lmlib.statespace.model#

This module provides methods to define linear state space models and methods to use them as signal models in recursive least squares problems.

Classes

Alssm(A, C, **kwargs)

Generic Autonomous Linear State Space Model (ALSSM)

AlssmExp(gamma[, C])

ALSSM with discrete-time exponentially decaying/increasing output sequence.

AlssmPoly(poly_degree[, C])

ALSSM with discrete-time polynomial.rst output sequence

AlssmPolyJordan(poly_degree[, C])

ALSSM with discrete-time polynomial output sequence, in Jorandian normal form

AlssmProd(alssms[, deltas])

Joins multiple ALSSMs generating the output product.

AlssmSin(omega[, rho, C])

ALSSM with discrete-time (damped) sinusoidal output sequence.

AlssmStacked(alssms[, deltas])

Creates a joined ALSSM generating a stacked output signal of multiple ALSSMs.

AlssmStackedSO(alssms[, deltas])

Stacking multiple ALSSMs, generating summed output vector of ALSSMs.

ModelBase([label, C_init])

Abstract baseclass for autonomous linear state space models.