Plspulsm

From Eigenvector Research Documentation Wiki
Jump to navigation Jump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

Purpose

Builds finite impulse response (FIR) models for multi-input single output (MISO) systems using partial least squares regression.

Synopsis

b = plspulsm(u,y,n,maxlv,split,delay)

Description

plspulsm calculates a vector of FIR coefficients b using PLS regression.

Note: plspulsm uses contiguous blocks of data for cross-validation.

Inputs

  • u = matrix of process input vectors
  • y = process output vector
  • n = a row vector with the number of FIR coefficients to use for each input
  • maxlv = maximum number of latent variables to consider
  • split = number of times the model is rebuilt and tested during cross-validation
  • delay = row vector containing the number of time units of delay for each input

Outputs

  • b = vector of FIR coefficients

Examples

b = plspulsm([u1 u2],y,[25 15],5,10,[0 3])

In this example, the system has 2 inputs as column vectors u1 and u2 and a single output vector y. The FIR model will use 25 coefficients for input variable u1 and 15 coefficients for input variable u2. For this model a maximum of 5 latent variables will be considered. The cross validation split the data into 10 block-wise subsets. The number of time units of delay for the first input variable u1 is 0 and for the second input variable u2 it is 3.

See Also

autocor, crosscor, fir2ss, wrtpulse