[704] | 1 | /*! |
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| 2 | \file |
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| 3 | \brief Application Estimator |
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| 4 | |
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| 5 | The general task of estimation is defined on the following scheme: |
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| 6 | \dot |
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| 7 | digraph estimation{ |
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| 8 | node [shape=box]; |
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[744] | 9 | subgraph cl0 { |
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| 10 | "Data Source" -> "Controller" [label="observations"]; |
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| 11 | "Controller" -> "Data Source" [label="actions"]; |
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| 12 | } |
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| 13 | {rank="same"; "Controller"; "Result Logger"} |
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| 14 | "Controller" -> "Result Logger" [label="internals"]; |
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[704] | 15 | "Data Source" -> "Result Logger" [label="Simulated\n data"]; |
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| 16 | } |
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| 17 | \enddot |
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| 18 | |
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| 19 | Here, |
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| 20 | \li Data Source is an object (class DS) providing sequential data, \f$ [d_1, d_2, \ldots d_t] \f$. |
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| 21 | \li Bayesian Model is an object (class BM) performing Bayesian filtering, |
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| 22 | \li Result Logger is an object (class logger) dedicated to storing important data from the experiment. |
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| 23 | |
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| 24 | \section cmd Command-line usage |
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| 25 | Execute command: |
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| 26 | \code |
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| 27 | $> estimator config_file.cfg |
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| 28 | \endcode |
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| 29 | |
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| 30 | Full description of the experiment is in the file config_file.cfg which is expected to have the following structure: |
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| 31 | \code |
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| 32 | system = {type = "DS_offspring", ...}; // definition of a data source |
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| 33 | estimator = {type = "BM_offspring", ...}; // definition of an estimator |
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| 34 | logger = {type = "logger_type",...}; // definition of a logger |
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| 35 | experiment = {ndat = 11000; }; // definition of number of data records |
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| 36 | \endcode |
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| 37 | |
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| 38 | The above description must be specialized to specific classes. See, \subpage arx_ui how to do it for estimation of an ARX model. |
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| 39 | |
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| 40 | \section ex Matlab usage |
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| 41 | Execute command: |
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| 42 | \code |
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| 43 | >> estimator('config_file.cfg'); |
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| 44 | \endcode |
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| 45 | when using loggers storing results on hard drives, and |
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| 46 | \code |
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| 47 | >> Res=estimator('config_file.cfg'); |
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| 48 | \endcode |
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| 49 | when using logger of the type \c "mex_logger". The results will be stored in structure \c M. |
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| 50 | |
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| 51 | */ |
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| 52 | |
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| 53 | #include <estim/arx.h> |
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| 54 | #include <stat/emix.h> |
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| 55 | #include <base/datasources.h> |
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| 56 | #include <base/loggers.h> |
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| 57 | #include <design/arx_ctrl.h> |
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| 58 | |
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| 59 | //#include "mex_datasource.h" |
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| 60 | |
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| 61 | using namespace bdm; |
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| 62 | |
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| 63 | #ifdef MEX |
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| 64 | #include <itpp/itmex.h> |
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| 65 | #include <mex/mex_BM.h> |
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| 66 | #include <mex/mex_logger.h> |
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| 67 | #include <mex/mex_datasource.h> |
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[797] | 68 | #include <mex/mex_function.h> |
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[704] | 69 | |
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| 70 | void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) { |
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| 71 | // Check the number of inputs and output arguments |
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| 72 | if ( n_input<2 ) mexErrMsgTxt ( "Usage:\n" |
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[764] | 73 | "result=controlloop(system, controllers, experiment, logger)\n" |
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[704] | 74 | " system = struct('class','datasource',...); % Estimated system\n" |
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[764] | 75 | " controllers= {struct('class','controller',...), % Controllers\n" |
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| 76 | " struct('class','controller',...),...} \n" |
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[704] | 77 | " === optional ===" |
