| [271] | 1 | \hypertarget{arx_ui}{}\subsection{Running experiment $\backslash$c estimator with ARX data fields}\label{arx_ui} |
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| 2 | The experiment estimator::cpp can be run either on command line, or as a mex file in Matlab.\hypertarget{arx_ui_cmd}{}\section{Command-line usage}\label{arx_ui_cmd} |
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| 3 | In order to use it for estimation of an ARX model, we can define the following \hyperlink{ui}{User Infos and their use} structure: |
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| [261] | 4 | |
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| [271] | 5 | \begin{DocInclude}\begin{verbatim}//Data generating system |
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| 6 | system = { |
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| 7 | type = "ArxDS"; |
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| 8 | y = {type="rv"; names=["y", "u"];}; |
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| 9 | u = {type="rv"; names=[]; }; |
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| 10 | rgr = {type="rv"; |
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| 11 | names = ["y","y","y","u"]; |
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| 12 | times = [-1, -2, -3, -1]; |
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| 13 | }; |
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| 14 | //AR parameters |
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| 15 | theta = [0.8, -0.3, 0.4, 1.0, |
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| 16 | 0.0, 0.0, 0.0, 0.0]; |
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| 17 | // offset |
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| 18 | offset = [0.0, 0.0]; |
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| 19 | //variance |
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| 20 | r = [0.1, 0.0, |
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| 21 | 0.0, 1.0]; |
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| 22 | // log also theta |
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| 23 | opt="L_theta"; |
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| 24 | }; |
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| [261] | 25 | |
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| [271] | 26 | //store results |
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| 27 | logger = { |
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| 28 | type= "dirfilelog"; |
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| 29 | dirname = "exp/arx_ui"; |
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| 30 | maxlen = 1000; // |
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| 31 | }; |
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| [261] | 32 | |
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| [271] | 33 | //estimation |
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| 34 | estimator = { |
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| 35 | type = "ARXest"; |
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| 36 | y = {type="rv"; names=["y"]; }; |
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| 37 | rgr = {type="rv"; |
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| 38 | names = ["y","y","y","u"]; |
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| 39 | times = [-1, -2, -3, -1]; |
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| 40 | }; |
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| 41 | |
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| 42 | //optional fields |
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| 43 | dV0 = [1e-3, 1e-5, 1e-5, 1e-5, 1e-5]; //default: 1e-3 for y, 1e-5 for rgr |
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| 44 | nu0 = 8.; //default: rgrlen + 2 |
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| 45 | frg = 1.0; // forgetting, default frg=1.0 |
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| 46 | }; |
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| 47 | |
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| 48 | //experiment description |
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| 49 | experiment:{ |
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| 50 | ndat = 9000; |
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| 51 | }; |
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| 52 | \end{verbatim} |
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| 53 | \end{DocInclude} |
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| 54 | \hypertarget{arx_ui}{}\subsection{Running experiment $\backslash$c estimator with ARX data fields}\label{arx_ui} |
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| 55 | The experiment estimator::cpp can be run either on command line, or as a mex file in Matlab.\hypertarget{arx_ui_cmd}{}\section{Command-line usage}\label{arx_ui_cmd} |
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| 56 | In order to use it for estimation of an ARX model, we can define the following \hyperlink{ui}{User Infos and their use} structure: |
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| 57 | |
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| 58 | \begin{DocInclude}\begin{verbatim}//Data generating system |
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| 59 | system = { |
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| 60 | type = "ArxDS"; |
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| 61 | y = {type="rv"; names=["y", "u"];}; |
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| 62 | u = {type="rv"; names=[]; }; |
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| 63 | rgr = {type="rv"; |
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| 64 | names = ["y","y","y","u"]; |
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| 65 | times = [-1, -2, -3, -1]; |
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| 66 | }; |
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| 67 | //AR parameters |
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| 68 | theta = [0.8, -0.3, 0.4, 1.0, |
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| 69 | 0.0, 0.0, 0.0, 0.0]; |
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| 70 | // offset |
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| 71 | offset = [0.0, 0.0]; |
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| 72 | //variance |
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| 73 | r = [0.1, 0.0, |
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| 74 | 0.0, 1.0]; |
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| 75 | // log also theta |
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| 76 | opt="L_theta"; |
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| 77 | }; |
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| 78 | |
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| 79 | //store results |
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| 80 | logger = { |
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| 81 | type= "dirfilelog"; |
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| 82 | dirname = "exp/arx_ui"; |
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| 83 | maxlen = 1000; // |
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| 84 | }; |
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| 85 | |
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| 86 | //estimation |
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| 87 | estimator = { |
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| 88 | type = "ARXest"; |
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| 89 | y = {type="rv"; names=["y"]; }; |
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| 90 | rgr = {type="rv"; |
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| 91 | names = ["y","y","y","u"]; |
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| 92 | times = [-1, -2, -3, -1]; |
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| 93 | }; |
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| 94 | |
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| 95 | //optional fields |
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| 96 | dV0 = [1e-3, 1e-5, 1e-5, 1e-5, 1e-5]; //default: 1e-3 for y, 1e-5 for rgr |
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| 97 | nu0 = 8.; //default: rgrlen + 2 |
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| 98 | frg = 1.0; // forgetting, default frg=1.0 |
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| 99 | }; |
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| 100 | |
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| 101 | //experiment description |
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| 102 | experiment:{ |
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| 103 | ndat = 9000; |
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| 104 | }; |
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| 105 | \end{verbatim} |
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| 106 | \end{DocInclude} |
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| 107 | |
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