Changeset 321 for applications/mpdm

Timestamp:

04/23/09 20:44:18 (15 years ago)

Author:

smidl

Message:

cleanup after cleanup ;-)

Location:

applications/mpdm

Files:

• SYSID09/merg_2a.cpp (modified) (6 diffs)
• SYSID09/merg_2a.kst (added)
• SYSID09/merg_2a.m (added)
• SYSID09/merg_egiw.m (added)
• SYSID09/merger_dbg.m (added)
• SYSID09/plotsmp.m (added)
• TR2244/contour_2.m (added)
• TR2244/merger_iter_debug3.m (added)

applications/mpdm/SYSID09/merg_2a.cpp

@@ -47 +47 @@
         RV r ("{r }");
         
-        double at = 1.5;
-        double bt = 0.5;
+        double at = 0.9;
+        double bt = 5;
         double ct = -0.5;
-        double rt = 0.30;
+        double rt = 0.50;
         // Full system
         vec thy =vec_2 ( at,bt ); //Simulated system - zero for constant term
@@ -58 +58 @@
 
         //ARX constructor
-        mat V0 = 0.001*eye ( 3 ); V0 ( 0,0 ) = 1; //
+        mat V0 = 0.01*eye ( 3 ); V0 ( 0,0 ) = 1; //
 
         ARX P1; P1.set_rv(concat(ab,r));
         P1.set_statistics(1, V0, -1 );
+        P1.set_parameters(0.9);
         ARX P2; P2.set_rv(concat(ac,r));
-         P2.set_statistics(1, V0, -1 );
+        P2.set_statistics(1, V0, -1 );
+        P2.set_parameters(0.9);
 
         //Test estimation
@@ -70 +72 @@
 
         // Logging
-        dirfilelog L ( "exp/merg_2a",3 );
+        dirfilelog L ( "exp/merg_2a",100 );
         int Li_Data = L.add ( RV ( "{U Y Z }" ), "" );
 //      int Li_LL   = L.add ( RV ( "{P1 P2 M1 M2 }" ), "LL" );
@@ -90 +92 @@
         g1.set_parameters ( "2  ", "2" );
         enorm<ldmat> g2; g2.set_rv(c); 
-        g2.set_parameters ( "1 ",mat ( "1" ) );
+        g2.set_parameters ( "-1 ",mat ( "1" ) );
 
         Array<const epdf*> A ( 3 ); A ( 0 ) = &g0; A ( 1 ) =&g1; A(2) = &g2; 
         eprod G0; G0.set_parameters ( A );
 
-        vec rgru(2);
+        epdf* proposal=&G0;
+        
         vec rgry(2);
+        vec rgrz(2);
         Yt(0) = 0.1;
         Ut(0) = 0.0;
         for ( t=1; t<ndat; t++ ) {
                 // True system
-                Ut ( t ) = pow ( sin ( ( t/40.0 ) *pi ),3 );
-                rgru(0) = Ut(t); rgru(1) = Ut(t-1);
-                Yt ( t ) = thy*rgru + rt * NorRNG();
-                rgry(0) = Yt(t); rgry(1) = Yt(t-1);
-                Zt ( t ) = thz*rgry + rt * NorRNG();
+                Ut ( t ) = 0.1*pow ( sin ( ( t/40.0 ) *pi ),3 );
+                
+                rgry(0) = Ut(t); rgry(1) = Ut(t-1);
+                Yt ( t ) = thy*rgry + rt * NorRNG();
+                
+                rgrz(0) = Yt(t); rgrz(1) = Yt(t-1);
+                Zt ( t ) = thz*rgrz + rt * NorRNG();
 
                 // Bayes for all
-                P1.bayes ( concat ( Yt ( t ),rgru ) );
-                P2.bayes ( concat ( Zt ( t ),rgry ) );
+                P1.bayes ( concat ( Yt ( t ),rgry ) );
+                P2.bayes ( concat ( Zt ( t ),rgrz ) );
 
+                if (t>50) {bt+=0.1;
+                        thy(1)=bt;}
+                if (t>50) {ct-=0.01;
+                        thz(1)=ct;}
+                
                 // Merge estimates
                 mepdf eG1 ( P1._e() );
@@ -116 +127 @@
                 Array<mpdf*> A ( 2 ); A ( 0 ) =&eG1;A ( 1 ) =&eG2;
                 merger M ( A );
-                M.set_parameters ( 10, 100,3 ); //M._Mix().set_method(QB);
+                M.set_parameters ( 2, 100,20 ,0.99); M._Mix().set_method(QB);
                 //M2.set_parameters ( 100.0, 1000,3 ); //M2._Mix().set_method(QB);
-                M.merge ( &G0 );
+/*              char fnm[100];
+                sprintf(fnm,"m2a_dbg%d.it",t);
+                M.debug_file(fnm);*/
+                M.merge ( proposal );
 
+                //proposal = M.proposal();
                 //Likelihood
                 yt ( 0 ) = Yt ( t );
@@ -131 +146 @@
                 L.step ( );
 
+                cout << t << "," << endl;
         }
         L.finalize( );