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OrthogonalPolynomialSlidingWindow Class Reference

This class implements an updatable sliding window least squares polynomial approximation using discrete Legendre polynomials. More...

#include <OrthogonalPolynomialSlidingWindow.hpp>

Public Member Functions

 OrthogonalPolynomialSlidingWindow (int degree, int windowSize)
 Constructor. More...
 
void init ()
 Initialize sliding window.
 
void restart ()
 Restart sliding window.
 
void update (double y)
 Update sliding window approximation. More...
 
double evalPoly (double x)
 Evaluate polynomial at x. More...
 
std::vector< double > getOrthogonalCoefficients ()
 Get orthogonal coefficients. More...
 
double getApproximationError ()
 Get approximation error. More...
 
int getExtremumPosition ()
 Get extremum position. More...
 

Detailed Description

This class implements an updatable sliding window least squares polynomial approximation using discrete Legendre polynomials.

See Also
"Erich Fuchs, 'Schnelle Quadratmittelapproximation in gleitenden Zeitfenstern mit diskreten orthogonalen Polynomen', Ph.D. thesis, Universitaet Passau, Fakultaet fuer Mathematik und Informatik, 1999"

Constructor & Destructor Documentation

OrthogonalPolynomialSlidingWindow::OrthogonalPolynomialSlidingWindow ( int  degree,
int  windowSize 
)

Constructor.

Parameters
degreeDegree of polynomial approximation
windowSizeSize of sliding window

Member Function Documentation

double OrthogonalPolynomialSlidingWindow::evalPoly ( double  x)

Evaluate polynomial at x.

Parameters
xValue to evaluate polynomial at.
Returns
Evaluation
double OrthogonalPolynomialSlidingWindow::getApproximationError ( )

Get approximation error.

Returns
Approximation error
int OrthogonalPolynomialSlidingWindow::getExtremumPosition ( )

Get extremum position.

Returns
Extremum position
std::vector< double > OrthogonalPolynomialSlidingWindow::getOrthogonalCoefficients ( )

Get orthogonal coefficients.

Returns
Vector of orthogonal coefficients
void OrthogonalPolynomialSlidingWindow::update ( double  y)

Update sliding window approximation.

Parameters
yValue to update with.

The documentation for this class was generated from the following files: