Changeset 963

Timestamp:

05/20/10 10:05:37 (14 years ago)

Author:

smidl

Message:

Kalman loading corrections

Files:

• applications/bdmtoolbox/mex/class_defaults.cpp (modified) (1 diff)
• library/bdm/estim/kalman.h (modified) (2 diffs)

applications/bdmtoolbox/mex/class_defaults.cpp

@@ -54 +54 @@
 #else
         UIFile Out;
-        UI::save(*r,Out);
+        UI::save(r,Out);
         Out.writeFile("defaults");
 #endif

library/bdm/estim/kalman.h

@@ -75 +75 @@
                 validate();
         }
+        void to_setting ( Setting &set ) const {
+                UI::save( A, set, "A" );
+                UI::save( B, set, "B" );
+                UI::save( C, set, "C" );
+                UI::save( D, set, "D" );
+                UI::save( Q.to_mat(), set, "Q" );
+                UI::save( R.to_mat(), set, "R" );
+        }
         //! access function
         const mat& _A() const {
@@ -130 +138 @@
         }
         //! load basic elements of Kalman from structure
+        /*! \code
+            class = 'KalmanFull';
+                A     = [];                   // Matrix A
+                B     = [];                   // Matrix B
+                C     = [];                   // Matrix C
+                D     = [];                   // Matrix D
+                Q     = [];                   // Matrix Q
+                R     = [];                   // Matrix R
+                prior = struct('class','epdf_offspring');    // Prior density - will be converted to gaussian
+                rvy   = RV('some_names');     // Description of required observations
+                rvc   = RV('some_names');     // Description of required inputs
+                \endcode
+                
+                */
         void from_setting ( const Setting &set ) {
                 StateSpace<sq_T>::from_setting ( set );
-
-                mat P0;
-                vec mu0;
-                UI::get ( mu0, set, "mu0", UI::optional );
-                UI::get ( P0, set,  "P0", UI::optional );
-                set_statistics ( mu0, P0 );
-                // Initial values
-                shared_ptr<RV> yrv_ptr = UI::build<RV>( set, "yrv", UI::optional );
-                if( !yrv_ptr ) yrv_ptr = new RV();
-                shared_ptr<RV> rvc_ptr = UI::build<RV>( set, "urv", UI::optional );
-                if( !rvc_ptr ) rvc_ptr = new RV();
-                set_yrv ( concat ( *yrv_ptr, *rvc_ptr ) );
+                BM::from_setting(set);
+                
+                shared_ptr<epdf> pri=UI::build<epdf>(set,"prior",UI::compulsory);
+                //bdm_assert(pri->dimension()==);
+                set_statistics ( pri->mean(), pri->covariance() );
+        }
+        void to_setting ( Setting &set ) const {
+                StateSpace<sq_T>::to_setting ( set );
+                BM::to_setting(set);
+
+                UI::save(est, set, "prior");
         }
         //! validate object