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Description
Executing the Fit command computes the estimated State vector, x , and the other Plot variables that depend on it, at each time index. If you have made changes in the Measurement or Transition windows, you must use the Compile command to link them to the fitting process. If have made changes in the Data window, you must use the Data command to link them to the fitting process. When a Fit command is completed, the Plot and Table windows are updated to reflect the new values x and r.

If you select the Fit button in the Command window , the following dialog will appear:

Extended filter Affine Smoother Iterated Smoother Debug
Error
If an error occurs while doing a fit, try doing the Fit using the Debugging Fit option. It is possible that you will get a more helpful error message this way. Some errors are reported using a line number in a file. If the file is MEAS.OMS, the error is in the Measurement window or Measurement record depending on if you are executing a Fit or Load command respectively. If the file is TRAN.OMS, the error is in the Transition window or Transition record depending on if you are executing a Fit or Load command respectively.

Extended Filter
If you select this check box, the Extended Kalman-Bucy filter is used to fit the data. This filter only uses data values that come before to estimate the state vector at each time index. In addition, it only forms one linear approximation of the functions h and g which appear in the Filter Objective function.

Affine Smoother
If you select this check box, the Affine Kalman-Bucy smoother is used to fit the data. This smoother uses data values that come before and after to estimate the state vector at each time index. However, it only forms one linear approximation of the functions h and g which appear in the Smoother Objective function.

Iterated Smoother
If you select this check box, the Iterated Kalman-Bucy smoother is used to fit the data. In this case the Number Of Iterations field specifies the number of linear approximations of h and g (see the Smoother Objective function) the smoother will use. The average square residual value in the objective function is displayed in the Fit Status dialog during a fit.

Debug
It is possible that an error will occur during a fit and you will seen an error description that you do not understand. The Debug button in the Fit dialog is provided to help you determine the source of the error. If you select the Debug button, the Debug Fit dialog will be displayed and the fit will be slower to allow for error checking and more meaningful error reporting. In addition, this option will also check the derivative calculations in the Measurement and Transition windows. You may never know that your derivative calculations are correct unless you test them using this option.

Example
If you load the EXAMPLE.KBF , you will notice that the State Plot and State Table windows are empty. If you then execute a Fit command using the Iterated smoother with Number of iterations set at 2, the State Plot and State Table windows will look as follows:





Contents
The Debugging Fit Dialog