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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 18:04:34 +0100
parents f0afece42f48
children
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 % DOSIMULATE simulates a discrete ssm with given inputs
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Daniele Nicolodi <nicolodi@science.unitn.it>
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2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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3 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 % DESCRIPTION: DOSIMULATE simulates a discrete ssm with given inputs.
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5 %
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6 % CALL: [x, y, lastX] = doSimulate(SSini, Nsamples, A, Baos, Coutputs, Cstates, Daos, Bnoise, Dnoise, Bcst, Dcst, aos_vect, doTerminate, terminationCond, displayTime, timestep)
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7
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8 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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9 % INPUTS:
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10 %
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11 % OUTPUTS:
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12 %
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13 %
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14 % VERSION: $Id: doSimulate.m,v 1.8 2010/09/08 11:39:20 adrien Exp $
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15 %
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16 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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17
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Daniele Nicolodi <nicolodi@science.unitn.it>
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18 % TO DO: Check input aos for the timestep, tsdata, and ssm.timestep
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19 % options to be defined (NL case)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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20 % add check if one input mach no ssm input variable
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Daniele Nicolodi <nicolodi@science.unitn.it>
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21 % allow use of other LTPDA functions to generate white noise
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22
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23
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24 function [x, y, lastX] = doSimulate(SSini, Nsamples, A, Baos, Coutputs, Cstates, Daos, Bnoise, Dnoise, Bcst, Dcst, aos_vect, doTerminate, terminationCond, displayTime, timestep, forceComplete)
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25
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26 % We do a simple simulate if all these are satisfied:
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27 % 1) Bnoise is empty or all zeros
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28 % 2) Cstates is empty
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29 % 3) Dnoise is empty or all zeros
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Daniele Nicolodi <nicolodi@science.unitn.it>
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30 % 4) Bcst is empty or all zeros
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Daniele Nicolodi <nicolodi@science.unitn.it>
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31 % 5) Dcst is empty or all zeros
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Daniele Nicolodi <nicolodi@science.unitn.it>
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32 % 6) doTerminate is false
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33
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34 if (isempty(Bnoise) || all(all(Bnoise==0))) && ...
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35 isempty(Cstates) && ...
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36 (isempty(Dnoise) || all(all(Dnoise==0))) && ...
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37 (isempty(Bcst) || all(all(Bcst==0))) && ...
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38 (isempty(Dcst) || all(all(Dcst==0))) && ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
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39 ~doTerminate && ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
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40 ~forceComplete
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Daniele Nicolodi <nicolodi@science.unitn.it>
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41 % do a fast simulation
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Daniele Nicolodi <nicolodi@science.unitn.it>
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42 Nstates = numel(SSini);
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43
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44 if Nstates >= 100
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45 % except if Matlab is faster
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Daniele Nicolodi <nicolodi@science.unitn.it>
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46 [x,y,lastX] = doSimulateSimple(SSini, Nsamples, A, Baos, Coutputs, Daos, aos_vect);
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47 else
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48 try
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49 % call to the mex file
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50 x = [];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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51 [y,lastX] = ltpda_ssmsim(SSini, A.', Coutputs.', Cstates.', Baos.', Daos.', aos_vect);
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52 catch
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53 % backup if the mex-file is broken
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54 warning('Failed to run mex file ltpda_ssmsim');
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55 [x,y,lastX] = doSimulateSimple(SSini, Nsamples, A, Baos, Coutputs, Daos, aos_vect);
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56 end
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57 end
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58 else
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59 % the standard old script, more complete (DC and noise inputs)
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60 [x,y,lastX] = doSimulateComplete(SSini, Nsamples, A, Baos, Coutputs, Cstates, Daos, Bnoise, Dnoise, Bcst, Dcst, aos_vect, doTerminate, terminationCond, displayTime, timestep);
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61 end
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62
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63 end
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64
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65
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66 function [x,y,lastX] = doSimulateSimple(lastX, Nsamples, A, Baos, Coutputs, Daos, aos_vect)
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67
