Generator of ARX data. More...
#include <datasources.h>
Public Member Functions | |
| void | getdata (vec &dt) |
| Returns full vector of observed data=[output, input]. | |
| void | getdata (vec &dt, const ivec &indices) |
| Returns data records at indeces. | |
| void | write (vec &ut) |
| Accepts action variable and schedule it for application. | |
| void | write (vec &ut, const ivec &indices) |
| Accepts action variables at specific indeces. | |
| void | step () |
Moves from to , i.e. perfroms the actions and reads response of the system. | |
| ArxDS () | |
| Default constructor. | |
| void | set_parameters (const mat &Th0, const vec mu0, const chmat &sqR0) |
| Set parameters of the internal model, H is maximum time delay. | |
| void | set_drv (const RV &yrv, const RV &urv, const RV &rrv) |
| Set. | |
| void | set_options (const string &s) |
| set options from a string | |
| virtual void | log_add (logger &L) |
| Register DS for logging into logger L. | |
| virtual void | logit (logger &L) |
| Register DS for logging into logger L. | |
| void | from_setting (const Setting &set) |
| virtual const RV & | _drv () const |
| access function | |
| const RV & | _urv () const |
| access function | |
| const RV & | _yrv () const |
| access function | |
| virtual void | set_drv (const RV &yrv, const RV &urv) |
| set random variables | |
| virtual string | to_string () |
| This method returns a basic info about the current instance. | |
| virtual void | to_setting (Setting &set) const |
| This method save all the instance properties into the Setting structure. | |
| virtual void | validate () |
| This method TODO. | |
Protected Attributes | |
| RV | Rrv |
| Rv of the regressor. | |
| vec | H |
History, ordered as . | |
| vec | U |
| (future) input | |
| vec | rgr |
| temporary variable for regressor | |
| datalink | rgrlnk |
| data link: H -> rgr | |
| mlnorm< chmat > | model |
| model of Y - linear Gaussian | |
| bool | opt_L_theta |
| options | |
| int | L_theta |
| loggers | |
| int | L_R |
| int | dt_size |
| int | dtsize |
size of data returned by getdata() | |
| int | utsize |
| size of data | |
| int | ytsize |
| size of output | |
| RV | Drv |
Description of data returned by getdata(). | |
| RV | Urv |
Description of data witten by by write(). | |
| RV | Yrv |
| Description of output data. | |
| int | L_dt |
| Remember its own index in Logger L. | |
| int | L_ut |
Generator of ARX data.
| void ArxDS::from_setting | ( | const Setting & | set | ) | [virtual] |
UI for ArxDS using factorized description!
The ArxDS is constructed from a structure with fields:
system = {
type = "ArxDS";
// description of y variables
y = {type="rv"; names=["y", "u"];};
// description of u variable
u = {type="rv"; names=[];}
// description of regressor
rgr = {type="rv";
names = ["y","y","y","u"];
times = [-1, -2, -3, -1];
}
// theta
theta = [0.8, -0.3, 0.4, 1.0,
0.0, 0.0, 0.0, 0.0];
// offset (optional)
offset = [0.0, 0.0];
//variance
r = [0.1, 0.0,
0.0, 1.0];
//options: L_theta = log value of theta,
opt = "L_theta";
};
Result is ARX data source offering with full history as Drv.
Reimplemented from bdm::root.
References bdm::UI::get(), set_drv(), set_options(), and set_parameters().
1.6.1