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:
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