Description
If during a Fit command,
you select the Debug button in the
Fit dialog
,
the following dialog will appear:
This dialog enables you to check the values returned by the
Transition and Measurement functions.
Fitting with this debugging option is slower than fitting without it.
Value Limit
This is a limit on any of the values returned by
the Transition function.
If the absolute value of any component of a value
returned by the tran
functions
exceeds this limit during a debugging fit,
an error dialog is displayed and execution is halted.
It is also a limit on values returned by the Measurement function
with the exception that components of
hk
can be equal to the
bad value flag
and this can exceed the value limit.
Condition Limit
This is a limit on the condition number the matrices
Rk
and Qk
that are returned by the
Measurement and Transition functions respectively.
The filter and smoother use the inverse of both
Rk
and
Qk
in their calculations.
If the condition number of either of these matrices exceeds
this limit during a debugging fit,
an error dialog is displayed and execution is halted.
Derivative Checking
Because derivative checking is very slow,
you may check the derivative on a subset of the time indices.
The Starting index, Increment, and Ending index fields
specify the time indices at which the derivative values
are checked numerically.
If the derivatives returned by the
Transition or Measurement functions do not agree with their
numerical approximation, an error dialog is posted and execution is halted.
Example
If you load the EXAMPLE.KBF
,
and then in the Measurement window you replace the statement
dr1 = (ship - P)' / r1
by the statement
dr1 = (ship - P)'
the calculation of dhk
in the Measurement function
will be incorrect.
If you then execute a Compile command
followed by a Fit command
in which
you do debugging with derivative checking,
the following dialog will be displayed:
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