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Timestamp:
05/21/10 00:44:04 (14 years ago)
Author:
smidl
Message:

Corrections in ARX and PF

Location:
applications/bdmtoolbox/tutorial/userguide
Files:
2 modified

Legend:

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  • applications/bdmtoolbox/tutorial/userguide/arx_basic_example.m

    r934 r964  
    1010 
    1111A1.class = 'ARX'; 
    12 A1.rv = y; 
     12A1.yrv = y; 
    1313A1.rgr = RVtimes([y,u],[-3,-1]) ; % correct structure is {y,y} 
    1414A1.log_level = 'logbounds,logevidence'; 
  • applications/bdmtoolbox/tutorial/userguide/frg_estim.m

    r951 r964  
    1010 
    1111A1.class = 'ARXfrg'; 
    12 A1.rv = y; 
     12A1.yrv = y; 
     13A1.rv = RV({'theta','r'},[3,1]); 
    1314A1.rgr = RVtimes([y,u],[-3,-1]) ;  
    1415A1.log_level = 'logbounds'; 
     
    2021phi_pdf.class = 'mDirich';         % random walk on coefficient phi 
    2122phi_pdf.rv    = RV({'phi','1_phi'});       % 2D random walk - frg is the first element 
    22 phi_pdf.k     = 0.01;              % width of the random walk 
     23phi_pdf.k     = 0.001;              % width of the random walk 
    2324phi_pdf.betac = [0.1 0.1];         % stabilizing elememnt of random walk 
    2425 
     
    3233E.class = 'PF'; 
    3334E.particle = p;                    % ARX is the analytical part 
    34 E.res_threshold = 0.90;             % resampling parameter 
    35 E.n = 100;                          % number of particles 
     35E.res_threshold = 0.0;             % resampling parameter 
     36E.n = 10;                          % number of particles 
    3637E.prior.class = 'eDirich';         % prior on non-linear part 
    3738E.prior.beta  = [2 1]; %  
    38 E.log_level = 'logbounds,logweights,logmeans'; 
     39E.log_level = 'logbounds,logweights,logmeans,logvars'; 
    3940E.name = 'MPF'; 
    4041 
    41 [M,Str]=estimator(DS,{E}); 
     42A2=A1; 
     43A2.class='ARX'; 
     44A2.frg=1.0; 
     45A2.name = 'MPFx'; 
     46 
     47[M,Str]=estimator(DS,{E,A2}); 
    4248 
    4349%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%