LatticeFilter

class LatticeFilter : public tsa::AlgoBase

Implement the lattice filter.

Operations

inline void operator()(SeqViewDouble &InputData, SeqViewDouble &WhitenedData)

Declaration of execute operation

Parameters:

• InputData – Matrix containing Time Series

• WhitenedData – Matrix containing the WhitenedData

void init(LatticeView &LV)

Initialization function.

Parameters:

LV – lattice view

void execute(matrix_row<Dmatrix> Input, matrix_row<Dmatrix> Output)

The execute method implemts the filter in the lattice form.

Declaration of execute operation

Throws:

An – exception

Pre:

Post:

A postcondition

Parameters:

• Input – is the input vector of data

• Output – is the output (whitened) data

Public Functions

LatticeFilter(LatticeView &LV)

Constructor

Parameters:

LV – is the view containg the parameters for the Lattice Filter

Returns:

LatticeFilter(Dvector &ParcorF, Dvector &ParcorB, Dmatrix &ErrF, Dmatrix &ErrB)

Constructor

virtual ~LatticeFilter()

Destructor

inline void Load(const char *filename, const char *fmt = nullptr)

inline void Save(const char *filename, const char *fmt = nullptr)

template<class Archive>
inline void serialize(Archive &ar)