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annotate m-toolbox/classes/+utils/@math/chisquare_ssm_td.m @ 52:daf4eab1a51e database-connection-manager tip

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Fix. Default password should be [] not an empty string
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 07 Dec 2011 17:29:47 +0100
parents f0afece42f48
children
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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2 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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3 % Compute log-likelihood in time domain for SSM objects
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 % INPUT
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6 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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7 % - in, a vector of input signals aos
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8 % - out, a vector of output data aos
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Daniele Nicolodi <nicolodi@science.unitn.it>
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9 % - parvals, a vector with parameters values
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Daniele Nicolodi <nicolodi@science.unitn.it>
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10 % - parnames, a cell array with parameters names
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Daniele Nicolodi <nicolodi@science.unitn.it>
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11 % - model, an ssm model
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12 % - inNames, A cell-array of input port names corresponding to the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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13 % different input AOs
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Daniele Nicolodi <nicolodi@science.unitn.it>
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14 % - outNames, A cell-array of output ports to return
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Daniele Nicolodi <nicolodi@science.unitn.it>
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15 % - cutbefore, followed by the data samples to cut at the starting of the
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16 % data series
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Daniele Nicolodi <nicolodi@science.unitn.it>
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17 % - cutafter, followed by the data samples to cut at the ending of the
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18 % data series
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19 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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20 % L Ferraioli 10-10-2010
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21 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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22 % $Id: chisquare_ssm_td.m,v 1.1 2010/11/16 16:41:37 luigi Exp $
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23 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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24 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
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25 function chi2 = chisquare_ssm_td(xp,in,out,parnames,model,inNames,outNames,varargin)
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26 % xn,in,out,noise,model,params,inNames,outNames
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Daniele Nicolodi <nicolodi@science.unitn.it>
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27 cutbefore = [];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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28 cutafter = [];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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29 if ~isempty(varargin)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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30 for j=1:length(varargin)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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31 if strcmp(varargin{j},'cutbefore')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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32 cutbefore = varargin{j+1};
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33 end
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34 if strcmp(varargin{j},'cutafter')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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35 cutafter = varargin{j+1};
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Daniele Nicolodi <nicolodi@science.unitn.it>
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36 end
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37 end
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38 end
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39
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Daniele Nicolodi <nicolodi@science.unitn.it>
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40 xp = double(xp);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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41 fs = out(1).fs;
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42
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Daniele Nicolodi <nicolodi@science.unitn.it>
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43 % set parameters in the model
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Daniele Nicolodi <nicolodi@science.unitn.it>
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44 evalm = model.setParameters(plist('names',parnames,'values',xp));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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45 evalm.keepParameters();
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Daniele Nicolodi <nicolodi@science.unitn.it>
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46 evalm.modifyTimeStep(plist('newtimestep',1/fs));
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47
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48 %%% get expected outputs
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Daniele Nicolodi <nicolodi@science.unitn.it>
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49 plsym = plist('AOS VARIABLE NAMES',inNames,...
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Daniele Nicolodi <nicolodi@science.unitn.it>
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50 'RETURN OUTPUTS',outNames,...
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Daniele Nicolodi <nicolodi@science.unitn.it>
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51 'AOS',in);
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52 eo = simulate(evalm,plsym);
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53
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54 %%% get measurement noise
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Daniele Nicolodi <nicolodi@science.unitn.it>
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55 res = out-eo;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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56 resy = res.y;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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57 if size(resy,2)>size(resy,1)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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58 resy = resy.';
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Daniele Nicolodi <nicolodi@science.unitn.it>
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59 end
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60
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61 if ~isempty(cutbefore)
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62 resy(1:cutbefore) = [];
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63 end
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64 if ~isempty(cutafter)
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65 resy(end-cutafter:end) = [];
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66 end
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67
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Daniele Nicolodi <nicolodi@science.unitn.it>
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68 chi2 = resy'*resy;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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69 chi2 = chi2/(numel(resy)-numel(xp));
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70
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71
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72
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73
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74 end