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view m-toolbox/classes/+utils/@math/loglikelihood_ssm_td.m @ 0:f0afece42f48
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author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 23 Nov 2011 19:22:13 +0100 |
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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 % - 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