* Bug #11663 fixed - Help pages of lattp and lattn were incomplete. 31/10931/3
Charlotte HECQUET [Thu, 21 Mar 2013 13:56:13 +0000 (14:56 +0100)]
Change-Id: I1bf0c439d47bb20ed05ff0716d2e64abf1d81492

scilab/CHANGES_5.4.X
scilab/modules/helptools/etc/images_md5.txt
scilab/modules/helptools/images/_MathML_lattn.xml_1.png [new file with mode: 0644]
scilab/modules/helptools/images/_MathML_lattn.xml_2.png [new file with mode: 0644]
scilab/modules/helptools/images/_MathML_lattp.xml_1.png [new file with mode: 0644]
scilab/modules/signal_processing/help/en_US/identification/lattn.xml
scilab/modules/signal_processing/help/en_US/identification/lattp.xml

index bb9c7c1..f722b6d 100644 (file)
@@ -333,6 +333,8 @@ Bug fixes
 
 * Bug #11639 fixed - Uninstall removed all scilab registry information.
 
+* Bug #11663 fixed - Help pages of lattp and lattn were incomplete.
+
 * Bug #11664 fixed - Help page of lev had no example.
 
 * Bug #11665 fixed - Help page of lindquist had no example.
index 4d32050..9858fdd 100644 (file)
@@ -488,6 +488,9 @@ _MathML_integrate.xml_2.png=e674adcfdb3435295438f0d040596095
 _MathML_integrate.xml_fr_FR_1.png=797aceb1aba80a1d083dc5963bcc22a2
 _MathML_integrate.xml_pt_BR_1.png=797aceb1aba80a1d083dc5963bcc22a2
 _MathML_integrate.xml_ru_RU_1.png=797aceb1aba80a1d083dc5963bcc22a2
+_MathML_lattn.xml_1.png=f5f10ba83ef8c17958cc7fd0c3eee733
+_MathML_lattn.xml_2.png=17b6e4f032e9a443e69f10b39f285443
+_MathML_lattp.xml_1.png=f5f10ba83ef8c17958cc7fd0c3eee733
 _MathML_levin.xml_1.png=570c62d24a66f38511c40d7c2b62d271
 _MathML_levin.xml_2.png=e62cc977defe5cd60221626a461f0106
 _MathML_pspect.xml_1.png=1219d0564561afe97ea367612399e26a
diff --git a/scilab/modules/helptools/images/_MathML_lattn.xml_1.png b/scilab/modules/helptools/images/_MathML_lattn.xml_1.png
new file mode 100644 (file)
index 0000000..2a6426b
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diff --git a/scilab/modules/helptools/images/_MathML_lattn.xml_2.png b/scilab/modules/helptools/images/_MathML_lattn.xml_2.png
new file mode 100644 (file)
index 0000000..35c0007
Binary files /dev/null and b/scilab/modules/helptools/images/_MathML_lattn.xml_2.png differ
diff --git a/scilab/modules/helptools/images/_MathML_lattp.xml_1.png b/scilab/modules/helptools/images/_MathML_lattp.xml_1.png
new file mode 100644 (file)
index 0000000..2a6426b
Binary files /dev/null and b/scilab/modules/helptools/images/_MathML_lattp.xml_1.png differ
index 14f5f65..8be09d0 100644 (file)
                     <para>
                         matrix containing the <literal>Rk</literal>'s (<literal>d*d</literal> matrices for a d-dimensional process).It must be given the following way
                     </para>
+                    <para>
+                        <inlinemediaobject>
+                            <imageobject>
+                                <imagedata>
+                                    <mml:math>
+                                        <mml:semantics>
+                                            <mml:mfenced mml:close=")" mml:open="(">
+                                                <mml:mtable>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:msub>
+                                                                <mml:mi>R</mml:mi>
+                                                                <mml:mn>0</mml:mn>
+                                                            </mml:msub>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:msub>
+                                                                <mml:mi>R</mml:mi>
+                                                                <mml:mn>1</mml:mn>
+                                                            </mml:msub>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:msub>
+                                                                <mml:mi>R</mml:mi>
+                                                                <mml:mn>2</mml:mn>
+                                                            </mml:msub>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:mo mml:stretchy="false">⋮</mml:mo>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:msub>
+                                                                <mml:mi>R</mml:mi>
+                                                                <mml:mi mml:fontstyle="italic">nlags</mml:mi>
+                                                            </mml:msub>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                </mml:mtable>
+                                            </mml:mfenced>
+                                            <mml:annotation mml:encoding="StarMath 5.0"> left ( matrix{R_0 ## R_1 
+                                            R_2 ## dotsvert ## R_nlags } right )
+                                            </mml:annotation>
+                                        </mml:semantics>
+                                    </mml:math>
+                                </imagedata>
+                            </imageobject>
+                        </inlinemediaobject>
+                    </para>
                 </listitem>
             </varlistentry>
             <varlistentry>
         <para>
             solves recursively on <literal>n</literal> (<literal>p</literal> being fixed)
