bdm::ArxDS Class Reference

Generator of ARX data. More...

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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 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 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 .
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
	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

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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