Ident Class Reference

#include <id.h>

Collaboration diagram for Ident:

Public Member Functions
	Ident (integer size, integer nout, ForgettingFactor *pf, const doublereal &ldl_init=LDL_INIT)
virtual	~Ident (void)
doublereal	dGetForgettingFactor (void) const
doublereal *	pdGetTheta (void)
void	UpdateTheta (const doublereal *pd)
doublereal *	pdGetErr (void)
void	Update (const doublereal *pphi, const doublereal *yy)

Protected Member Functions
void	SetForgettingFactor (const doublereal &kk)

Protected Attributes
integer	size
integer	nout
doublereal *	pdBase
doublereal **	ppdBase
doublereal *	ldl
doublereal **	vldl
doublereal *	z
doublereal **	vz
doublereal *	theta
doublereal **	vtheta
doublereal *	phi
doublereal *	y
doublereal *	err
ForgettingFactor *	pF
doublereal	k
doublereal	w

Detailed Description

Definition at line 44 of file id.h.

Constructor & Destructor Documentation

Ident::Ident	(	integer	size,
		integer	nout,
		ForgettingFactor *	pf,
		const doublereal &	ldl_init = LDL_INIT
	)

Definition at line 40 of file id.cc.

References ASSERT, err, ldl, nout, pdBase, phi, ppdBase, SAFENEWARR, size, theta, vldl, vtheta, vz, y, and z.

: size(size), nout(nout), pdBase(NULL), ppdBase(NULL),
ldl(NULL), vldl(NULL), z(0), vz(0), theta(NULL), vtheta(NULL),
phi(NULL), y(NULL), err(NULL), pF(pf), k(0.), w(0.)
{
   ASSERT(size > 0);
   ASSERT(nout > 0);
   
   integer i = size*size               // ldl
     +size*nout                        // z
     +size*nout                        // theta
     +size                             // phi
     +nout                             // y
     +nout;                            // err
     
   integer iv = size                   // vldl
     +nout                             // vz
     +nout;                            // vtheta

   SAFENEWARR(pdBase, doublereal, i);
   SAFENEWARR(ppdBase, doublereal*, iv);
   
   ldl = pdBase;
   z = ldl+size*size;
   theta = z+size*nout;
   phi = theta+size*nout;
   y = phi+size;
   err = y+nout;

   for (integer j = i; j-- > 0; ) {
      pdBase[j] = 0.;
   }

   vldl = ppdBase;
   vz = vldl+size;
   vtheta = vz+nout;

   for (integer j = size; j-- > 0; ) {
      vldl[j] = ldl+j*size;
      vldl[j][j] = ldl_init;
   }
   for (integer j = nout; j-- > 0; ) {
      vz[j] = z+j*size;
      vtheta[j] = theta+j*size;
   }   
}

Ident::~Ident ( void  )

virtual

Definition at line 89 of file id.cc.

References pdBase, pF, ppdBase, SAFEDELETE, and SAFEDELETEARR.

                  {
   SAFEDELETEARR(ppdBase);
   SAFEDELETEARR(pdBase);
   SAFEDELETE(pF);   
}

Member Function Documentation

doublereal Ident::dGetForgettingFactor

(

void

)

const

Definition at line 95 of file id.cc.

References k.

Referenced by IdentProcess::dGetForgettingFactor().

                                                 {
   return 1./(k*k);
}

doublereal * Ident::pdGetErr

(

void

)

Definition at line 133 of file id.cc.

References err.

Referenced by IdentARMAXProcess::Update().

                                {
   return err;
}

doublereal * Ident::pdGetTheta

(

void

)

Definition at line 115 of file id.cc.

References ldl, ldlsol(), nout, size, theta, and z.

Referenced by IdentARXProcess::GetTheta(), and IdentARMAXProcess::GetTheta().

                                  {
   // copia il termine noto z in theta (richiesto da ldlsol_())
   for (integer i = size*nout; i-- > 0; ) {
      theta[i] = z[i];
   }

   __FC_DECL__(ldlsol) (ldl, &size, theta, &size, &size, &nout);
   return theta;
}

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void Ident::SetForgettingFactor ( const doublereal &  kk )

protected

Definition at line 99 of file id.cc.

