\hypertarget{arx_ui}{}\subsection{Running experiment $\backslash$c estimator with ARX data fields}\label{arx_ui} 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} In order to use it for estimation of an ARX model, we can define the following \hyperlink{ui}{User Infos and their use} structure: \begin{DocInclude}\begin{verbatim}//Data generating system system = { type = "ArxDS"; y = {type="rv"; names=["y", "u"];}; u = {type="rv"; names=[]; }; rgr = {type="rv"; names = ["y","y","y","u"]; times = [-1, -2, -3, -1]; }; //AR parameters theta = [0.8, -0.3, 0.4, 1.0, 0.0, 0.0, 0.0, 0.0]; // offset offset = [0.0, 0.0]; //variance r = [0.1, 0.0, 0.0, 1.0]; // log also theta opt="L_theta"; }; //store results logger = { type= "dirfilelog"; dirname = "exp/arx_ui"; maxlen = 1000; // }; //estimation estimator = { type = "ARXest"; y = {type="rv"; names=["y"]; }; rgr = {type="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; }; \end{verbatim} \end{DocInclude} \hypertarget{arx_ui}{}\subsection{Running experiment $\backslash$c estimator with ARX data fields}\label{arx_ui} 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} In order to use it for estimation of an ARX model, we can define the following \hyperlink{ui}{User Infos and their use} structure: \begin{DocInclude}\begin{verbatim}//Data generating system system = { type = "ArxDS"; y = {type="rv"; names=["y", "u"];}; u = {type="rv"; names=[]; }; rgr = {type="rv"; names = ["y","y","y","u"]; times = [-1, -2, -3, -1]; }; //AR parameters theta = [0.8, -0.3, 0.4, 1.0, 0.0, 0.0, 0.0, 0.0]; // offset offset = [0.0, 0.0]; //variance r = [0.1, 0.0, 0.0, 1.0]; // log also theta opt="L_theta"; }; //store results logger = { type= "dirfilelog"; dirname = "exp/arx_ui"; maxlen = 1000; // }; //estimation estimator = { type = "ARXest"; y = {type="rv"; names=["y"]; }; rgr = {type="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; }; \end{verbatim} \end{DocInclude}