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67<h1>estimator.cpp File Reference</h1>Application Estimator. 
68<a href="#_details">More...</a>
69<p>
70<code>#include &quot;<a class="el" href="libDS_8h-source.html">stat/libDS.h</a>&quot;</code><br>
71<code>#include &quot;<a class="el" href="arx_8h-source.html">estim/arx.h</a>&quot;</code><br>
72<code>#include &quot;user_info.h&quot;</code><br>
73<code>#include &quot;<a class="el" href="loggers_8h-source.html">stat/loggers.h</a>&quot;</code><br>
74<table border="0" cellpadding="0" cellspacing="0">
75<tr><td></td></tr>
76<tr><td colspan="2"><br><h2>Functions</h2></td></tr>
77<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[])" -->
78int&nbsp;</td><td class="memItemRight" valign="bottom"><b>main</b> (int argc, char *argv[])</td></tr>
79
80</table>
81<hr><a name="_details"></a><h2>Detailed Description</h2>
82Application Estimator.
83<p>
84The general task of estimation is defined on the following scheme: <div align="center">
85<img src="inline_dotgraph_1.dot.png" alt="inline_dotgraph_1.dot" border="0" usemap="#inline_dotgraph_1.dot.map">
86<map name="inline_dotgraph_1.dot.map"></map>
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88<p>
89Here, <ul>
90<li>Data Source is an object (class DS) providing sequential data, <img class="formulaInl" alt="$ [d_1, d_2, \ldots d_t] $" src="form_123.png">. </li>
91<li>Bayesian Model is an object (class BM) performing Bayesian filtering, </li>
92<li>Result Logger is an object (class logger) dedicated to storing important data from the experiment.</li>
93</ul>
94<h2><a class="anchor" name="cmd">
95Command-line usage</a></h2>
96Execute command: <div class="fragment"><pre class="fragment">$&gt; estimator config_file.cfg
97</pre></div><p>
98Full 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>
99estimator = {type = <span class="stringliteral">"BM_offspring"</span>, ...};   <span class="comment">// definition of an estimator</span>
100logger = {type = <span class="stringliteral">"logger_type"</span>,...};        <span class="comment">// definition of a logger</span>
101experiment = {ndat = 11000; };              <span class="comment">// definition of number of data records</span>
102</pre></div><p>
103The 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">
104Matlab usage</a></h2>
105Execute command: <div class="fragment"><pre class="fragment">&gt;&gt; estimator(<span class="stringliteral">'config_file.cfg'</span>);
106</pre></div> when using loggers storing results on hard drives, and <div class="fragment"><pre class="fragment">&gt;&gt; Res=estimator(<span class="stringliteral">'config_file.cfg'</span>);
107</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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