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annotate m-toolbox/test/test_ao_mcmc_td.m @ 24:056f8e1e995e database-connection-manager

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100 (2011-12-05)
parents f0afece42f48
children
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rev   line source
0
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
2 % Test loglikehood_ssm_td
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
3 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
4 % Test with an harmonic hoscillator and simplex parameters search
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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5 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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6 % L Ferraioli 11-10-2010
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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7 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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8 % $Id: test_ao_mcmc_td.m,v 1.1 2010/11/26 13:52:21 luigi Exp $
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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9 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
10 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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11 %% set parameters
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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12
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
13 m = 2; % kg
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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14 k = 0.1; % kg s^-2
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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15 damp = 0.05; % kg s^-1
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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16
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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17 fAmp = 3;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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18 NAmp = 1;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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19 fs = 1;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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20
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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21 cutbefore = 100*fs;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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22 cutafter = 500*fs;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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23
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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24 f = logspace(-5+log10(fs),log10(fs/2),300);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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25
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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26 %% Load model
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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27
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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28 sys = ssm(plist('built-in', 'HARMONIC_OSC_1D', 'SYMBOLIC PARAMS',{'M', 'K', 'VBETA'}));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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29 sys = sys.setParameters(plist('names',{'M', 'K', 'VBETA'},'values',[m k damp]));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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30 sys.keepParameters();
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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31 sys.modifyTimeStep(plist('newtimestep',1/fs));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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32
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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33 pl = plist('inputs', 'COMMAND.Force', 'HARMONIC_OSC_1D.outputs', 'Position', 'f', f);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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34 h = bode(sys,pl);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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35
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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36 iplot(h)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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37
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
38 %% input force and readout noise
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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39
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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40 % input force
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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41 fc = ao(plist('waveform','sine wave','A',fAmp,'f',1e-1,'phi',0,'toff',cutbefore/fs,'nsecs',6e2,'fs',fs));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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42 in = zeropad(fc,plist('Position','post','N',cutafter));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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43
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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44
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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45 rn = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', in.nsecs));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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46 rn = rn.*NAmp;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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47
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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48
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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49
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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50 %% Simulate the system
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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51
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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52
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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53 plsym = plist('AOS VARIABLE NAMES',{'COMMAND.Force','noise.readout'},...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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54 'RETURN OUTPUTS','HARMONIC_OSC_1D.position',...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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55 'AOS',[in,rn]);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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56 out = simulate(sys,plsym);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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57
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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58 iplot(out)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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59
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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60
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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61 %% test parameters search with simplex only
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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62
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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63
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
64 mod = ssm(plist('built-in', 'HARMONIC_OSC_1D',...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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65 'SYMBOLIC PARAMS',{'M', 'K', 'VBETA'}));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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66 inNames = {'COMMAND.Force'};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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67 outNames = {'HARMONIC_OSC_1D.position'};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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68 inNoise = rn;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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69 parnames = {'M', 'K', 'VBETA'};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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70
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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71
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
72 % x0 = xp2;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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73 x0 = [2.5 0.08 0.1];
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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74
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
75 % loglk =
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
76 % loglikehood_ssm_td(xp,in,out,parnames,model,inNames,outNames,varargin)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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77
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
78 xp = fminsearch(@(x)utils.math.loglikehood_ssm_td(x,in,out,parnames,mod,inNames,outNames,inNoise,'cutbefore',cutbefore,'cutafter',cutafter),x0,optimset('Display','iter'));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
79
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
80
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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81 sys = copy(mod,1);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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82 sys = sys.setParameters(plist('names',{'M', 'K', 'VBETA'},'values',xp));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
83 sys.keepParameters();
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
84 sys.modifyTimeStep(plist('newtimestep',1/fs));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
85
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
86 plsym = plist('AOS VARIABLE NAMES',{'COMMAND.Force'},...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
87 'RETURN OUTPUTS','HARMONIC_OSC_1D.position',...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
88 'AOS',[in]);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
89 outfit = simulate(sys,plsym);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
90
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
91 iplot(out,outfit)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
92 iplot(out-outfit)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
93 iplot(out-outfit-rn)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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94
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
95 %% Optimal covariance (taken from smodel)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
96
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
97 smod = smodel('1./(M.*((2.*i.*pi.*f).^2)+VBETA.*(2.*i.*pi.*f)+K)');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
98 smod.setParams({'M','VBETA','K'},{m,k,damp});
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
99 %smod.setParams({'M','VBETA','K'},{2.5, 0.08, 0.1});
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
100 smod.setXvar('f');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
101 smod.setXvals(f);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
102 smod.setYunits('kg^-1 s^-2');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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103
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
104 % get derivatives
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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105 dsmod_M = diff(smod,plist('var','M'));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
106 dsmod_K = diff(smod,plist('var','K'));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
107 dsmod_VBETA = diff(smod,plist('var','VBETA'));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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108
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
109 % eval first order term
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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110 eM = fftfilt(in,dsmod_M);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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111 eK = fftfilt(in,dsmod_K);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
112 eVBETA = fftfilt(in,dsmod_VBETA);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
113
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
114 % information matrix
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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115 bm = [eM.y eK.y eVBETA.y];
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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116 Im = bm'*bm;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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117
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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118 % covariance matrix
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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119 Cm = inv(Im);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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120
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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121 %% test mcmc_td
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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122
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
123 mod = ssm(plist('built-in', 'HARMONIC_OSC_1D',...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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124 'SYMBOLIC PARAMS',{'M', 'K', 'VBETA'}));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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125 inNames = {'COMMAND.Force'};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
126 outNames = {'HARMONIC_OSC_1D.position'};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
127 inNoise = rn;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
128 outNoiseNames = {'HARMONIC_OSC_1D.position'};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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129 parnames = {'M', 'K', 'VBETA'};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
130
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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131 % c = (1/sqrt(9))^2;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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132 c=0.8;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
133
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
134 ranges = {[1 3],[0 2],[0 1]};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
135
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
136 x0 = [2.5 0.08 0.1];
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
137
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
138
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
139
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
140 pl = plist('N',6000,...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
141 'Input',in,...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
142 'cov',c*Cm,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
143 'range',ranges,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
144 'parnames',parnames,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
145 'noise',inNoise,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
146 'model',mod,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
147 'inNames',inNames,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
148 'outNames',outNames,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
149 'search',true,...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
150 'Tc',[2000 4000],...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
151 'heat',4,...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
152 'jumps',[2e0 1e2 1e3 1e4],...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
153 'x0',x0,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
154 'simplex',true,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
155 'plot',[1 2 3],...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
156 'debug',true);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
157
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
158 % metropolis(measurement,noise,model,plist)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
159 b = mcmc_td(out,pl);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
160 % save(b,'stoc6_mcmc_all_9p_23061300_ssm.mat');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
161
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
162