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mido (3 matches)

Ticket Summary Component Milestone Type Created
Description
#34 Sequential hypothesis testing with forgetting on likelihood values bdm core Jobcontrol task 08/19/09

Create an object that evaluates different BMs in parallel, and models an ARX process on their lls.

This acts as sequential hypotheses tester. This can be done very general - in fact the model on lls does not have to be ARX. Lets start with ARX.

Suggestion: create a new directory dmakers and file tools for that task

#35 factorized ARX model bdm core Jobcontrol task 08/19/09

create an estimator of the ARX model that is internally composed of other ARXs running in parallel.

This is to be done in the fasion of mixtools. There, the ARX is decomposed into univariate ARX and modeled independently. For that particular case, it is also possible to join the result back into multivariate form.

Operation required to be available for that object are:

  • use structure estimation from #12 for each model,
  • check is structure is valid - ?? MK question
  • check if the resulting structure can be simplified (some variables may become independent)
#40 Parameters consistency checking for a bdmroot offspring bdm core Design issues task 09/05/09

At the moment, the validity and compatibility of actual values of an instance parameters can be (sometimes) checked by class-specific "set_parameters" methods. Obviously, it will be helpful to find a general way for this operation. For instance, it will be useful in the UserInfo? framework - soon after the new instance is created.

At the same moment, the default values maintenance should be thinked over. Is it really best to store them as static constants included in the relevant class?! Anyway, it is still necessary to change source codes appropriately.

smidl (1 match)

Ticket Summary Component Milestone Type Created
Description
#11 Introduce AS-developped LQ control bdm core Replication of ACC merging experiment task 03/01/09

Code for LQ control is available, e.g. ftp://ftp.utia.cas.cz/pub/staff/bohm/lqtoolbox.zip

It should be straightforward to wrap as a class in BDM.

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