//Data generating system system = { class = "ArxDS"; y = {class="RV"; names= ( "y", "u" ); }; u = {class="RV"; names=(); }; rgr = {class="RV"; names = ( "y","y","y","u" ); times = [-1, -2, -3, -1]; }; //AR parameters theta = ( 2,4,[0.8, -0.3, 0.4, 1.0, 0.0, 0.0, 0.0, 0.0] ); // offset offset = [0.0, 0.0]; //variance r = ( 2,2,[0.1, 0.0, 0.0, 1.0] ); // log also theta opt="L_theta"; }; //store results logger = { class= "dirfilelog"; dirname = "exp/arx_ui"; maxlen = 1000; // }; //estimation estimator = { class = "ARX"; y = {class="RV"; names= ( "y" ); }; rgr = {class="RV"; names = ( "y","y","y","u" ); times = [-1, -2, -3, -1]; }; //optional fields dV0 = [1e-3, 1e-5, 1e-5, 1e-5, 1e-5]; //default: 1e-3 for y, 1e-5 for rgr nu0 = 8.; //default: rgrlen + 2 frg = 1.0; // forgetting, default frg=1.0 }; //experiment description experiment: { ndat = 9000; };