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| 67 | <h1>estimator.cpp File Reference</h1>Application Estimator. |
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| 68 | <a href="#_details">More...</a> |
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| 69 | <p> |
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| 70 | <code>#include <<a class="el" href="libDS__ui_8h-source.html">stat/libDS_ui.h</a>></code><br> |
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| 71 | <code>#include <<a class="el" href="arx__ui_8h-source.html">estim/arx_ui.h</a>></code><br> |
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| 72 | <table border="0" cellpadding="0" cellspacing="0"> |
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| 73 | <tr><td></td></tr> |
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| 74 | <tr><td colspan="2"><br><h2>Functions</h2></td></tr> |
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| 75 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0ddf1224851353fc92bfbff6f499fa97"></a><!-- doxytag: member="estimator.cpp::main" ref="0ddf1224851353fc92bfbff6f499fa97" args="(int argc, char *argv[])" --> |
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| 76 | int </td><td class="memItemRight" valign="bottom"><b>main</b> (int argc, char *argv[])</td></tr> |
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| 77 | |
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| 78 | </table> |
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| 79 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 80 | Application Estimator. |
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| 81 | <p> |
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| 82 | The general task of estimation is defined on the following scheme: <div align="center"> |
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| 83 | <img src="inline_dotgraph_1.dot.png" alt="inline_dotgraph_1.dot" border="0" usemap="#inline_dotgraph_1.dot.map"> |
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| 85 | </div> |
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| 86 | <p> |
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| 87 | Here, <ul> |
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| 88 | <li>Data Source is an object (class DS) providing sequential data, <img class="formulaInl" alt="$ [d_1, d_2, \ldots d_t] $" src="form_123.png">. </li> |
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| 89 | <li>Bayesian Model is an object (class BM) performing Bayesian filtering, </li> |
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| 90 | <li>Result Logger is an object (class logger) dedicated to storing important data from the experiment.</li> |
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| 91 | </ul> |
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| 92 | <h2><a class="anchor" name="cmd"> |
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| 93 | Command-line usage</a></h2> |
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| 94 | Execute command: <div class="fragment"><pre class="fragment">$> estimator config_file.cfg |
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| 95 | </pre></div><p> |
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| 96 | Full description of the experiment is in the file config_file.cfg which is expected to have the following structure: <div class="fragment"><pre class="fragment">system = {type = <span class="stringliteral">"DS_offspring"</span>, ...}; <span class="comment">// definition of a data source</span> |
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| 97 | estimator = {type = <span class="stringliteral">"BM_offspring"</span>, ...}; <span class="comment">// definition of an estimator</span> |
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| 98 | logger = {type = <span class="stringliteral">"logger_type"</span>,...}; <span class="comment">// definition of a logger</span> |
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| 99 | experiment = {ndat = 11000; }; <span class="comment">// definition of number of data records</span> |
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| 100 | </pre></div><p> |
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| 101 | The above description must be specialized to specific classes. See, <a class="el" href="arx_ui.html">Running experiment <code>estimator</code> with ARX data fields</a> how to do it for estimation of an ARX model.<h2><a class="anchor" name="ex"> |
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| 102 | Matlab usage</a></h2> |
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| 103 | Execute command: <div class="fragment"><pre class="fragment">>> estimator(<span class="stringliteral">'config_file.cfg'</span>); |
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| 104 | </pre></div> when using loggers storing results on hard drives, and <div class="fragment"><pre class="fragment">>> Res=estimator(<span class="stringliteral">'config_file.cfg'</span>); |
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| 105 | </pre></div> when using logger of the type <code>"mexlog"</code>. The results will be stored in structure <code>M</code>. </div> |
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