+
−%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
−%
+
−% 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