             the following system (normal equations), i.e. identifies
-            the AR part (poles) of a vector ARMA(n,p) process
+            the AR part (poles) of a vector ARMA(n,p) process,
+        </para>
+
+        <para>
+            <inlinemediaobject>
+                <imageobject>
+                    <imagedata>
+                        <mml:math>
+                            <mml:semantics>
+                                <mml:mrow>
+                                    <mml:mrow>
+                                        <mml:mfenced mml:close="" mml:open="">
+                                            <mml:mtable>
+                                                <mml:mtr>
+                                                    <mml:mtd>
+                                                        <mml:mi>I</mml:mi>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mrow>
+                                                            <mml:mo mml:stretchy="false">−</mml:mo>
+                                                            <mml:msub>
+                                                                <mml:mi>A</mml:mi>
+                                                                <mml:mn>1</mml:mn>
+                                                            </mml:msub>
+                                                        </mml:mrow>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋯</mml:mo>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mrow>
+                                                            <mml:mo mml:stretchy="false">−</mml:mo>
+                                                            <mml:msub>
+                                                                <mml:mi>A</mml:mi>
+                                                                <mml:mi>n</mml:mi>
+                                                            </mml:msub>
+                                                        </mml:mrow>
+                                                    </mml:mtd>
+                                                </mml:mtr>
+                                            </mml:mtable>
+                                        </mml:mfenced>
+                                        <mml:mo mml:stretchy="false">∗</mml:mo>
+                                        <mml:mfenced mml:close="" mml:open="">
+                                            <mml:mtable>
+                                                <mml:mtr>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mn>1</mml:mn>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mn>2</mml:mn>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋯</mml:mo>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mi>n</mml:mi>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                </mml:mtr>
+                                                <mml:mtr>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mn>p</mml:mn>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mn>1</mml:mn>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋯</mml:mo>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mi>n</mml:mi>
+                                                                <mml:mo mml:stretchy="false">−</mml:mo>
+                                                                <mml:mn>1</mml:mn>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                </mml:mtr>
+                                                <mml:mtr>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mi>n</mml:mi>
+                                                                <mml:mo mml:stretchy="false">−</mml:mo>
+                                                                <mml:mn>1</mml:mn>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mn>p</mml:mn>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋯</mml:mo>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mi>n</mml:mi>
+                                                                <mml:mo mml:stretchy="false">−</mml:mo>
+                                                                <mml:mn>2</mml:mn>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                </mml:mtr>
+                                                <mml:mtr>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋮</mml:mo>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋮</mml:mo>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋯</mml:mo>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋮</mml:mo>
+                                                    </mml:mtd>
+                                                </mml:mtr>
+                                                <mml:mtr>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mn>2</mml:mn>
+                                                                <mml:mo mml:stretchy="false">−</mml:mo>
+                                                                <mml:mi>n</mml:mi>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mn>3</mml:mn>
+                                                                <mml:mo mml:stretchy="false">−</mml:mo>