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[764] | 78 | " experiment = struct('ndat',100,... % number of data in experiment, full length of finite datasources, 100 otherwise \n" |
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| 79 | " 'burnin',10,... % initial time with different control\n" |
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| 80 | " 'burn_pdf', struct('class','epdf_offspring') );\n" |
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| 81 | " % sampler of the initial control\n" |
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[704] | 82 | " logger = struct('class','mexlogger'); % How to store results, default=mexlog, i.e. matlab structure\n\n" |
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| 83 | "see documentation of classes datasource, BM, and mexlogger and their offsprings in BDM." ); |
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| 84 | |
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| 85 | RV::clear_all(); |
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| 86 | //CONFIG |
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| 87 | UImxArray Cfg; |
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| 88 | try { |
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| 89 | Cfg.addGroup ( input[0],"system" ); |
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| 90 | Cfg.addList ( input[1],"controllers" ); |
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| 91 | if ( n_input>2 ) { |
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| 92 | Cfg.addGroup ( input[2],"experiment" ); |
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| 93 | } |
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| 94 | if ( n_input>3 ) { |
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| 95 | Cfg.addGroup ( input[3],"logger" ); |
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[744] | 96 | } |
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[704] | 97 | } catch ( SettingException e ) { |
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| 98 | it_error ( "error: "+string ( e.getPath() ) ); |
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| 99 | } |
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| 100 | |
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| 101 | //DBG |
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[801] | 102 | // Cfg.writeFile ( "controlloop.cfg" ); |
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[704] | 103 | |
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| 104 | #else |
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| 105 | int main ( int argc, char* argv[] ) { |
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| 106 | const char *fname; |
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| 107 | if ( argc>1 ) { |
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| 108 | fname = argv[1]; |
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| 109 | } else { |
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[723] | 110 | fname="controlloop.cfg"; |
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[704] | 111 | } |
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| 112 | UIFile Cfg ( fname ); |
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| 113 | #endif |
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| 114 | |
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[744] | 115 | RNG_randomize(); |
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| 116 | |
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[704] | 117 | shared_ptr<DS> Ds = UI::build<DS> ( Cfg, "system" ); |
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| 118 | Array<shared_ptr<Controller> > Cs; |
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| 119 | UI::get ( Cs,Cfg, "controllers" ); |
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[723] | 120 | int Ndat=100; |
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[764] | 121 | int burnin=0; |
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| 122 | shared_ptr<epdf> burn_pdf; |
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| 123 | |
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[704] | 124 | if ( Cfg.exists ( "experiment" ) ) { |
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[764] | 125 | Setting &exper=Cfg.getRoot()["experiment"]; |
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| 126 | if (UI::get(Ndat, exper, "Ndat", UI::optional ) ) { |
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[704] | 127 | bdm_assert ( Ndat<=Ds->max_length(), "Data source has less data then required" ); |
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| 128 | }; |
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[764] | 129 | if (UI::get(burnin, exper, "burnin",UI::optional )){ |
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| 130 | burn_pdf = UI::build<epdf>(exper,"burn_pdf", UI::compulsory); |
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| 131 | if (burn_pdf){ |
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| 132 | bdm_assert(burn_pdf->dimension()==Ds->_urv()._dsize(),"Given burn_pdf does not match the DataSource"); |
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| 133 | } else { |
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| 134 | bdm_error("burn_pdf not specified!"); |
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| 135 | } |
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| 136 | |
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| 137 | } |
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[704] | 138 | } else { |
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| 139 | if ( Ds->max_length() < std::numeric_limits< int >::max() ) { |
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| 140 | Ndat=Ds->max_length(); |
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| 141 | } |
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| 142 | ;// else Ndat=10; |
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| 143 | } |
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| 144 | shared_ptr<logger> L = UI::build<logger> ( Cfg, "logger",UI::optional ); |
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| 145 | if ( !L ) { |
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| 146 | #ifdef MEX |
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| 147 | //mex logger has only from_setting constructor - we have to fill it... |
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| 148 | L=new mexlog ( Ndat ); |
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| 149 | #else |
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| 150 | L=new stdlog(); |
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| 151 | #endif |
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| 152 | } |
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| 153 | |
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| 154 | Ds->log_register ( *L, "DS" ); |
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| 155 | bdm_assert((Ds->_urv()._dsize() > 0), "Given DataSource is not controllable"); |
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| 156 | string Cname; |
