root/applications/bdmtoolbox/tutorial/arx_test.cfg @ 546

//Data generating system
system = {
        class = "ArxDS";
        y = {class="RV"; names=("y", "u");};
        u = {class="RV"; names=(); };
        rgr = {class="RV";
                names = ("y","y","y","u");
                times = [-1, -2, -3, -1];
        };
        //AR parameters
        theta = (2,4,[0.8, -0.3, 0.4, 1.0,
                      0.0, 0.0, 0.0, 0.0]);
        // offset
        offset = [0.0, 0.0];
        //variance
        r = (2,2,[0.1, 0.0,
                 0.0, 1.0] );
        // log also theta
        opt="L_theta";
};

//store results
logger = {
        class= "dirfilelog";
        dirname = "exp/arx_ui";
        maxlen = 1000; //
};

//estimation
estimator = {
        class = "ARX";
        y = {class="RV"; names=("y"); };
        rgr = {class="RV";
                names = ("y","y","y","u");
                times = [-1, -2, -3, -1];
        };

        //optional fields
        dV0 = [1e-3, 1e-5, 1e-5, 1e-5, 1e-5]; //default: 1e-3 for y, 1e-5 for rgr
        nu0 = 8.;      //default: rgrlen + 2
        frg = 1.0;    // forgetting, default frg=1.0
};

//experiment description
experiment:{
        ndat = 9000;
};