Changeset 971 for applications/bdmtoolbox

Timestamp:

05/23/10 11:40:14 (14 years ago)

Author:

smidl

Message:

New MPF

Files:

• applications/bdmtoolbox/sandbox/mpf_arx_3.m (modified) (3 diffs)

applications/bdmtoolbox/sandbox/mpf_arx_3.m

@@ +1 @@
+clear all;
 x = RV('x',2);
 y = RV('y',2);
@@ -6 +7 @@
 g.dimc = 2;
 g.function = 'test_function';
+
+g.class = 'linfn';
+g.A     = eye(2);
+g.B     = [1;0];
 
 h.class = 'linfn';
@@ -33 +38 @@
 %%%%% Estimator
 A.class = 'ARX';
-A.rv = y;
+A.yrv = RV('vw',4);
 A.rgr = RV({});
-A.rv_param = RV('R',4);
-A.dimx=2;
+A.dimx=4;
 A.constant = 0;
 A.frg=0.99;
 
-A2=A;
-A2.rv_param = RV('Q',4);
-A2.rv=x;
+M.class = 'NoiseParticle';
+M.g = g;
+M.h = h;
+M.rvx = x;
+M.rvxc = RVtimes(x,-1);
+M.rvyc = x;
+M.bm = A;
 
-E.class = 'MPF_ARXg';
-E.g = g;
-E.h = h;
-E.rvc = x;
-E.arxo = A;
-E.arxp = A2;
-E.prior.class = 'enorm<ldmat>';
-E.prior.mu = [0.2;0.3];
-E.prior.R = 0.1*eye(2);
-E.n = 100;
-E.res_threshold = 1.0;
+PF.class='PF';
+PF.particle = M;
+PF.n = 100;
+PF.res_threshold = 1.0;
+PF.prior.class = 'enorm<ldmat>';
+PF.prior.mu = [0.2;0.3];
+PF.prior.R = 0.1*eye(2);
 
 
 exper.ndat = 2000;
-M = estimator(DS,{E},exper);
+O = estimator(DS,{PF},exper);
 %%%%%% ARX estimator conditioned on frg