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| 4 | <compoundname>linefit2_c.cpp</compoundname> |
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| 5 | <includes local="no">itpp/base/itfile.h</includes> |
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| 50 | <node id="514"> |
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| 51 | <label>work/mixpp/matlab/mex/linefit2_c.cpp</label> |
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| 52 | <link refid="matlab/mex/linefit2_c.cpp"/> |
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| 53 | <childnode refid="515" relation="include"> |
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| 70 | </incdepgraph> |
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| 71 | <sectiondef kind="func"> |
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| 72 | <memberdef kind="function" id="matlab_2mex_2linefit2__c_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
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| 73 | <type>int</type> |
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| 74 | <definition>int main</definition> |
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| 75 | <argsstring>()</argsstring> |
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| 76 | <name>main</name> |
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| 77 | <briefdescription> |
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| 78 | </briefdescription> |
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| 79 | <detaileddescription> |
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| 80 | </detaileddescription> |
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| 81 | <inbodydescription> |
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| 82 | </inbodydescription> |
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| 83 | <location file="/home/smidl/work/mixpp/matlab/mex/linefit2_c.cpp" line="7" bodyfile="/home/smidl/work/mixpp/matlab/mex/linefit2_c.cpp" bodystart="7" bodyend="62"/> |
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| 84 | </memberdef> |
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| 85 | </sectiondef> |
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| 86 | <briefdescription> |
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| 87 | </briefdescription> |
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| 88 | <detaileddescription> |
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| 89 | </detaileddescription> |
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| 90 | <programlisting> |
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| 91 | <codeline lineno="1"><highlight class="preprocessor">#include<sp/><itpp/base/itfile.h></highlight><highlight class="normal"></highlight></codeline> |
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| 92 | <codeline lineno="2"><highlight class="normal"></highlight></codeline> |
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| 93 | <codeline lineno="3"><highlight class="normal"></highlight><highlight class="preprocessor">#include<sp/>"<ref refid="arx_8h" kindref="compound" tooltip="Bayesian Filtering for generalized autoregressive (ARX) model.">estim/arx.h</ref>"</highlight><highlight class="normal"></highlight></codeline> |
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| 94 | <codeline lineno="4"><highlight class="normal"></highlight></codeline> |
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| 95 | <codeline lineno="5"><highlight class="normal"></highlight><highlight class="keyword">using<sp/>namespace<sp/></highlight><highlight class="normal">itpp;</highlight></codeline> |
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| 96 | <codeline lineno="6"><highlight class="normal"></highlight></codeline> |
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| 97 | <codeline lineno="7"><highlight class="normal"></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/><ref refid="sim__var_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" kindref="member" tooltip="Extended Kalman filter with unknown Q.">main</ref>(){</highlight></codeline> |
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| 98 | <codeline lineno="8"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>it_file<sp/>inpf(</highlight><highlight class="stringliteral">"Data.it"</highlight><highlight class="normal">);</highlight></codeline> |
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| 99 | <codeline lineno="9"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Data;</highlight></codeline> |
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| 100 | <codeline lineno="10"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>inpf<sp/>>><sp/>Name(</highlight><highlight class="stringliteral">"Data"</highlight><highlight class="normal">)<sp/>>>Data;</highlight></codeline> |
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| 101 | <codeline lineno="11"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">if</highlight><highlight class="normal"><sp/>(Data.rows()>2)<sp/>Data=Data.T();</highlight></codeline> |
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| 102 | <codeline lineno="12"><highlight class="normal"></highlight></codeline> |
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| 103 | <codeline lineno="13"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>ilow<sp/>=<sp/>0;</highlight></codeline> |
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| 104 | <codeline lineno="14"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>ihi<sp/>=<sp/>40;</highlight></codeline> |
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| 105 | <codeline lineno="15"><highlight class="normal"></highlight></codeline> |
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| 106 | <codeline lineno="16"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>------------------<sp/>Start<sp/>of<sp/>routine<sp/>---------------------------</highlight><highlight class="normal"></highlight></codeline> |
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| 107 | <codeline lineno="17"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>ndat=Data.cols();</highlight></codeline> |
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| 108 | <codeline lineno="18"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>npsi=Data.rows()<sp/>+1;<sp/></highlight><highlight class="comment">//add<sp/>a<sp/>constant</highlight><highlight class="normal"></highlight></codeline> |
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| 109 | <codeline lineno="19"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>thr<sp/>(<sp/></highlight><highlight class="stringliteral">"1"</highlight><highlight class="normal">,</highlight><highlight class="stringliteral">"{<sp/>theta_r<sp/>}"</highlight><highlight class="normal">,vec_1<sp/>(<sp/>npsi<sp/>),vec_1<sp/>(<sp/>0<sp/>)<sp/>);</highlight></codeline> |
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| 110 | <codeline lineno="20"><highlight class="normal"></highlight></codeline> |
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| 111 | <codeline lineno="21"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>V0=1e-8*eye<sp/>(<sp/>npsi<sp/>);<sp/>V0<sp/>(<sp/>0,0<sp/>)<sp/>=1.0;</highlight></codeline> |
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| 112 | <codeline lineno="22"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>vec<sp/>rgr<sp/>(<sp/>npsi<sp/>);</highlight></codeline> |
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| 113 | <codeline lineno="23"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">double</highlight><highlight class="normal"><sp/>nu0=3;</highlight></codeline> |
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| 114 | <codeline lineno="24"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>fitting<sp/>a<sp/>linear<sp/>part<sp/>=><sp/>third<sp/>coef<sp/>is<sp/>"1"</highlight><highlight class="normal"></highlight></codeline> |
