DynamicForgettingFactor Class Reference

#include <forgfact.h>

Inheritance diagram for DynamicForgettingFactor:

Collaboration diagram for DynamicForgettingFactor:

Public Member Functions
	DynamicForgettingFactor (integer n1, integer n2, integer i, doublereal r, doublereal f, doublereal kr, doublereal kl)
	~DynamicForgettingFactor (void)
void	Update (const doublereal *pErr=NULL)
doublereal	dGet (void) const
Public Member Functions inherited from ForgettingFactor
	ForgettingFactor (integer i)
virtual	~ForgettingFactor (void)

Protected Attributes
integer	N1
integer	N2
doublereal	dRho
doublereal	dFact
doublereal	dkRef
doublereal	dkLim
doublereal	dk
doublereal *	pdErrM
doublereal *	pdErrS
integer	iRef1
integer	iRef2
doublereal	dErr1M
doublereal	dErr1S
doublereal	dErr2M
doublereal	dErr2S
Protected Attributes inherited from ForgettingFactor
integer	iNumErr

Detailed Description

Definition at line 76 of file forgfact.h.

Constructor & Destructor Documentation

DynamicForgettingFactor::DynamicForgettingFactor	(	integer	n1,
		integer	n2,
		integer	i,
		doublereal	r,
		doublereal	f,
		doublereal	kr,
		doublereal	kl
	)

Definition at line 71 of file forgfact.cc.

References ASSERT, dFact, dkLim, dkRef, dRho, N1, N2, pdErrM, pdErrS, and SAFENEWARR.

: ForgettingFactor(i), 
N1(n1), N2(n2), dRho(r), dFact(f), dkRef(kr), dkLim(kl),
dk(kr), pdErrM(NULL), pdErrS(NULL), iRef1(n1-1), iRef2(n1-n2-1),
dErr1M(0.), dErr1S(0.), dErr2M(0.), dErr2S(0.) {
   ASSERT(N1 > 0);
   ASSERT(N2 > 0);
   ASSERT(N2 < N1);
   ASSERT(dRho > 0. && dRho < 1.);
   ASSERT(dFact > 0. && dFact < 1.);
   ASSERT(dkRef > 0. && dkRef < 1.);
   ASSERT(dkLim > dkRef && dkLim <= 1.);
   
   SAFENEWARR(pdErrM, doublereal, 2*N1);
   
   pdErrS = pdErrM+N1;
   for (integer i = 0; i < 2*N1; i++) {
      pdErrM[i] = 0.;
   }    
}

DynamicForgettingFactor::~DynamicForgettingFactor

(

void

)

Definition at line 98 of file forgfact.cc.

References pdErrM, and SAFEDELETEARR.

                                                      {
   /* pdErr must be non-null */
   SAFEDELETEARR(pdErrM);
}

Member Function Documentation

doublereal DynamicForgettingFactor::dGet ( void  ) const

inlinevirtual

Implements ForgettingFactor.

Definition at line 109 of file forgfact.h.

References dk.

{
   return dk;
}

void DynamicForgettingFactor::Update ( const doublereal *  pErr = NULL )

virtual

Implements ForgettingFactor.

Definition at line 103 of file forgfact.cc.

References dErr1M, dErr1S, dErr2M, dErr2S, dFact, dk, dkLim, dkRef, dRho, dS, grad::fabs(), ForgettingFactor::iNumErr, iRef1, iRef2, N1, N2, pdErrM, pdErrS, and grad::pow().

                                                           {
   /* setta i riferimenti */
   if (++iRef1 == N1) {
      iRef1 = 0;
   }
   if (++iRef2 == N1) {
      iRef2 = 0;
   }
   
   /* calcola la media e la norma dell'errore */
   doublereal dM = 0.;
   doublereal dS = 0.;
   for (integer i = iNumErr; i--;) {
      dS += pErr[i]*pErr[i];
      dM += pErr[i];
   }
   
   /* somma agli errori la norma dell'errore corrente, poi sottrae
    * l'errore al limite posteriore delle rispettive finestre */
   dErr1M += dM;
   dErr1M -= pdErrM[iRef1];
   dErr1S += dS;
   dErr1S -= pdErrS[iRef1];
   
   dErr2M += dM;
   dErr2M -= pdErrM[iRef2];
   dErr2S += dS;
   dErr2S -= pdErrS[iRef2];
   
   /* aggiorna il limite superiore della finestra "lunga" */
   pdErrM[iRef1] = dM;
   pdErrS[iRef1] = dS;
   
   /* differenza tra la varianza dell'errore "corto"
    * rispetto a quello "lungo" */
   doublereal r = (dErr1S/N1-pow(dErr1M/N1,2));
   if (fabs(r) < 1.e-6) {
      return;
   }
   r = 1.-(dErr2S/N2-pow(dErr2M/N2,2))/r;        
   
   /* se viene superato il limite, il forgetting factor scatta al valore 
    * minimo (massima dimenticanza) */
   if (fabs(r) > dFact) {
      dk = dkRef;
   } else {
      
      /* il forgetting factor viene fatto variare con una sua dinamica */
      dk = dRho*dk+(1-dRho)*dkLim;
   }
}

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Member Data Documentation

doublereal DynamicForgettingFactor::dErr1M

protected

Definition at line 93 of file forgfact.h.

Referenced by Update().

doublereal DynamicForgettingFactor::dErr1S

protected

Definition at line 94 of file forgfact.h.

Referenced by Update().

doublereal DynamicForgettingFactor::dErr2M

protected

Definition at line 95 of file forgfact.h.

Referenced by Update().

doublereal DynamicForgettingFactor::dErr2S

protected

Definition at line 96 of file forgfact.h.

Referenced by Update().

doublereal DynamicForgettingFactor::dFact

protected

Definition at line 82 of file forgfact.h.

Referenced by DynamicForgettingFactor(), and Update().

doublereal DynamicForgettingFactor::dk

protected

Definition at line 86 of file forgfact.h.

Referenced by dGet(), and Update().

doublereal DynamicForgettingFactor::dkLim

protected

Definition at line 84 of file forgfact.h.

Referenced by DynamicForgettingFactor(), and Update().

doublereal DynamicForgettingFactor::dkRef

protected

Definition at line 83 of file forgfact.h.

Referenced by DynamicForgettingFactor(), and Update().

doublereal DynamicForgettingFactor::dRho

protected

Definition at line 81 of file forgfact.h.

Referenced by DynamicForgettingFactor(), and Update().

integer DynamicForgettingFactor::iRef1

protected

Definition at line 90 of file forgfact.h.

Referenced by Update().

integer DynamicForgettingFactor::iRef2

protected

Definition at line 91 of file forgfact.h.

Referenced by Update().

integer DynamicForgettingFactor::N1

protected

Definition at line 78 of file forgfact.h.

Referenced by DynamicForgettingFactor(), and Update().

integer DynamicForgettingFactor::N2

protected

Definition at line 79 of file forgfact.h.

Referenced by DynamicForgettingFactor(), and Update().

doublereal* DynamicForgettingFactor::pdErrM

protected

Definition at line 88 of file forgfact.h.

Referenced by DynamicForgettingFactor(), Update(), and ~DynamicForgettingFactor().

doublereal* DynamicForgettingFactor::pdErrS

protected

Definition at line 89 of file forgfact.h.

Referenced by DynamicForgettingFactor(), and Update().

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The documentation for this class was generated from the following files:

• forgfact.h
• forgfact.cc