Changeset 661 for applications/dual/experiment/itermc.m

Timestamp:

10/15/09 00:10:19 (15 years ago)

Author:

smidl

Message:

doc

Files:

• applications/dual/experiment/itermc.m (modified) (2 diffs)

applications/dual/experiment/itermc.m

@@ -3 +3 @@
 c.sigma = 0.1;
 c.ndat = 50;
-
 yr = 1;
 
@@ -14 +13 @@
 C2.class='ce_ctrl';
 C2.yr   = yr;
-C2.b0   = -0.;
+C2.b0   = 0;
 C2.P0   = 1;
-
-c.controller = C1;
-M1=iterativemc(c);
-
-loss_exact = sum((M1.y-yr*ones(size(M1.y))).^2)
-loss_theory = c.ndat*c.sigma^2
-
-c.controller = C2;
-M2=iterativemc(c);
-
-loss_ce = sum((M2.y-yr*ones(size(M2.y))).^2)
 
 % monte carlo study
 n=100;
 losses=zeros(10,1);
-c.controller = C1;
 seeds=32000*rand(1,n);
 for i=1:n
+    c.b = randn();
     c.seed = seeds(i); 
+    c.controller = C1;
     Mmc=iterativemc(c);
     losses(i) = sum((Mmc.y-yr*ones(size(Mmc.y))).^2);
+    
+    c.controller = C2;
+    Mmc=iterativemc(c);
+    losses2(i) = sum((Mmc.y-yr*ones(size(Mmc.y))).^2);
 end
-[min(losses) mean(losses) max(losses)]
-    
+[min(losses) median(losses) max(losses)]
+[min(losses2) median(losses2) max(losses2)]
+