root/applications/bdmtoolbox/sandbox/mpf_arx_2.m @ 1111

Revision 811, 0.5 kB (checked in by smidl, 15 years ago)

extensions and stuff for MPF

Line 
1y = RV('y',2);
2
3g.class = 'mexFnc';
4g.dim = 2;
5g.dimc = 2;
6g.function = 'test_function';
7
8g2.class = 'linfn';
9g2.A     = eye(2);
10g2.B     = [1;0];
11
12fy.class = 'mgnorm<chmat>';
13fy.R = 0.1*eye(2);
14fy.g = g;
15fy.rv = y;
16fy.rvc = RVtimes(y,-1);
17
18
19%%%%%% Data generator
20DS.class   = 'PdfDS';
21DS.pdf     = fy;
22DS.init_rv = RVtimes(y,-1);
23DS.init_values = [.2,.3]';
24
25%%%%% Estimator
26E.class = 'ARXg';
27E.rv = y;
28E.rgr = RVtimes(y,-1);
29E.dimx=2;
30E.frg=0.99;
31E.constant = 1;
32E.g = g;
33
34exper.ndat = 1000;
35M = estimator(DS,{E},exper);
36%%%%%% ARX estimator conditioned on frg
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