# lmlib.statespace.costfunc.Segment.gamma¶

property Segment.gamma

Window decay factor $$\gamma$$

Window decay factor $$\gamma$$ is set internally on the initialization of a new segment object and is derived from the effective number of samples Segment.g as follows:

• for a segment with forward recursions: $$\gamma = \frac{g}{g-1}$$

• for a segment with forward recursions: $$\gamma = \big(\frac{g}{g-1}\big)^{-1}$$

[Wildhaber2018] [Table IV]

Type

float