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Why the SS_threshold is 0.0 #32

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jamestjsp opened this issue Aug 1, 2021 · 3 comments
Open

Why the SS_threshold is 0.0 #32

jamestjsp opened this issue Aug 1, 2021 · 3 comments

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@jamestjsp
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According to documentation "Using a fixed order value, the maximum order and the threshold value are not taken into account." but is the select_order_SIM, SS_threshold is not passing and the algorithm_1 is always taking default value 0.0.

Ob, X_fd, M, n, residuals = algorithm_1(y, u, l, m, f, N, U_n, S_n, V_n, W1, O_i, 0.0,

@CPCLAB-UNIPI
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Dear jamestjsp,
when using a fixed order value, the function select_order_SIM is not evoked. Usually, when SS_fixed_order is not False, no information criteria is needed, therefore the threshold is set to 0.0. Otherwise, when specifying a threshold value (default value is 0.1) and maximum order, the values passed to algorithm_1 are the ones specified by the user.
Please, let us know if it is clear.

Best regards,

SIPPY team

@jamestjsp
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As you can see the select_order_SIM has no argument SS_threshold.

A, B, C, D, Vn, Q, R, S, K = OLSims_methods.select_order_SIM(y, u, SS_f, id_method, IC,

@RBdC
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RBdC commented Sep 8, 2021

Dear jamestjsp,
hoping you solved this old issue.
Anyway, here below I report the relative quotes of our guide for a better comprehension.

As you know, there are two main cases:

  1. when an Information Criterion (IC) is NOT selected:
    After performing the singular value decomposition (SVD) scheduled for the SS identification,
    which allows building the suitable subspace from the original data space, the corresponding model order n (that is, the number of states) can be chosen by the settings:
    • I) a threshold value(SS_threshold, between 0.0 and 1.0) and the maximum order (SS_max_order, integer number);
    • II) a fixed order(SS_fixed_order, integer number).
    which are actually two alternatives methods.
    The threshold value implies that all singular values such that σi/σmax < SS_threshold are discarded, where σmax is the largest singular value, and σi is i-th singular value. The maximum order value (which acts in parallel) limits the order of the model to that value.
    Otherwise, using a fixed order value, the maximum order and the threshold value are not taken into account,
    and only a pure fixed order is considered
    By default: SS_threshold=0.1, while the other parameters are not specified.

  2. When an IC is selected, the approach is totally different:
    the SS model order n is chosen in the defined range SS_orders, a list with two integer numbers; by default: SS_orders=[1,10] according to the IC selected.
    so that, SS_max_order and SS_threshold (and neither SS_fixed_order) are not to be passed to the corresponding functions.
    All the best
    SIPPY Team

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