Changeset 964 for applications/bdmtoolbox

Timestamp:

05/21/10 00:44:04 (14 years ago)

Author:

smidl

Message:

Corrections in ARX and PF

Location:

applications/bdmtoolbox/tutorial/userguide

Files:

• arx_basic_example.m (modified) (1 diff)
• frg_estim.m (modified) (3 diffs)

applications/bdmtoolbox/tutorial/userguide/arx_basic_example.m

@@ -10 +10 @@
 
 A1.class = 'ARX';
-A1.rv = y;
+A1.yrv = y;
 A1.rgr = RVtimes([y,u],[-3,-1]) ; % correct structure is {y,y}
 A1.log_level = 'logbounds,logevidence';

applications/bdmtoolbox/tutorial/userguide/frg_estim.m

@@ -10 +10 @@
 
 A1.class = 'ARXfrg';
-A1.rv = y;
+A1.yrv = y;
+A1.rv = RV({'theta','r'},[3,1]);
 A1.rgr = RVtimes([y,u],[-3,-1]) ; 
 A1.log_level = 'logbounds';
@@ -20 +21 @@
 phi_pdf.class = 'mDirich';         % random walk on coefficient phi
 phi_pdf.rv    = RV({'phi','1_phi'});       % 2D random walk - frg is the first element
-phi_pdf.k     = 0.01;              % width of the random walk
+phi_pdf.k     = 0.001;              % width of the random walk
 phi_pdf.betac = [0.1 0.1];         % stabilizing elememnt of random walk
 
@@ -32 +33 @@
 E.class = 'PF';
 E.particle = p;                    % ARX is the analytical part
-E.res_threshold = 0.90;             % resampling parameter
-E.n = 100;                          % number of particles
+E.res_threshold = 0.0;             % resampling parameter
+E.n = 10;                          % number of particles
 E.prior.class = 'eDirich';         % prior on non-linear part
 E.prior.beta  = [2 1]; % 
-E.log_level = 'logbounds,logweights,logmeans';
+E.log_level = 'logbounds,logweights,logmeans,logvars';
 E.name = 'MPF';
 
-[M,Str]=estimator(DS,{E});
+A2=A1;
+A2.class='ARX';
+A2.frg=1.0;
+A2.name = 'MPFx';
+
+[M,Str]=estimator(DS,{E,A2});
 
 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%