theta = [0.8, -0.3, 0.4, 1.0;... 0.0, 0.0, 0.0, 0.0]; R = [0.1, 0.0; 0.0, 1.0]; y = struct('class','RV','names',{{'y'}}); y.class = 'RV'; y.names= {'y'}; u = struct('class','RV','names',{{'u'}}); %yu = struct('class','RV','names',{{'y','u'}}); rgr= struct('class','RV',... 'names',{{'y', 'y','y','u'}},... 'times' , [-1, -2, -3, -1]); %Data generating system system = struct(... 'class', 'ArxDS',... 'y', struct('class','RV','names',{{'y', 'u'}}),... 'u', struct('class','RV','names',{{}}),... 'rgr', rgr,... 'theta', theta,... 'offset', [0.0, 0.0],... 'r', R,... 'opt', 'L_theta'); % store results % logger = struct(... % 'class','dirfilelog',... % 'dirname','arx_test',... % 'maxlen', 1000); A1.class = 'ARX'; A1.rv = y; A1.rgr = rgr; A1.log_level ='logbounds,logevidence'; estimators = { A1}; %experiment description ndat = 90; experiment.ndat = ndat; M=estimator(system,estimators,experiment);%,logger); %%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % plot results subplot(1,2,1); hold off plot([M.tth(1:ndat,1:2:end) ],'-.'); title(' Regression parameters \theta') hold on plot(M.mean_theta(1:ndat,:)); co = get(gca,'ColorOrder'); for i=1:4 ind =1:10:ndat; h=errorbar(ind,M.mean_theta(ind,i),... M.mean_theta(ind,i)-M.lb_theta(ind,i),M.mean_theta(ind,i)-M.ub_theta(ind,i),'.'); set(h,'color',co(i,:)); end set(gca,'YLim',[-0.7,2]); subplot(1,2,2); hold off plot([M.rR(1:ndat) ],'-.'); title('Variance parameters r') hold on plot(M.mean_r(1:ndat,:)); co = get(gca,'ColorOrder'); ind =1:10:ndat; for i=1:size(M.mean_r, 2) h=errorbar(ind,M.mean_r(ind,i),... M.mean_r(ind,i)-M.lb_r(ind,i),M.mean_r(ind,i)-M.ub_r(ind,i),'.'); set(h,'color',co(i,:)); end