Cost Segment Structure [ex103.0]

Defines a cost segment which consists of an ALSSM and a left-sided, exponentially decaying window.

See also: Cost Function Classes, CostSegment, Segment

Out:

CostSegment : label: costs segment for polynomial model
  └- Alssm : polynomial, A: (3, 3), C: (1, 3), label: alssm-polynomial,
  └- Segment : a:-inf, b:-1, fw, g:50, delta:0, label: left-decaying

import numpy as np
import lmlib as lm

# Defining an second order polynomial ALSSM
alssm_poly = lm.AlssmPoly(poly_degree=2, label="alssm-polynomial")

# Defining a segment with a left-sided, exponentially decaying window
a = -np.inf  # left boundary
b = -1  # right boundary
g = 50  # effective weighted number of sample under the window (controlling the window size)
left_seg = lm.Segment(a, b, lm.FORWARD, g, label="left-decaying")

# creating the cost segment, combining window (segment) and model (ALSSM).
costs = lm.CostSegment(alssm_poly, left_seg, label="costs segment for polynomial model")

# print internal structure
print(costs)

ALSSM Evaluation [ex102.0] Composite Cost Structure >>TODO [ex104.0]