DSIMA
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Forecast by taking the exponential mean of the N last measurements. More...
Public Member Functions | |
def | __init__ |
Constructor. More... | |
def | measure |
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def | __init__ |
def | initialize |
def | measure |
Public Attributes | |
x | |
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x | |
Predicted state. More... | |
Private Attributes | |
_N | |
Filtering window. More... | |
_history | |
History of the system. More... | |
_discountFactor | |
Discount factor. More... | |
Forecast by taking the exponential mean of the N last measurements.
def __init__ | ( | self, | |
x0 = [0] , |
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N = 5 , |
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discountFactor = 0 |
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Constructor.
x0 | Initial state. |
N | Filtering window size. |
discountFactor | Discount factor. |
def measure | ( | self, | |
x | |||
) |
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private |
Discount factor.
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private |
History of the system.
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private |
Filtering window.
x |