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 to , 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 (const RV &yrv, const RV &urv, const 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 .
vec	U
	(future) input
vec	rgr
	temporary variable for regressor
datalink	rgrlnk
	data link: H -> rgr
mlnorm< chmat >	model
	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

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Detailed Description

Generator of ARX data.

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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::UI::get(), set_drv(), set_options(), and set_parameters().

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

• datasources.h
• datasources.cpp