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| 115 | <codeline lineno="25"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>rgr<sp/>(<sp/>2<sp/>)<sp/>=<sp/>1.0;</highlight></codeline> |
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| 116 | <codeline lineno="26"><highlight class="normal"></highlight></codeline> |
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| 117 | <codeline lineno="27"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>RESULTS</highlight><highlight class="normal"></highlight></codeline> |
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| 118 | <codeline lineno="28"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Tlls=zeros<sp/>(<sp/>ihi+1,ihi+1);</highlight></codeline> |
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| 119 | <codeline lineno="29"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>AR<sp/>model</highlight><highlight class="normal"></highlight></codeline> |
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| 120 | <codeline lineno="30"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classARX" kindref="compound" tooltip="Linear Autoregressive model with Gaussian noise.">ARX</ref><sp/>Ar<sp/>(<sp/>thr,V0,nu0<sp/>);</highlight></codeline> |
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| 121 | <codeline lineno="31"><highlight class="normal"></highlight></codeline> |
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| 122 | <codeline lineno="32"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//Initialize</highlight><highlight class="normal"></highlight></codeline> |
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| 123 | <codeline lineno="33"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>i=ilow+2;<sp/>i<ihi-2;<sp/>i++<sp/>)<sp/>{</highlight></codeline> |
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| 124 | <codeline lineno="34"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>rgr.set_subvector<sp/>(<sp/>0,Data.get_col<sp/>(<sp/>i<sp/>)<sp/>);</highlight></codeline> |
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| 125 | <codeline lineno="35"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ar.bayes<sp/>(<sp/>rgr<sp/>);</highlight></codeline> |
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| 126 | <codeline lineno="36"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline> |
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| 127 | <codeline lineno="37"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>FLATTEN</highlight><highlight class="normal"></highlight></codeline> |
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| 128 | <codeline lineno="38"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ar.get_parameters<sp/>(<sp/>V0,nu0<sp/>);</highlight></codeline> |
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| 129 | <codeline lineno="39"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>V0<sp/>*=1.0/nu0;<sp/></highlight><highlight class="comment">//<sp/>same<sp/>flattening<sp/>factor<sp/>as<sp/>for<sp/>nu0</highlight><highlight class="normal"></highlight></codeline> |
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| 130 | <codeline lineno="40"><highlight class="normal"></highlight><highlight class="comment">//<sp/><sp/><sp/><sp/><sp/><sp/>V0(0,0)*=1.2;</highlight><highlight class="normal"></highlight></codeline> |
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| 131 | <codeline lineno="41"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>nu0=3;</highlight></codeline> |
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| 132 | <codeline lineno="42"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ar.set_parameters<sp/>(<sp/>V0,nu0<sp/>);</highlight></codeline> |
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| 133 | <codeline lineno="43"><highlight class="normal"></highlight></codeline> |
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| 134 | <codeline lineno="44"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>i=ilow;<sp/>i<=ihi;<sp/>i++<sp/>)<sp/>{</highlight></codeline> |
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| 135 | <codeline lineno="45"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ar.set_parameters<sp/>(<sp/>V0,nu0<sp/>);</highlight></codeline> |
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| 136 | <codeline lineno="46"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>t=i;<sp/>t<=ihi;<sp/>t++<sp/>)<sp/>{</highlight></codeline> |
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| 137 | <codeline lineno="47"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>rgr.set_subvector<sp/>(<sp/>0,Data.get_col<sp/>(<sp/>t<sp/>)<sp/>);</highlight></codeline> |
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| 138 | <codeline lineno="48"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ar.bayes<sp/>(<sp/>rgr<sp/>);</highlight></codeline> |
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| 139 | <codeline lineno="49"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Tlls<sp/>(<sp/>i,t<sp/>)<sp/>=Ar._tll();</highlight></codeline> |
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| 140 | <codeline lineno="50"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline> |
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| 141 | <codeline lineno="51"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline> |
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| 142 | <codeline lineno="52"><highlight class="normal"></highlight></codeline> |
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| 143 | <codeline lineno="53"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>max_index<sp/>(<sp/>Tlls,ilow,ihi<sp/>);</highlight></codeline> |
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| 144 | <codeline lineno="54"><highlight class="normal"></highlight></codeline> |
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| 145 | <codeline lineno="55"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>------------------<sp/>End<sp/>of<sp/>routine<sp/>-----------------------------</highlight><highlight class="normal"></highlight></codeline> |
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| 146 | <codeline lineno="56"><highlight class="normal"></highlight></codeline> |
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| 147 | <codeline lineno="57"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>max_index(Tlls,ilow,ihi);</highlight></codeline> |
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| 148 | <codeline lineno="58"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>inpf<sp/><<<sp/>Name(</highlight><highlight class="stringliteral">"T"</highlight><highlight class="normal">)<sp/><<<sp/>Tlls;</highlight></codeline> |
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| 149 | <codeline lineno="59"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>inpf<sp/><<<sp/>Name(</highlight><highlight class="stringliteral">"ilow"</highlight><highlight class="normal">)<sp/><<<sp/>ilow+1;</highlight></codeline> |
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| 150 | <codeline lineno="60"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>inpf<sp/><<<sp/>Name(</highlight><highlight class="stringliteral">"ihi"</highlight><highlight class="normal">)<sp/><<<sp/>ihi+1;</highlight></codeline> |
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| 151 | <codeline lineno="61"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline> |
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| 152 | <codeline lineno="62"><highlight class="normal">}</highlight></codeline> |
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| 153 | </programlisting> |
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| 154 | <location file="/home/smidl/work/mixpp/matlab/mex/linefit2_c.cpp"/> |
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| 155 | </compounddef> |
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