root/applications/bdmtoolbox/sandbox/mpf_arx_2.m @ 1164

Revision 1164, 0.6 kB (checked in by smidl, 14 years ago)

fix arxg

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