Changeset 661 for library/doc/html/userguide2.html
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library/doc/html/userguide2.html
r656 r661 63 63 64 64 65 <h1><a class="anchor" id="user _guide2">BDM Use - Estimation and Bayes Rule </a></h1><p>Baysian theory is predominantly used in system identification, or estimation problems. This section is concerned with recursive estimation, as implemneted in prepared scenario <code>estimator</code>.</p>65 <h1><a class="anchor" id="userguide2">BDM Use - Estimation and Bayes Rule </a></h1><p>Baysian theory is predominantly used in system identification, or estimation problems. This section is concerned with recursive estimation, as implemneted in prepared scenario <code>estimator</code>.</p> 66 66 <p>The function of the <code>estimator</code> is graphically illustrated: </p> 67 67 <div align="center"> … … 75 75 <li>Result Logger is an object (class logger) dedicated to storing important data from the experiment.</li> 76 76 </ul> 77 <p>Since objects datasource and the logger has already been introduced in section <a class="el" href="user _guide.html">BDM Use - System, Data, Simulation</a>, it remains to introduce object <code>Bayesian</code> <code>Model</code> (<a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">bdm::BM</a>).</p>77 <p>Since objects datasource and the logger has already been introduced in section <a class="el" href="userguide.html">BDM Use - System, Data, Simulation</a>, it remains to introduce object <code>Bayesian</code> <code>Model</code> (<a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">bdm::BM</a>).</p> 78 78 <h2><a class="anchor" id="ug2_theory"> 79 79 Bayes rule and estimation</a></h2> … … 95 95 <h2><a class="anchor" id="ug2_arx_basic"> 96 96 Estimation of ARX models</a></h2> 97 <p>Autoregressive models has already been introduced in <a class="el" href="user _guide.html#ug_arx_sim">Simulating autoregressive model</a> where their simulator has been presented. We will use results of simulation of the ARX datasource defined there to provide data for estimation using MemDS.</p>97 <p>Autoregressive models has already been introduced in <a class="el" href="userguide.html#ug_arx_sim">Simulating autoregressive model</a> where their simulator has been presented. We will use results of simulation of the ARX datasource defined there to provide data for estimation using MemDS.</p> 98 98 <p>The following code is from bdmtoolbox/tutorial/userguide/arx_basic_example.m </p> 99 99 <div class="fragment"><pre class="fragment">A1.class = <span class="stringliteral">'ARX'</span>; … … 105 105 <ul> 106 106 <li>logbounds - store also lower and upper bounds on estimates (obtained by calling BM::posterior().qbounds()),</li> 107 <li>logll - store also loglikelihood of each step of the Bayes rule. These values are stored in given logger ( ug_loggers). By default, only mean values of the estimate are stored.</li>107 <li>logll - store also loglikelihood of each step of the Bayes rule. These values are stored in given logger (<a class="el" href="userguide.html#ug_loggers">Loggers for flexible handling of results</a>). By default, only mean values of the estimate are stored.</li> 108 108 </ul> 109 109 <p>Storing of the log-likelihood is useful, e.g. in model selection task when two models are compared.</p> … … 193 193 <p>Note: error bars in this case are not directly comparable with those of previous examples. The MPF class implements the qbounds function as minimum and maximum of bounds in the condidered set (even if its weight is extreemly small). Hence, the bounds of the MPF are probably larger than it should be. Nevertheless, they provide great help when designing and tuning algorithms. </p> 194 194 </div> 195 <hr size="1"/><address style="text-align: right;"><small>Generated on Mon Oct 12 19:37:19 2009 for mixpp by 195 <hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:49 2009 for mixpp by 196 196 <a href="http://www.doxygen.org/index.html"> 197 197 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>