lmlib Documentation

Version: 2.1.2 (Documentation: Feb 12, 2024) — Open-Source and for Python.

This is the official documentation for lmlib, a signal processing library to efficiently analyze single- and multi-channel time series.

This library implements Recursive Least Squares (RLS) algorithms with

Windowed Linear State-Space Models

(Package State Space)

Continuous-Time Polynomial Signal Models

(Package Polynomial)

This library provides methods for

• Recursive, Linear Filters,

• Shape Detection,

• Event Detection,

• Correlation, Convolution, and Matched Filters in low-dimensional vector spaces,

• and others.

This library also supports JIT (Just-in-Time) compilation for fast processing.

This library is the result of many years of research documented in various publications (see Bibliography).