References k, nout, size, vldl, vz, and w.

Referenced by Update().

                                                    {
   k = kk;
   w *= kk;
   if (w > 1.e3) {
      for (integer i = size; i-- > 0; ) {       
         for (integer j = nout; j-- > 0; ) {
            vz[j][i] /= w;
         }
         vldl[i][i] *= w;
      }
      w = 1.;
   } else if (w < 1.e-20) {
      w = 1.e-20;
   }
}

void Ident::Update	(	const doublereal *	pphi,
		const doublereal *	yy
	)

Definition at line 137 of file id.cc.

References ForgettingFactor::dGet(), err, k, ldl, nout, pF, phi, SetForgettingFactor(), size, grad::sqrt(), uldlad(), ForgettingFactor::Update(), vtheta, y, and z.

Referenced by IdentARXProcess::Update(), and IdentARMAXProcess::Update().

                                                               {
   // calcolo l'errore
   for (integer j = nout; j-- > 0; ) {
      err[j] = yy[j];
      for (integer i = size; i-- > 0; ) {
         err[j] -= vtheta[j][i]*pphi[i];
      }
   }
   
   /* calcolo il nuovo forgetting factor */
   pF->Update(err);
   doublereal d = pF->dGet();
   SetForgettingFactor(k = 1./sqrt(d));

   for (integer i = size; i-- > 0; ) {
      phi[i] = pphi[i]*k;
   }
   for (integer j = nout; j-- > 0; ) {
      y[j] = yy[j]*k;
   }
   
   /* aggiorno la matrice fattorizzata */
   __FC_DECL__(uldlad) (ldl, &size, &size, phi, z, &size, &nout, y);
}

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void Ident::UpdateTheta

(

const doublereal *

pd

)

Definition at line 126 of file id.cc.

References nout, size, and theta.

{
   for (integer i = size*nout; i-- > 0; ) {
      theta[i] = pd[i];
   }
}

Member Data Documentation

doublereal* Ident::err

protected

Definition at line 63 of file id.h.

Referenced by Ident(), pdGetErr(), and Update().

doublereal Ident::k

protected

Definition at line 66 of file id.h.

Referenced by dGetForgettingFactor(), SetForgettingFactor(), and Update().

doublereal* Ident::ldl

protected

Definition at line 52 of file id.h.

Referenced by Ident(), pdGetTheta(), and Update().

integer Ident::nout

protected

Definition at line 47 of file id.h.

Referenced by Ident(), pdGetTheta(), SetForgettingFactor(), Update(), and UpdateTheta().

doublereal* Ident::pdBase

protected

Definition at line 49 of file id.h.

Referenced by Ident(), and ~Ident().

ForgettingFactor* Ident::pF

protected

Definition at line 65 of file id.h.

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

doublereal* Ident::phi

protected

Definition at line 61 of file id.h.

Referenced by Ident(), and Update().

doublereal** Ident::ppdBase

protected

Definition at line 50 of file id.h.

Referenced by Ident(), and ~Ident().

integer Ident::size

protected

Definition at line 46 of file id.h.

Referenced by Ident(), pdGetTheta(), SetForgettingFactor(), Update(), and UpdateTheta().

doublereal* Ident::theta

protected

Definition at line 58 of file id.h.

Referenced by Ident(), pdGetTheta(), and UpdateTheta().

doublereal** Ident::vldl

protected

Definition at line 53 of file id.h.

Referenced by Ident(), and SetForgettingFactor().

doublereal** Ident::vtheta

protected

Definition at line 59 of file id.h.

Referenced by Ident(), and Update().

doublereal** Ident::vz

protected

Definition at line 56 of file id.h.

Referenced by Ident(), and SetForgettingFactor().

doublereal Ident::w

protected

Definition at line 67 of file id.h.

Referenced by SetForgettingFactor().

doublereal* Ident::y

protected

Definition at line 62 of file id.h.

Referenced by Ident(), and Update().

doublereal* Ident::z

protected

Definition at line 55 of file id.h.

Referenced by Ident(), pdGetTheta(), and Update().

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

• id.h
• id.cc