| fts.freqdom {freqdom.fda} | R Documentation |
Creates an object of class fts.freqdom.
Description
Creates an object of class fts.freqdom.
Usage
fts.freqdom(F, basisX, basisY = basisX)
Arguments
F |
an object of class freqdom. |
basisX |
an object of class |
basisY |
an object of class |
Details
This class is used to describe a frequency domain operator (for example a spectral
density operator) on selected frequencies. Formally we consider an object of class
freqdom and add some basis functions. Depending on the context, we
have different interpretations for the new object.
(I) In order to define an operator which maps between two functions spaces, the we
interpret F$operators as coefficients in the basis function expansion of
the kernel of some finite rank operators
\mathcal{F}_k:\mathrm{span}(\code{basisY})+\mathrm{i}\, \mathrm{span}(\code{basisY})\to\mathrm{span}(\code{basisX})+\mathrm{i}\, \mathrm{span}(\code{basisX}).
The kernels are f_k(u,v)=\boldsymbol{b}_1^\prime(u)\, F_k\, \boldsymbol{b}_2(v), where \boldsymbol{b_1}(u)=(b_{11}(u),\ldots, b_{1d_1}(u))^\prime and \boldsymbol{b_2}(u)=(b_{21}(u),\ldots, b_{2d_1}(u))^\prime are the basis functions provided by the arguments basisX and basisY, respectively. Moreover, we consider frequencies \{\omega_1,\ldots, \omega_K\}\subset[-\pi,\pi]. The object this function creates corresponds to the mapping \omega_k \mapsto f_k(u,v).
(II) We may ignore basisX, and represent the linear mapping
\mathcal{F}_k:\mathrm{span}(\code{basisY})+\mathrm{i}\, \mathrm{span}(\code{basisY})\to C^{d_1},
by considering f_k(v):=F_k\,\boldsymbol{b}_2(v) and \mathcal{F}_k(x)=\int f_k(v)x(v)dv.
(III) We may ignore basisY, and represent the linear mapping
\mathcal{F}_k: C^{d_1}\to\mathrm{span}(\code{basisX})+\mathrm{i}\, \mathrm{span}(\code{basisX}),
by considering f_k(u):=\boldsymbol{b}_1^\prime(u)F_k and \mathcal{F}_k(y)=f_k(u)y.
Value
Returns an object of class fts.freqdom. An object of class
fts.freqdom is a list containing the following components:
-
operators\quadreturns the arrayF$operators. -
basisX\quadreturnsbasisXas given in the argument. -
basisY\quadreturnsbasisYas given in the argument. -
freq\quadreturns the vectorF$freq.
See Also
The multivariate equivalent in the freqdom package: freqdom