1 | /*! |
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2 | \page app_base bdmtoolbox - List of available basic objects |
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3 | |
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4 | Basic objects of BDM are: |
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5 | - <b>RV</b> decriptor of data vectors and random variables |
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6 | - <b>fnc</b> functions of vector arguments |
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7 | - <b>pdf</b> pdf with non-empty conditioning part |
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8 | - <b>epdf</b> pdf with empty conditioning part |
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9 | - <b>BM</b> Bayesian model - (approximate) calculation of specific type of the Bayes rule, |
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10 | - <b>DS</b> Data Sources - recursive sources of data |
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11 | - <b>logger</b> object storing results of all experiments |
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12 | |
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13 | See, \ref userguide_pdf and \ref userguide_sim for their introduction. |
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14 | |
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15 | |
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16 | |
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17 | \section app_base_rv Working with RV |
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18 | |
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19 | In bdmtoolbox, RV is represented by a matlab structure. It is recommended to use the following function to work with it: |
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20 | |
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21 | - <b>RV</b>, <b>rva=RV('a',1)</b>, <b>rvab=RV({'b','c'},[1,2])</b> create empty RV, RV named "a" of size 1, and vector of RV "b" and "c" of sizes 1 and 2, respectively. |
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22 | - <b>RVtimes(rva,-1)</b> set time (delay) of rva to -1 from current time. |
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23 | - <b>RVjoin([rva,rvb])</b> joins rva and rvb into a vector |
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24 | |
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25 | \section app_base_fnc Basic functions |
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26 | |
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27 | Predefined functions are: |
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28 | - <b>constfn</b> Class representing function , here rv is empty |
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29 | - <b>linfn</b> Class representing function |
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30 | - <b>mexFnc</b> Matlab extension of a function, calling predefined matlab functions |
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31 | - <b>grid_fnc</b> Function defined by values on a fixed grid and interpolated inbetween them |
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32 | |
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33 | \section app_base_sq Square root decompositions of symetric matrices |
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34 | |
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35 | For information purpose, these matrices are used in epdfs: |
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36 | - <b>chmat</b> Symmetric matrix stored in square root decomposition using upper cholesky |
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37 | - <b>fsqmat</b> Fake sqmat. This class maps sqmat operations to operations on full matrix |
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38 | - <b>ldmat</b> Matrix stored in LD form, (commonly known as UD) |
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39 | |
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40 | \section app_base_epdf Basic epdfs accessible from matlab are: |
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41 | - <b>dirac</b> Dirac delta function distribution |
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42 | - <b>eDirich</b> Dirichlet posterior density |
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43 | - <b>eEF</b> General conjugate exponential family posterior density |
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44 | - <b>eEmp</b> Weighted empirical density |
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45 | - <b>egamma</b> Gamma posterior density |
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46 | - <b>egiw</b> Gauss-inverse-Wishart density stored in LD form |
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47 | - <b>egrid</b> Discrete density defined on a continuous grid |
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48 | - <b>eigamma</b> Inverse-Gamma posterior density |
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49 | - <b>eiWishartCh</b> Inverse Wishart on Choleski decomposition |
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50 | - <b>enorm<ldmat></b> Gaussian density with positive definite (decomposed) covariance matrix |
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51 | - <b>enorm<chmat></b> Gaussian density with positive definite (decomposed) covariance matrix |
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52 | - <b>enorm<fsqmat></b> Gaussian density with positive definite (decomposed) covariance matrix |
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53 | - <b>elognorm</b> LogNormal density |
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54 | - <b>emix</b> Mixture of epdfs |
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55 | - <b>eprod</b> Product of densities, elements may be unconditional, however, the result should be unconditioned pdf. |
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56 | - <b>estudent< ldmat></b> Student-t density |
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57 | - <b>estudent< ldmat></b> Student-t density |
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58 | - <b>estudent< ldmat></b> Student-t density |
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59 | - <b>euni</b> Uniform density on rectangular support |
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60 | - <b>eWishartCh</b> Wishart in choleski decomposition |
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61 | |
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62 | \section app_base_pdf Basic (conditioned) pdfs accessible from matlab are: |
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63 | - <b>mDirich</b> Dirichlet random walk |
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64 | - <b>mexBM</b> BM with functions implemented in matlab |
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65 | - <b>mexEpdf</b> Epdf with functions implemented in matlab |
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66 | - <b>mgamma</b> Gamma random walk |
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67 | - <b>mgamma_fix</b> Gamma random walk around a fixed point |
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68 | - <b>mgdirac</b> Dirac delta pdf with geenral function of the support point |
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69 | - <b>mgnorm< ldmat ></b> Gaussian Pdf with general function for mean value |
