(getInfo('None'), pl, [mtxs_invars(:)], [inhists(:)]);
+ −
+ −
+ − if nargout == 1
+ − varargout{1} = pe;
+ − elseif nargout == 11
+ − varargout{1} = pe;
+ − varargout{2} = a;
+ − varargout{3} = Ca;
+ − varargout{4} = Corra;
+ − varargout{5} = Vu;
+ − varargout{6} = bu;
+ − varargout{7} = Cbu;
+ − varargout{8} = Fbu;
+ − varargout{9} = mse;
+ − varargout{10} = dof;
+ − varargout{11} = ppm;
+ − else
+ − error('invalid number of outputs!')
+ − end
+ −
+ − end
+ −
+ −
+ − %--------------------------------------------------------------------------
+ − % Get Info Object
+ − %--------------------------------------------------------------------------
+ − function ii = getInfo(varargin)
+ − if nargin == 1 && strcmpi(varargin{1}, 'None')
+ − sets = {};
+ − pl = [];
+ − else
+ − sets = {'Default'};
+ − pl = getDefaultPlist;
+ − end
+ − % Build info object
+ − ii = minfo(mfilename, 'ao', 'ltpda', utils.const.categories.sigproc, '$Id: linlsqsvd.m,v 1.9 2011/05/02 14:18:19 luigi Exp $', sets, pl);
+ − ii.setArgsmin(2);
+ − ii.setOutmin(1);
+ − % ii.setOutmax(1);
+ − ii.setModifier(false);
+ − end
+ −
+ − %--------------------------------------------------------------------------
+ − % Get Default Plist
+ − %--------------------------------------------------------------------------
+ − function plout = getDefaultPlist()
+ − persistent pl;
+ − if exist('pl', 'var')==0 || isempty(pl)
+ − pl = buildplist();
+ − end
+ − plout = pl;
+ − end
+ −
+ − function pl = buildplist()
+ −
+ − pl = plist();
+ −
+ − p = param({'KnownParams', ['Known Parameters. A struct array with the fields:<ul>'...
+ − '<li> pos - a number indicating the corresponding position of the parameter (corresponding column of H)</li>'...
+ − '<li> value - the value for the parameter</li>'...
+ − '<li> err - the uncertainty associated to the parameter</li>'...
+ − '</ul>']}, paramValue.EMPTY_CELL);
+ − pl.append(p);
+ −
+ − p = param({'sThreshold',['Fix upper treshold for singular values.'...
+ − 'Singular values larger than the value will be ignored.'...
+ − 'This correspon to consider only parameters combinations with error lower then the value']},...
+ − paramValue.EMPTY_DOUBLE);
+ − pl.append(p);
+ −
+ −
+ − end