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view m-toolbox/classes/+utils/@math/chisquare_ssm_td.m @ 46:ca0b8d4dcdb6 database-connection-manager
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author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Tue, 06 Dec 2011 19:07:27 +0100 |
parents | f0afece42f48 |
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % 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 % - 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: chisquare_ssm_td.m,v 1.1 2010/11/16 16:41:37 luigi Exp $ % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function chi2 = chisquare_ssm_td(xp,in,out,parnames,model,inNames,outNames,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 measurement noise res = out-eo; resy = res.y; if size(resy,2)>size(resy,1) resy = resy.'; end if ~isempty(cutbefore) resy(1:cutbefore) = []; end if ~isempty(cutafter) resy(end-cutafter:end) = []; end chi2 = resy'*resy; chi2 = chi2/(numel(resy)-numel(xp)); end