root/applications/bdmtoolbox/tutorial/userguide/arx_basic_example.m @ 706

Revision 706, 0.7 kB (checked in by smidl, 15 years ago)

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1% load data created by the MpdfDS_example
2load pdfds_results
3
4DS.class   = 'MemDS';
5DS.Data    = Data;
6DS.drv     = drv;
7
8%%%%%% ARX estimator
9
10A1.class = 'ARX';
11A1.rv = y;
12A1.rgr = RVtimes([y,u],[-3,-1]) ; % correct structure is {y,y}
13A1.options ='logbounds,logll';
14
15M=estimator(DS,{A1});
16
17%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
18% plot results
19ndat = size(M.DS_u,1);
20
21subplot(1,2,1);
22hold off
23plotestimates(true_theta, ...
24    M.Est0_apost_mean_theta, ...
25    M.Est0_apost_lb_theta, ...
26    M.Est0_apost_ub_theta);
27set(gca,'YLim',[-1.5,1]);
28
29subplot(1,2,2);
30hold off
31plotestimates(true_R, ...
32    M.Est0_apost_mean_r, ...
33    M.Est0_apost_lb_r, ...
34    M.Est0_apost_ub_r);
35
36title('Variance parameters r')
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