| 306 | | //! State-space data source simulating two densities |
| 307 | | class StateDS : public DS { |
| 308 | | protected: |
| 309 | | //!conditional pdf of the state evolution \f$ f(x_t|x_{t-1}) \f$ |
| 310 | | shared_ptr<pdf> IM; |
| 311 | | |
| 312 | | //!conditional pdf of the observations \f$ f(d_t|x_t) \f$ |
| 313 | | shared_ptr<pdf> OM; |
| 314 | | |
| 315 | | //! result storage |
| 316 | | vec dt; |
| 317 | | //! state storage |
| 318 | | vec xt; |
| 319 | | //! input storage |
| 320 | | vec ut; |
| 321 | | |
| 322 | | //! datalink from ut to IM.rvc |
| 323 | | datalink_part u2imc; |
| 324 | | //! datalink from ut to OM.rvc |
| 325 | | datalink_part u2omc; |
| 326 | | public: |
| 327 | | void getdata ( vec &dt0 ) const { |
| 328 | | dt0 = dt; |
| 329 | | } |
| 330 | | void write ( const vec &ut0 ) { |
| 331 | | ut = ut0; |
| 332 | | } |
| 333 | | |
| 334 | | void getdata ( vec &dt0, const ivec &indices ) { |
| 335 | | dt0 = dt ( indices ); |
| 336 | | } |
| 337 | | |
| 338 | | virtual void step(); |
| 339 | | |
| 340 | | //! set parameters |
| 341 | | void set_parameters ( shared_ptr<pdf> IM0, shared_ptr<pdf> OM0 ) { |
| 342 | | IM = IM0; |
| 343 | | OM = OM0; |
| 344 | | } |
| 345 | | void set_initx ( const vec &x0 ) { |
| 346 | | xt = x0; |
| 347 | | } |
| 348 | | |
| 349 | | virtual void write ( const vec &ut, const ivec &indices ) NOT_IMPLEMENTED_VOID; |
| 350 | | |
| 351 | | /*! UI for stateDS |
| 352 | | |
| 353 | | The DS is constructed from a structure with fields: |
| 354 | | \code |
| 355 | | class = "stateDS"; |
| 356 | | //Internal model |
| 357 | | IM = { type = "pdf-offspring"; }; |
| 358 | | //Observation model |
| 359 | | OM = { type = "pdf-offspring"; } |
| 360 | | //initial state |
| 361 | | x0 = [...]; //vector of data |
| 362 | | \endcode |
| 363 | | Both models must have defined \c rv. and \c rvc |
| 364 | | Random variables not found in any rv are considered to be inputs. |
| 365 | | */ |
| 366 | | void from_setting ( const Setting &set ); |
| 367 | | |
| 368 | | // TODO dodelat void to_setting( Setting &set ) const; |
| 369 | | |
| 370 | | void validate(); |
| 371 | | }; |
| 372 | | |
| 373 | | UIREGISTER ( StateDS ); |
| 374 | | SHAREDPTR ( StateDS ); |
| 375 | | |