+                                                                <mml:mi>n</mml:mi>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋯</mml:mo>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mn>1</mml:mn>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                </mml:mtr>
+                                                <mml:mtr>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mn>1</mml:mn>
+                                                                <mml:mo mml:stretchy="false">−</mml:mo>
+                                                                <mml:mi>n</mml:mi>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mrow>
+                                                                <mml:mi>p</mml:mi>
+                                                                <mml:mo mml:stretchy="false">+</mml:mo>
+                                                                <mml:mn>2</mml:mn>
+                                                                <mml:mo mml:stretchy="false">−</mml:mo>
+                                                                <mml:mi>n</mml:mi>
+                                                            </mml:mrow>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:mo mml:stretchy="false">⋯</mml:mo>
+                                                    </mml:mtd>
+                                                    <mml:mtd>
+                                                        <mml:msub>
+                                                            <mml:mi>R</mml:mi>
+                                                            <mml:mn>p</mml:mn>
+                                                        </mml:msub>
+                                                    </mml:mtd>
+                                                </mml:mtr>
+                                            </mml:mtable>
+                                        </mml:mfenced>
+                                    </mml:mrow>
+                                    <mml:mo mml:stretchy="false">=</mml:mo>
+                                    <mml:mn>0</mml:mn>
+                                </mml:mrow>
+                                <mml:annotation mml:encoding="StarMath 5.0">left ( matrix{I # -A_1
+                                    # dotsaxis #-A_n} right )* left ( matrix{R_{p+1} # R_{p+2} # dotsaxis #R_{p+n}
+                                    ## R_p # R_{p+1} # dotsaxis #R_{p+n-1}## R_{-1} # R_p # dotsaxis
+                                    #R_{p+n-2}## dotsvert # dotsvert# dotsaxis # dotsvert## R_{p+2-n} #
+                                    R_{p+3-n} # dotsaxis #R_{p+1}## R_{p+1-n} # R_{p+2-n} # dotsaxis #R_{p}
+                                    }right ) = 0
+                                </mml:annotation>
+                            </mml:semantics>
+                        </mml:math>
+                    </imagedata>
+                </imageobject>
+            </inlinemediaobject>
         </para>
+
         <para>
-            where {<literal>Rk;k=1,nlag</literal>} is the sequence of empirical covariances
+            where {<literal>Rk;k=1,nlag</literal>} is the sequence of empirical covariances.
         </para>
     </refsection>
+    <refsection>
+        <title>Example</title>
+        <programlisting role="Example"><![CDATA[
+//Generate the process
+t1=0:0.1:100;
+y1=sin(2*%pi*t1)+sin(2*%pi*2*t1);
+y1=y1+rand(y1,"normal");
+
+//Covariance of y1
+nlag=128;
+c1=corr(y1,nlag);
+c1=c1';
+
+//Compute the filter with maximum order=15 and p=1
+n=15;
+[la1,sig1]=lattn(n,1,c1);
+
+//Compare result of poles with p=-1 and with levin function
+[la2,sig2]=lattn(n,-1,c1);
+for i=1:n
+  s2=roots(la2(i));
+  s2=log(s2)/2/%pi/.1; //estimated poles
+  s2=gsort(imag(s2));
+  s2=s2(1:i/2);
+end;
+[la3,sig3]=levin(n,c1);
+for i=1:n
+  s3=roots(la3(i));
+  s3=log(s3)/2/%pi/.1; //estimated poles
+  s3=gsort(imag(s3));
+  s3=s3(1:i/2);
+end;
+]]></programlisting>
+    </refsection>
+    <refsection role="see also">
+        <title>See Also</title>
+        <simplelist type="inline">
+            <member>
+                <link linkend="levin">levin</link>
+            </member>
+            <member>
+                <link linkend="lattp">lattp</link>
+            </member>
+        </simplelist>
+    </refsection>
 </refentry>
index 9894b77..d2bc876 100644 (file)
 <refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:lang="en" xml:id="lattp">
     <refnamediv>
         <refname>lattp</refname>
-        <refpurpose>lattp</refpurpose>
+        <refpurpose>Identification of MA part of a vector ARMA process</refpurpose>
     </refnamediv>
     <refsynopsisdiv>
         <title>Calling Sequence</title>
         <synopsis>[la,lb]=lattp(n,p,cov)</synopsis>
     </refsynopsisdiv>
     <refsection>
+        <title>Arguments</title>
+        <variablelist>
+            <varlistentry>
+                <term>n</term>
+                <listitem>
+                    <para>maximum order of the filter</para>
+                </listitem>
+            </varlistentry>
+            <varlistentry>
+                <term>p</term>
+                <listitem>
+                    <para>
+                        fixed dimension of the MA part. If <literal>p= -1</literal>, the algorithm reduces to the classical Levinson recursions.
