org.spaceroots.mantissa.estimation
Interface Estimator

All Known Implementing Classes:
GaussNewtonEstimator, LevenbergMarquardtEstimator

public interface Estimator

This interface represents solvers for estimation problems.

The classes which are devoted to solve estimation problems should implement this interface. The problems which can be handled should implement the EstimationProblem interface which gather all the information needed by the solver.

The interface is composed only of the estimate method.

Version:
$Id: Estimator.java 1677 2005-12-16 11:10:48Z luc $
Author:
L. Maisonobe
See Also:
EstimationProblem

Method Summary
 void estimate(EstimationProblem problem)
          Solve an estimation problem.
 double getRMS(EstimationProblem problem)
          Get the Root Mean Square value.
 

Method Detail

estimate

public void estimate(EstimationProblem problem)
              throws EstimationException
Solve an estimation problem.

The method should set the parameters of the problem to several trial values until it reaches convergence. If this method returns normally (i.e. without throwing an exception), then the best estimate of the parameters can be retrieved from the problem itself, through the EstimationProblem.getAllParameters method.

Parameters:
problem - estimation problem to solve
Throws:
EstimationException - if the problem cannot be solved

getRMS

public double getRMS(EstimationProblem problem)
Get the Root Mean Square value. Get the Root Mean Square value, i.e. the root of the arithmetic mean of the square of all weighted residuals. This is related to the criterion that is minimized by the estimator as follows: if c if the criterion, and n is the number of measurements, the the RMS is sqrt (c/n).

Parameters:
problem - estimation problem
Returns:
RMS value


Copyright © 2001-2007 Luc Maisonobe. All Rights Reserved.