public class ExtendedKalmanFilterFFN
extends java.lang.Object
Modifier and Type | Field and Description |
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protected double |
kalmanBoost
A boost factor used to dampen the Kalman gain
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protected java.util.List<NodesAndWeights.Node> |
nodes
The list of nodes we use in the filter
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protected NodesAndWeights |
nodesAndWeights
The network structure
|
protected DoubleMatrix2D |
P
The P matrix
|
protected double |
p0
The initial (diagonal) values to enter into the P matrix
|
protected int |
patternCount
The current pattern count
|
protected int |
processorCount
Number of processors to use, 2 or more indicates SMP
|
protected DoubleMatrix2D |
Q
The Q matrix
|
protected double |
qDecay
The Q decay factor
|
protected DoubleMatrix2D |
R
The R matrix
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protected double |
rDecay
The R decay factor
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protected int |
verbose
Zero for no verbosity, otherwise the number of patterns after which we croak
|
protected DoubleMatrix1D |
W
The weight estimate
|
protected java.util.List<NodesAndWeights.Weight> |
weights
The list of weights that we use in the filter
|
Constructor and Description |
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ExtendedKalmanFilterFFN(NodesAndWeights nodesAndWeights,
double kalmanBoost,
int verbose)
Create a new instance of the filter
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ExtendedKalmanFilterFFN(NodesAndWeights nodesAndWeights,
double kalmanBoost,
int verbose,
int processorCount)
Create a new instance of the filter - use for SMP
|
protected NodesAndWeights nodesAndWeights
protected DoubleMatrix1D W
protected DoubleMatrix2D P
protected double p0
protected DoubleMatrix2D Q
protected double qDecay
protected DoubleMatrix2D R
protected double rDecay
protected int patternCount
protected double kalmanBoost
protected java.util.List<NodesAndWeights.Node> nodes
protected java.util.List<NodesAndWeights.Weight> weights
protected int verbose
protected int processorCount
public ExtendedKalmanFilterFFN(NodesAndWeights nodesAndWeights, double kalmanBoost, int verbose)
nodesAndWeights
- the network to be optimised's structurekalmanBoost
- the boost factor (multiplier) to useverbose
- zero for no verbosity or the number of patterns after which we croakpublic ExtendedKalmanFilterFFN(NodesAndWeights nodesAndWeights, double kalmanBoost, int verbose, int processorCount)
nodesAndWeights
- the network to be optimised's structurekalmanBoost
- the boost factor (multiplier) to useverbose
- zero for no verbosity or the number of patterns after which we croakprocessorCount
- number of processors to useSubmit Feedback to pmarrone@users.sourceforge.net