root/applications/bdmtoolbox/tutorial/arx_test.cfg @ 1425

//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;
};