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lmlib.statespace.cost

Definition of recursively computed squared error cost functions (such as Cost Segments and Composite Costs), all based on ALSSMs

Classes

  • CostSegment — Quadratic cost function defined by an ALSSM and a Segment.
  • CompositeCost — Quadratic cost function defined by one or more ALSSMs and one or more Segments.
  • NDCompositeCost — N-dimensional composite cost function over multiple signal dimensions.
  • ConstrainMatrix — Builder for the linear constraint matrix H used in state-vector minimization.