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