public CMNVectorFilterParams GetParams()
{
CMNVectorFilterParams p = new CMNVectorFilterParams();
p.FHat = CMNF.FHat.Select(x => x.Value).ToArray();
p.fHat = CMNF.fHat.Select(x => x.Value.ToColumnMatrix()).ToArray();
p.HHat = CMNF.HHat.Select(x => x.Value).ToArray();
p.hHat = CMNF.hHat.Select(x => x.Value.ToColumnMatrix()).ToArray();
p.KTilde = CMNF.KTilde.Select(x => x.Value).ToArray();
p.KHat = CMNF.KHat.Select(x => x.Value).ToArray();
return(p);
}
public void SetParams(CMNVectorFilterParams p)
{
for (int t = 0; t < p.FHat.Length; t++)
{
// t+1 since we start filtring from t = 1
CMNF.FHat.Add(t + 1, p.FHat[t]);
CMNF.fHat.Add(t + 1, p.fHat[t].Column(0));
CMNF.HHat.Add(t + 1, p.HHat[t]);
CMNF.hHat.Add(t + 1, p.hHat[t].Column(0));
CMNF.KTilde.Add(t + 1, p.KTilde[t]);
CMNF.KHat.Add(t + 1, p.KHat[t]);
}
}