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| 157 | Setting &S=Cfg; |
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| 158 | for ( int i=0; i<Cs.length(); i++ ) { |
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| 159 | if (!UI::get ( Cname, S["controllers"][i], "name" ,UI::optional)){ |
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| 160 | Cname="Ctrl"+num2str ( i ); |
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| 161 | } |
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| 162 | |
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| 163 | Cs ( i )->log_register ( *L,Cname ); // estimate |
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| 164 | } |
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| 165 | L->init(); |
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| 166 | |
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| 167 | vec dt=zeros ( Ds->_drv()._dsize() ); //data variable |
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| 168 | Array<datalink_part*> Dlsu ( Cs.length() ); |
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| 169 | Array<datalink*> Dlsc ( Cs.length() ); |
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| 170 | Array<datalink_buffered*> Dls_buf (0); |
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| 171 | for ( int i=0; i<Cs.length(); i++ ) { |
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| 172 | //connect actual data |
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| 173 | Dlsu ( i ) = new datalink_part; |
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| 174 | Dlsu(i)->set_connection( Ds->_urv(), Cs ( i )->_rv()); //datalink controller -> datasource |
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| 175 | //connect data in condition: datasource -> controller |
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| 176 | if (Cs ( i )->_rvc().mint()<0){ |
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| 177 | //delayed values are required |
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| 178 | |
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| 179 | //create delayed dl |
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| 180 | int ith_buf=Dls_buf.size(); |
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| 181 | Dls_buf.set_size( ith_buf + 1, true); |
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| 182 | Dls_buf(ith_buf) = new datalink_buffered(); |
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| 183 | //add dl to list of buffered DS |
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| 184 | Dlsc(i) = Dls_buf(ith_buf); |
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| 185 | Dlsc(i)->set_connection ( Cs ( i )->_rvc(),Ds->_drv() ); //datalink between a datasource and estimator |
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| 186 | |
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| 187 | } else { |
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| 188 | Dlsc ( i ) = new datalink ( Cs ( i )->_rvc(),Ds->_drv() ); //datalink between a datasource and estimator |
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| 189 | } |
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| 190 | } |
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| 191 | |
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[744] | 192 | vec ut(Ds->_urv()._dsize()); |
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[704] | 193 | for ( int tK=0;tK<Ndat;tK++ ) { |
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| 194 | Ds->getdata ( dt ); // read data |
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| 195 | Ds->log_write ( ); |
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| 196 | |
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| 197 | for ( int i=0; i<Cs.length(); i++ ) { |
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| 198 | if (tK + Cs ( i )->_rvc().mint() > 0 ) { |
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| 199 | Cs(i) -> redesign(); |
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| 200 | Cs(i) -> adapt( Dlsc(i) ->pushdown(dt)); |
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[764] | 201 | if (tK >= burnin){ |
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| 202 | vec uti=Cs ( i )->ctrlaction ( Dlsc(i) ->pushdown(dt) ); // update estimates |
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| 203 | Dlsu(i)->filldown(uti, ut); |
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| 204 | } |
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[744] | 205 | } |
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[764] | 206 | if(tK<burnin) { |
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| 207 | ut = burn_pdf->sample(); |
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[704] | 208 | } |
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[723] | 209 | |
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[704] | 210 | Cs ( i )->log_write (); |
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| 211 | } |
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[744] | 212 | Ds->write(ut); |
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[704] | 213 | |
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| 214 | L->step(); |
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| 215 | Ds->step(); // simulator step |
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| 216 | //update buffered fdat links |
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| 217 | for (int i=0; i<Dls_buf.length(); i++){ |
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[723] | 218 | Dls_buf(i)->store_data(dt); |
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[704] | 219 | } |
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| 220 | |
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| 221 | } |
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| 222 | |
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| 223 | L->finalize(); |
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| 224 | // ------------------ End of routine ----------------------------- |
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| 225 | |
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| 226 | #ifdef MEX |
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| 227 | mexlog* mL=dynamic_cast<mexlog*> ( L.get() ); |
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| 228 | |
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| 229 | if ( mL ) { // user wants output!! |
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| 230 | if ( n_output<1 ) mexErrMsgTxt ( "Wrong number of output variables!" ); |
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| 231 | output[0] = mL->toCell(); |
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| 232 | } |
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| 233 | #endif |
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| 234 | for (int i=0;i<Dlsu.length(); i++){delete Dlsu(i); delete Dlsc(i);} |
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| 235 | } |
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