bdm::ArxDS Class Reference

Generator of ARX data. More...

#include <datasources.h>

List of all members.

Public Member Functions

void getdata (vec &dt)
 Returns full vector of observed data=[output, input].
void getdata (vec &dt, const ivec &indices)
 Returns data records at indeces.
void write (vec &ut)
 Accepts action variable and schedule it for application.
void write (vec &ut, const ivec &indices)
 Accepts action variables at specific indeces.
void step ()
 Moves from $ t $ to $ t+1 $, i.e. perfroms the actions and reads response of the system.
 ArxDS ()
 Default constructor.
void set_parameters (const mat &Th0, const vec mu0, const chmat &sqR0)
 Set parameters of the internal model, H is maximum time delay.
void set_drv (RV &yrv, RV &urv, RV &rrv)
 Set.
void set_options (const string &s)
 set options from a string
virtual void log_add (logger &L)
 Register DS for logging into logger L.
virtual void logit (logger &L)
 Register DS for logging into logger L.
void from_setting (const Setting &set)
virtual RV _drv () const
 access function
const RV_urv () const
 access function
virtual void set_drv (const RV &drv, const RV &urv)
 set random rvariables
virtual string to_string ()
 This method returns a basic info about the current instance.
virtual void to_setting (Setting &set) const
 This method save all the instance properties into the Setting structure.
virtual void validate ()
 This method TODO.

Protected Attributes

RV Rrv
 Rv of the regressor.
vec H
 History, ordered as $[y_t, u_t, y_{t-1 }, u_{t-1}, \ldots]$.
vec U
 (future) input
vec rgr
 temporary variable for regressor
datalink rgrlnk
 data link: H -> rgr
mlnorm< chmatmodel
 model of Y - linear Gaussian
bool opt_L_theta
 options
int L_theta
 loggers
int L_R
int dt_size
int dtsize
int utsize
RV Drv
 Description of data returned by getdata().
RV Urv
 Description of data witten by by write().
int L_dt
 Remember its own index in Logger L.
int L_ut


Detailed Description

Generator of ARX data.

Member Function Documentation

void ArxDS::from_setting ( const Setting &  set  )  [virtual]

UI for ArxDS using factorized description!

The ArxDS is constructed from a structure with fields:

        system = {
                type = "ArxDS";
                // description of y variables
                y = {type="rv"; names=["y", "u"];};
                // description of u variable
                u = {type="rv"; names=[];}
                // description of regressor
                rgr = {type="rv";
                        names = ["y","y","y","u"];
                        times = [-1, -2, -3, -1];
                }

                // theta
                theta = [0.8, -0.3, 0.4, 1.0,
                                 0.0, 0.0, 0.0, 0.0];
                // offset (optional)
                offset = [0.0, 0.0];
                //variance
                r = [0.1, 0.0,
                         0.0, 1.0];
                //options: L_theta = log value of theta,
                opt = "L_theta";
        };

Result is ARX data source offering with full history as Drv.

Reimplemented from bdm::root.

References bdm::RV::_dsize(), bdm::UI::get(), set_drv(), set_options(), and set_parameters().


The documentation for this class was generated from the following files:

Generated on Wed Jul 1 13:05:57 2009 for mixpp by  doxygen 1.5.8