bdm::ArxDS Class Reference

Generator of ARX data. More...


Detailed Description

Generator of ARX data.

#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 (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 int max_length ()
 Returns maximum number of provided data, by default it is set to maximum allowed length, shorter DS should overload this method! See, MemDS.max_length().
virtual const RV_drv () const
 access function
const RV_urv () const
 access function
const RV_yrv () const
 access function
virtual void set_drv (const RV &yrv, const RV &urv)
 set random variables
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
 size of data returned by getdata()
int utsize
 size of data
int ytsize
 size of output
RV Drv
 Description of data returned by getdata().
RV Urv
 Description of data witten by by write().
RV Yrv
 Description of output data.
int L_dt
 Remember its own index in Logger L.
int L_ut

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().


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

Generated on Tue Sep 15 23:42:48 2009 for mixpp by  doxygen 1.6.1