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Revision 1164, 0.6 kB
(checked in by smidl, 14 years ago)
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fix arxg
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| 1 | clear all |
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| 2 | y = RV('y',2); |
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| 3 | |
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| 4 | g.class = 'mexFnc'; |
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| 5 | g.dim = 2; |
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| 6 | g.dimc = 2; |
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| 7 | g.function = 'test_function'; |
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| 8 | |
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| 9 | g2.class = 'linfn'; |
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| 10 | g2.A = eye(2); |
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| 11 | g2.B = [1;0]; |
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| 12 | |
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| 13 | g=g2; |
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| 14 | |
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| 15 | fy.class = 'mgnorm<ldmat>'; |
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| 16 | fy.R = 0.1*eye(2); |
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| 17 | fy.g = g; |
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| 18 | fy.rv = y; |
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| 19 | fy.rvc = RVtimes(y,-1); |
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| 20 | |
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| 21 | |
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| 22 | %%%%%% Data generator |
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| 23 | DS.class = 'PdfDS'; |
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| 24 | DS.pdf = fy; |
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| 25 | DS.init_rv = RVtimes(y,-1); |
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| 26 | DS.init_values = [.2,.3]'; |
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| 27 | |
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| 28 | %%%%% Estimator |
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| 29 | E.class = 'ARXg'; |
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| 30 | E.yrv = y; |
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| 31 | E.rgr = RVtimes(y,-1); |
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| 32 | E.dimx=2; |
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| 33 | E.frg=0.999; |
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| 34 | E.constant = 1; |
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| 35 | E.g = g; |
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| 36 | |
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| 37 | exper.ndat = 1000; |
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| 38 | M = estimator(DS,{E},exper); |
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| 39 | %%%%%% ARX estimator conditioned on frg |
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