root/doc/latex/estimator_8cpp.tex @ 275

\hypertarget{estimator_8cpp}{
\section{estimator.cpp File Reference}
\label{estimator_8cpp}\index{estimator.cpp@{estimator.cpp}}
}


\subsection{Detailed Description}
Application Estimator. 

The general task of estimation is defined on the following scheme: \begin{center}
\begin{ImageNoCaption}\mbox{\includegraphics{inline_dotgraph_1}}
\end{ImageNoCaption}
\end{center}


Here, \begin{itemize}
\item Data Source is an object (class DS) providing sequential data, $ [d_1, d_2, \ldots d_t] $. \item Bayesian Model is an object (class BM) performing Bayesian filtering, \item Result Logger is an object (class logger) dedicated to storing important data from the experiment.\end{itemize}
\hypertarget{arx_ui_cmd}{}\subsection{Command-line usage}\label{arx_ui_cmd}
Execute command: 

\begin{Code}\begin{verbatim}$> estimator config_file.cfg
\end{verbatim}
\end{Code}



Full description of the experiment is in the file config\_\-file.cfg which is expected to have the following structure: 

\begin{Code}\begin{verbatim}system = {type = "DS_offspring", ...};      // definition of a data source
estimator = {type = "BM_offspring", ...};   // definition of an estimator
logger = {type = "logger_type",...};        // definition of a logger
experiment = {ndat = 11000; };              // definition of number of data records
\end{verbatim}
\end{Code}



The above description must be specialized to specific classes. See, \hyperlink{arx_ui}{Running experiment {\tt estimator} with ARX data fields} how to do it for estimation of an ARX model.\hypertarget{estimator_8cpp_ex}{}\subsection{Matlab usage}\label{estimator_8cpp_ex}
Execute command: 

\begin{Code}\begin{verbatim}>> estimator('config_file.cfg');
\end{verbatim}
\end{Code}

 when using loggers storing results on hard drives, and 

\begin{Code}\begin{verbatim}>> Res=estimator('config_file.cfg');
\end{verbatim}
\end{Code}

 when using logger of the type {\tt \char`\"{}mexlog\char`\"{}}. The results will be stored in structure {\tt M}. 

{\tt \#include $<$stat/libDS\_\-ui.h$>$}\par
{\tt \#include $<$estim/arx\_\-ui.h$>$}\par
\subsection*{Functions}
\begin{CompactItemize}
\item 
\hypertarget{estimator_8cpp_0ddf1224851353fc92bfbff6f499fa97}{
int \textbf{main} (int argc, char $\ast$argv\mbox{[}$\,$\mbox{]})}
\label{estimator_8cpp_0ddf1224851353fc92bfbff6f499fa97}

\end{CompactItemize}