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70 | - <b>mgnorm< chmat ></b> Gaussian Pdf with general function for mean value |
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71 | - <b>mgnorm< fsqmat ></b> Gaussian Pdf with general function for mean value |
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72 | - <b>mguni</b> Uniform density with geenral function of mean value |
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73 | - <b>migamma</b> Inverse-Gamma random walk |
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74 | - <b>migamma_ref</b> Inverse-Gamma random walk around a fixed point |
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75 | - <b>mlnorm< ldmat></b> Normal distribution with linear function with linear function of mean value; |
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76 | - <b>mlnorm< chmat></b> Normal distribution with linear function with linear function of mean value; |
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77 | - <b>mlnorm< fsqmat></b> Normal distribution with linear function with linear function of mean value; |
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78 | - <b>mlognorm</b> Log-Normal random walk |
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79 | - <b>mlstudent</b> Student distributed linear function with linear function of mean value; |
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80 | - <b>mmix</b> Mixture of pdfs with constant weights, all pdfs are of equal RV and RVC |
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81 | - <b>mprod</b> Chain rule decomposition of epdf |
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82 | - <b>mratio</b> Class representing ratio of two densities which arise e.g. by applying the Bayes rule. |
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83 | - <b>rwiWishartCh</b> Random Walk on inverse Wishart |
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84 | |
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85 | \section app_base_ds DataSources |
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86 | - <b>MemDS</b> Memory storage of off-line data column-wise |
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87 | - <b>CsvFileDS</b> CSV file data storage The constructor creates Data matrix from the records in a CSV file fname. The orientation can be of two types: 1. BY_COL which is default - the data are stored in columns; one column per time , one row per data item. 2. BY_ROW if the data are stored the classical CSV style. Then each column stores the values for data item, for ex. , one row for each discrete time instant |
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88 | - <b>EpdfDS</b> Simulate data from a static pdf (epdf) |
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89 | - <b>PdfDS</b> Simulate data from conditional density Still having only one density but allowing conditioning on either input or delayed values |
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90 | |
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91 | \section app_base_log Loggers - storage of results |
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92 | - <b>mexlog</b> Logger storing results into an mxArray |
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93 | - <b>dirfilelog</b> Logging into dirfile with buffer in memory |
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94 | - <b>stdlog</b> Simple logger used for debugging All data records are written out to std from where they could be send to file |
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95 | - <b>ITppFileDS</b> Read Data Matrix from an IT file |
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96 | |
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97 | \section app_base_merg Mergers |
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98 | - <b>merger_base</b> Base class for general combination of pdfs on discrete support |
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99 | - <b>merger_mix</b> Merger using importance sampling with mixture proposal density |
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100 | |
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101 | |
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102 | \section app_base_bm Bayesian Models |
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103 | |
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104 | Basic filters: |
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105 | |
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106 | - <b>ARX</b> Linear Autoregressive model with Gaussian noise |
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107 | - <b>ARXfrg</b> ARX with conditioned on forgetting factor |
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108 | - <b>ARXg</b> ARX with Non-linear transformation + Gaussian noise |
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109 | - <b>EKFCh</b> Extended Kalman Filter in Square root |
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110 | - <b>EKFfull</b> Extended Kalman Filter in full matrices |
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111 | - <b>KalmanCh</b> Kalman filter in square root form |
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112 | - <b>KalmanFull</b> Basic Kalman filter with full matrices |
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113 | - <b>MixEF</b> Estimator of Mixtures of Exponential Family Densities |
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114 | - <b>multiBM</b> Estimator for Multinomial density |
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115 | - <b>MultiModel</b> (Switching) Multiple Models. The model runs several BMs in parallel and evaluates thier weights (fittness) |
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116 | - <b>PF</b> Particle filtering: Wrapper for particles |
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117 | - <b>BootstrapParticle</b> Class used in PF |
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118 | - <b>MarginalizedParticle</b> Class used in PF |
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119 | |
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120 | \section app_base_ctrl Controllers (and related classes) |
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121 | - <b>LQG</b> Basic class computing LQG control |
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122 | - <b>LQG_ARX</b> Controller using ARX model for estimation and LQG designer for control |
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123 | - <b>StateFromARX</b> conversion function |
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124 | - <b>StateSpace< ldmat></b> Basic elements of linear state-space model |
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125 | - <b>StateSpace< chmat></b> Basic elements of linear state-space model |
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126 | |
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127 | \section app_base_mpdm Multiple Patricipant Decision Makers |
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128 | * <b>ARXAgent</b> ARX agent |
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129 | |
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130 | |
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131 | */ |
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