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68 disp('Running simulate simple...');
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69 % initializing fields
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70 x = [];
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71 y = zeros(size(Coutputs,1), Nsamples);
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72 lastX = A*lastX + Baos*aos_vect(:,1);
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73 % time for displaying remaining time
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74
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75 % simulation loop
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Daniele Nicolodi <nicolodi@science.unitn.it>
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76 for k = 1:Nsamples
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77 % computing and storing outputs
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78 y(:,k) = Coutputs*lastX + Daos*aos_vect(:,k);
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79 % computing and storing states
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80 lastX = A*lastX + Baos*aos_vect(:,k);
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81 end
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82
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83 end
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84
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85 function [x,y,lastX] = doSimulateComplete(lastX, Nsamples, A, Baos, Coutputs, Cstates, Daos, Bnoise, Dnoise, Bcst, Dcst, aos_vect, doTerminate, terminationCond, displayTime, timestep)
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86
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87 disp('Running simulate complete...');
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88
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89 %% converting to sparse matrices
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90 if numel(A)>0; if(sum(sum(A==0))/numel(A))>0.5; A = sparse(A); end, end
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91 if numel(Baos)>0; if(sum(sum(Baos==0))/numel(Baos))>0.5; Baos = sparse(Baos); end, end
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92 if numel(Coutputs)>0; if(sum(sum(Coutputs==0))/numel(Coutputs))>0.5; Coutputs = sparse(Coutputs); end, end
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93 if numel(Cstates)>0; if(sum(sum(Cstates==0))/numel(Cstates))>0.5; Cstates = sparse(Cstates); end, end
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94 if numel(Daos)>0; if(sum(sum(Daos==0))/numel(Daos))>0.5; Daos = sparse(Daos); end, end
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95 if numel(Bnoise)>0; if(sum(sum(Bnoise==0))/numel(Bnoise))>0.5; Bnoise = sparse(Bnoise); end, end
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96 if numel(Dnoise)>0; if(sum(sum(Dnoise==0))/numel(Dnoise))>0.5; Dnoise = sparse(Dnoise); end, end
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97 if numel(Bcst)>0; if(sum(sum(Bcst==0))/numel(Bcst))>0.5; Bcst = sparse(Bcst); end, end
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98 if numel(Dcst)>0; if(sum(sum(Dcst==0))/numel(Dcst))>0.5; Dcst = sparse(Dcst); end, end
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99
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100 %% initializing fields
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101 x = zeros(size(Cstates,1), Nsamples);
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102 y = zeros(size(Coutputs,1), Nsamples);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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103 Nnoise = size(Bnoise,2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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104 BLOCK_SIZE = min( [ floor(1e6/(size(Baos,2) + size(Baos,1) + size(Bnoise,2) + 1)) , Nsamples]);
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105 noise_array = randn(Nnoise, BLOCK_SIZE);
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106 lastX = A*lastX + Bcst + Bnoise*noise_array(:,1) + Baos*aos_vect(:,1);
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107 % time for displaying remaining time
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108 time1=time;
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109
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110 %% simulation loop
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111 for k = 1:Nsamples
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112 %% writing white noise and displaying time
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113 if rem(k,BLOCK_SIZE)==0
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114 noise_array = randn(Nnoise, BLOCK_SIZE);
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115 if displayTime
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116 display( [' simulation time : ',num2str(k*timestep) ]);
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117 time2 = time;
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118 tloop = floor(time2.utc_epoch_milli-time1.utc_epoch_milli)/1000;
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119 display( ['remaining computing time : ',num2str(tloop*(Nsamples-k+1)/k), 's' ]);
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120 end
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121 end
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122
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123 %% evaluating differences
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124 knoise = rem(k,BLOCK_SIZE-1)+1;
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125
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126 %% computing and storing outputs
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127 y(:,k) = Coutputs*lastX + Dcst + Dnoise*noise_array(:,knoise) + Daos*aos_vect(:,k);
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128
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129 %% computing and storing states
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130 x(:,k) = Cstates*lastX;
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131 lastX = A*lastX + Bcst + Bnoise*noise_array(:,knoise) + Baos*aos_vect(:,k);
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132
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133 %% checking possible termination condition
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134 if doTerminate
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135 if eval(terminationCond)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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136 x = x(:,1:k);
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137 y = y(:,1:k);
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138 break;
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139 end
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140 end
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141
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142 end
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143
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144 end
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145