Mercurial > hg > ltpda
diff m-toolbox/classes/+utils/@math/loglikelihood_ssm_td.m @ 0:f0afece42f48
Import.
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 23 Nov 2011 19:22:13 +0100 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/m-toolbox/classes/+utils/@math/loglikelihood_ssm_td.m Wed Nov 23 19:22:13 2011 +0100 @@ -0,0 +1,68 @@ +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +% +% Compute log-likelihood in time domain for SSM objects +% +% INPUT +% +% - in, a vector of input signals aos +% - out, a vector of output data aos +% - parvals, a vector with parameters values +% - parnames, a cell array with parameters names +% - model, an ssm model +% - inNames, A cell-array of input port names corresponding to the +% different input AOs +% - outNames, A cell-array of output ports to return +% - Noise, a vector of noise aos +% - cutbefore, followed by the data samples to cut at the starting of the +% data series +% - cutafter, followed by the data samples to cut at the ending of the +% data series +% +% L Ferraioli 10-10-2010 +% +% $Id: loglikelihood_ssm_td.m,v 1.1 2011/03/15 16:19:20 miquel Exp $ +% +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +function loglk = loglikelihood_ssm_td(xp,in,out,parnames,model,inNames,outNames,Noise,varargin) +% xn,in,out,noise,model,params,inNames,outNames + cutbefore = []; + cutafter = []; + if ~isempty(varargin) + for j=1:length(varargin) + if strcmp(varargin{j},'cutbefore') + cutbefore = varargin{j+1}; + end + if strcmp(varargin{j},'cutafter') + cutafter = varargin{j+1}; + end + end + end + + xp = double(xp); + fs = out(1).fs; + + % set parameters in the model + evalm = model.setParameters(plist('names',parnames,'values',xp)); + evalm.keepParameters(); + evalm.modifyTimeStep(plist('newtimestep',1/fs)); + + %%% get expected outputs + plsym = plist('AOS VARIABLE NAMES',inNames,... + 'RETURN OUTPUTS',outNames,... + 'AOS',in); + eo = simulate(evalm,plsym); + +% %%% get expected noise +% plsym = plist('AOS VARIABLE NAMES',inNoiseNames,... +% 'RETURN OUTPUTS',outNames,... +% 'AOS',inNoise); +% eon = simulate(evalm,plsym); + + %%% get measurement noise + res = out-eo; + + loglk = utils.math.loglikehood_td(res,Noise,'cutbefore',cutbefore,'cutafter',cutafter); + + + +end \ No newline at end of file