Package jline.api.infer

Class InferLqnOptions

java.lang.Object

jline.api.infer.InferLqnOptions

public class InferLqnOptions
extends Object

Options for LQN parameter identification via the Extended Kalman Filter (InferLqn).

The tuning factors follow Zheng, Yang, Woodside, Litoiu, Iszlai, "Tracking Time-Varying Parameters in Software Systems with Extended Kalman Filters", CASCON 2005: the drift covariance is Q_ii = (QFac*a0_i*cvA)^2 (eq 9a) and the measurement covariance is R_ii = ((RFac*zbar_i)/1.96)^2/gammaT (eq 9b), with gammaT = T/Tstar. Explicit Q, R, P0, a0 override the constructed values.

Copyright (c) 2012-2026, Imperial College London. All rights reserved.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static interface	InferLqnOptions.ObservationSolver	Observation model: solve the LQN and return its per-element average table.

Field Summary

Fields

Modifier and Type	Field	Description
Matrix	a0
Matrix	aTrue
boolean	clampPositive
double	cvA
double	fdFloor
double	fdStep
Double	gammaT
Matrix	P0
Matrix	Q
double	QFac
Matrix	R
double	RFac
InferLqnOptions.ObservationSolver	solver	Observation-model solver; when null a silent SolverLN is used.
Double	T
Double	Tstar
boolean	verbose

Constructor Summary

Constructors

Constructor	Description
InferLqnOptions()

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

solver

public InferLqnOptions.ObservationSolver solver

Observation-model solver; when null a silent SolverLN is used.

QFac

public double QFac

RFac

public double RFac

cvA

public double cvA

gammaT

public Double gammaT

T

public Double T

Tstar

public Double Tstar

Q

public Matrix Q

R

public Matrix R

P0

public Matrix P0

a0

public Matrix a0

aTrue

public Matrix aTrue

fdStep

public double fdStep

fdFloor

public double fdFloor

clampPositive

public boolean clampPositive

verbose

public boolean verbose

Constructor Details

InferLqnOptions

public InferLqnOptions()