+                    </para>
+                </listitem>
+            </varlistentry>
+            <varlistentry>
+                <term>cov</term>
+                <listitem>
+                    <para>
+                        matrix containing the <literal>Rk</literal>'s (<literal>d*d</literal> matrices for a d-dimensional process).It must be given the following way
+                    </para>
+                    <para>
+                        <inlinemediaobject>
+                            <imageobject>
+                                <imagedata>
+                                    <mml:math>
+                                        <mml:semantics>
+                                            <mml:mfenced mml:close=")" mml:open="(">
+                                                <mml:mtable>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:msub>
+                                                                <mml:mi>R</mml:mi>
+                                                                <mml:mn>0</mml:mn>
+                                                            </mml:msub>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:msub>
+                                                                <mml:mi>R</mml:mi>
+                                                                <mml:mn>1</mml:mn>
+                                                            </mml:msub>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:msub>
+                                                                <mml:mi>R</mml:mi>
+                                                                <mml:mn>2</mml:mn>
+                                                            </mml:msub>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:mo mml:stretchy="false">⋮</mml:mo>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                    <mml:mtr>
+                                                        <mml:mtd>
+                                                            <mml:msub>
+                                                                <mml:mi>R</mml:mi>
+                                                                <mml:mi mml:fontstyle="italic">nlags</mml:mi>
+                                                            </mml:msub>
+                                                        </mml:mtd>
+                                                    </mml:mtr>
+                                                </mml:mtable>
+                                            </mml:mfenced>
+                                            <mml:annotation mml:encoding="StarMath 5.0"> left ( matrix{R_0 ## R_1 
+                                            R_2 ## dotsvert ## R_nlags } right )
+                                            </mml:annotation>
+                                        </mml:semantics>
+                                    </mml:math>
+                                </imagedata>
+                            </imageobject>
+                        </inlinemediaobject>
+                    </para>
+                </listitem>
+            </varlistentry>
+            <varlistentry>
+                <term>la</term>
+                <listitem>
+                    <para>list-type variable, giving the successively calculated polynomials (degree 1 to degree p),with coefficients Ak</para>
+                </listitem>
+            </varlistentry>
+        </variablelist>
+    </refsection>
+    <refsection>
         <title>Description</title>
         <para>
-            see lattn
+            This function identifies the MA part of a vector ARMA(n,p) process.
         </para>
     </refsection>
+    <refsection>
+        <title>Example</title>
+        <programlisting role="Example"><![CDATA[
+//Generate the process
+t1=0:0.1:100;
+y1=sin(2*%pi*t1)+sin(2*%pi*2*t1);
+y1=y1+rand(y1,"normal");
+
+//Covariance of y1
+nlag=128;
+c1=corr(y1,nlag);
+c1=c1';
+
+//Compute the filter with maximum order=15 and p=5
+n=5; p=2;
+[la1,sig1]=lattp(n,p,c1);
+]]></programlisting>
+    </refsection>
+    <refsection role="see also">
+        <title>See Also</title>
+        <simplelist type="inline">
+            <member>
+                <link linkend="levin">levin</link>
+            </member>
+            <member>
+                <link linkend="lattn">lattn</link>
+            </member>
+        </simplelist>
+    </refsection>
 </refentry>