/*! \file \brief Application Estimator The general task of estimation is defined on the following scheme: \dot digraph estimation{ node [shape=box]; {rank="same"; "Data Source"; "Bayesian Model"} "Data Source" -> "Bayesian Model" [label="data"]; "Bayesian Model" -> "Result Logger" [label="estimated\n statistics"]; "Data Source" -> "Result Logger" [label="Simulated\n data"]; } \enddot Here, \li Data Source is an object (class DS) providing sequential data, \f$ [d_1, d_2, \ldots d_t] \f$. \li Bayesian Model is an object (class BM) performing Bayesian filtering, \li Result Logger is an object (class logger) dedicated to storing important data from the experiment. \section cmd Command-line usage Execute command: \code $> estimator config_file.cfg \endcode Full description of the experiment is in the file config_file.cfg which is expected to have the following structure: \code system = {type = "DS_offspring", ...}; // definition of a data source estimator = {type = "BM_offspring", ...}; // definition of an estimator logger = {type = "logger_type",...}; // definition of a logger experiment = {ndat = 11000; }; // definition of number of data records \endcode The above description must be specialized to specific classes. See, \subpage arx_ui how to do it for estimation of an ARX model. \section ex Matlab usage Execute command: \code >> estimator('config_file.cfg'); \endcode when using loggers storing results on hard drives, and \code >> Res=estimator('config_file.cfg'); \endcode when using logger of the type \c "mex_logger". The results will be stored in structure \c M. */ #include "estim/arx.h" #include "stat/emix.h" #include "base/datasources.h" #include "base/loggers.h" //#include "mex_datasource.h" using namespace bdm; #ifdef MEX #include #include "mex/mex_BM.h" #include "mex/mex_logger.h" #include "mex/mex_datasource.h" void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) { // Check the number of inputs and output arguments if(n_input<2) mexErrMsgTxt("Usage:\n" "result=estimator(system, estimators, experiment, logger)\n" " system = struct('class','datasource',...); % Estimated system\n" " estimators = {struct('class','estimator',...), % Estimators\n" " struct('class','estimator',...),...} \n" " === optional ===" " experiment = struct('ndat',10); % number of data in experiment, full length of finite datasources, 10 otherwise \n" " logger = struct('class','mexlogger'); % How to store results, default=mexlog, i.e. matlab structure\n\n" "see documentation of classes datasource, BM, and mexlogger and their offsprings in BDM."); RV::clear_all(); //CONFIG UImxArray Cfg; try{ Cfg.addGroup(input[0],"system"); Cfg.addList(input[1],"estimators"); if (n_input>2){ Cfg.addGroup(input[2],"experiment"); } if (n_input>3){ Cfg.addGroup(input[3],"logger"); }/*else{ // define logger as mexlog Setting &S=Cfg.getRoot(); S.add("logger",Setting::TypeGroup); S["logger"].add("class",Setting::TypeString); S["logger"]["class"]="mexlog"; S["logger"].add("maxlen",Setting::TypeInt); int maxlen; S["experiment"].lookupValue("ndat",maxlen); S["logger"]["maxlen"]=maxlen; }*/ } catch(SettingException e){it_error("error: "+string(e.getPath()));} //DBG Cfg.writeFile("estimator.cfg"); #else int main ( int argc, char* argv[] ) { const char *fname; if ( argc>1 ) { fname = argv[1]; } else { fname="estimator.cfg"; } UIFile Cfg ( fname ); #endif shared_ptr Ds = UI::build( Cfg, "system" ); Array > Es; UI::get(Es,Cfg, "estimators" ); long Ndat=10; if (Cfg.exists("experiment")) { if (Cfg.lookupValue ( "experiment.ndat",Ndat )) { bdm_assert(Ndat<=Ds->max_length(), "Data source has less data then required"); }; } else { if (Ds->max_length() < inf) { Ndat=Ds->max_length(); };// else Ndat=10; } shared_ptr L = UI::build( Cfg, "logger",UI::optional); if (!L) { #ifdef MEX //mex logger has only from_setting constructor - we have to fill it... L=new mexlog(Ndat); #else L=new memlog(Ndat, "estimator_logger.it"); #endif } Ds->log_add ( *L ); string Ename; Setting &S=Cfg; for (int i=0; ilog_add(*L,Ename); // estimate } L->init(); vec dt=zeros ( Ds->_drv()._dsize() ); //data variable Array Dls(Es.length()); for (int i=0; i_drv(),Ds->_drv() ); //datalink between a datasource and estimator } for ( int tK=0;tKgetdata ( dt ); // read data Ds->logit ( *L ); for (int i=0; ibayes ( Dls(i)->pushdown ( dt ) ); // update estimates Es(i)->logit (*L); } L->step(); Ds->step(); // simulator step } L->finalize(); // ------------------ End of routine ----------------------------- #ifdef MEX mexlog* mL=dynamic_cast(L.get()); if (mL) { // user wants output!! if ( n_output<1 ) mexErrMsgTxt ( "Wrong number of output variables!" ); output[0] = mL->toCell(); } #endif }