Estimation Statistics Structure

Every iterative estimation function in MixEst, returns some information about its progress at each iteration. This information is output as the structure array info from the estimation function:

[theta, D, info, options] = estimation_function(...)

Each element in info is a structure with fields corresponding to each logged info. For instance info(1).iter contains zero (since the iterations are numbered starting at zero) and info(end).iter contains the last iteration number. You may also use the [info.cost] syntax to get all the logged costs for all iterations as a vector. The following example plots the cost by iterations:

plot([info.iter], [info.cost])

You can find information about the fields present in info output for each estimation function in its documentation. When a Manopt solver is used in the estimation, the info returned by the Manopt solver is returned directly.