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self.assertEqual(len(A.parameters), len(B.parameters))
if not isinstance(A, CachedModel) and not isinstance(B, CachedModel):
self.assertEqual(len(A.equations), len(B.equations))
self.assertEqual(len(A.initial_equations), len(B.initial_equations))
for f_name in ['dae_residual', 'initial_residual', 'variable_metadata']:
this = getattr(A, f_name + '_function')
that = getattr(B, f_name + '_function')
np.random.seed(0)
args_in = []
for i in range(this.n_in()):
sp = this.sparsity_in(0)
r = ca.DM(sp, np.random.random(sp.nnz()))
args_in.append(r)
this_out = this.call(args_in)
that_out = that.call(args_in)
# N.B. Here we require that the order of the equations in the two models is identical.
for i, (a, b) in enumerate(zip(this_out, that_out)):
for j in range(a.size1()):
for k in range(a.size2()):
if a[j, k].is_regular() or b[j, k].is_regular():
test = float(ca.norm_2(ca.vec(a[j, k] - b[j, k]))) <= tol
if not test:
print(j)
print(k)
print(a[j,k])
print(b[j,k])
and where phi is defined by
y[0] = x[0]
y[1] = x[1]
y[2] = x[2]
y[3] = x[3]
''')
report.write("\n**Test results:**\n\n.. code-block:: python")
report.write("\n\n repetitions = " + str(repetitions))
# report.write("\n sigma = " + str(sigma))
report.write("\n\n p_true = " + str(ca.DM(p_true)))
report.write("\n\n p_mean = " + str(ca.DM(p_mean)))
report.write("\n phat_last_exp = " + \
str(ca.DM(pe_test.estimated_parameters)))
report.write("\n\n p_sd = " + str(ca.DM(p_std)))
report.write("\n sd_from_covmat = " \
+ str(ca.diag(ca.sqrt(pe_test.covariance_matrix))))
report.write("\n beta = " + str(pe_test.beta))
report.write("\n\n delta_abs_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix)))))
report.write("\n delta_rel_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix))) / ca.DM(p_std)) \
+ "\n")
report.close()
y[0] = x[0]
y[1] = x[1]
y[2] = x[2]
y[3] = x[3]
''')
report.write("\n**Test results:**\n\n.. code-block:: python")
report.write("\n\n repetitions = " + str(repetitions))
# report.write("\n sigma = " + str(sigma))
report.write("\n\n p_true = " + str(ca.DM(p_true)))
report.write("\n\n p_mean = " + str(ca.DM(p_mean)))
report.write("\n phat_last_exp = " + \
str(ca.DM(pe_test.estimated_parameters)))
report.write("\n\n p_sd = " + str(ca.DM(p_std)))
report.write("\n sd_from_covmat = " \
+ str(ca.diag(ca.sqrt(pe_test.covariance_matrix))))
report.write("\n beta = " + str(pe_test.beta))
report.write("\n\n delta_abs_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix)))))
report.write("\n delta_rel_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix))) / ca.DM(p_std)) \
+ "\n")
report.close()
try:
import casadi as ca
import pylab as pl
import casiopeia as cp
import os
N = 1000
fs = 610.1
p_true = ca.DM([5.625e-6,2.3e-4,1,4.69])
p_guess = ca.DM([5,3,1,5])
scale = ca.vertcat([1e-6,1e-4,1,1])
x = ca.MX.sym("x", 2)
u = ca.MX.sym("u", 1)
p = ca.MX.sym("p", 4)
f = ca.vertcat(
x[1], \
(u - scale[3] * p[3] * x[0]**3 - scale[2] * p[2] * x[0] - \
scale[1] * p[1] * x[1]) / (scale[0] * p[0]), \
)
phi = x
system = cp.system.System(x = x, u = u, p = p, f = f, phi = phi)
p_std.append(pl.std([k[j] for k in p_test], ddof = 0))
pe_test.compute_covariance_matrix()
# Generate report
print("\np_mean = " + str(ca.DM(p_mean)))
print("phat_last_exp = " + str(ca.DM(pe_test.estimated_parameters)))
print("\np_sd = " + str(ca.DM(p_std)))
print("sd_from_covmat = " + str(ca.diag(ca.sqrt(pe_test.covariance_matrix))))
print("beta = " + str(pe_test.beta))
print("\ndelta_abs_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix)))))
print("delta_rel_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix))) / ca.DM(p_std)))
fname = os.path.basename(__file__)[:-3] + ".rst"
report = open(fname, "w")
report.write( \
'''Concept test: covariance matrix computation
===========================================
Simulate system. Then: add gaussian noise N~(0, sigma^2), estimate,
store estimated parameter, repeat.
.. code-block:: python
y_randn = sim_true.simulation_results + sigma * \n
(x[2]-x[0])))
and where phi is defined by
y[0] = x[0]
y[1] = x[1]
y[2] = x[2]
y[3] = x[3]
''')
report.write("\n**Test results:**\n\n.. code-block:: python")
report.write("\n\n repetitions = " + str(repetitions))
# report.write("\n sigma = " + str(sigma))
report.write("\n\n p_true = " + str(ca.DM(p_true)))
report.write("\n\n p_mean = " + str(ca.DM(p_mean)))
report.write("\n phat_last_exp = " + \
str(ca.DM(pe_test.estimated_parameters)))
report.write("\n\n p_sd = " + str(ca.DM(p_std)))
report.write("\n sd_from_covmat = " \
+ str(ca.diag(ca.sqrt(pe_test.covariance_matrix))))
report.write("\n beta = " + str(pe_test.beta))
report.write("\n\n delta_abs_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix)))))
report.write("\n delta_rel_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix))) / ca.DM(p_std)) \
+ "\n")
report.close()
pe_test.compute_covariance_matrix()
pe_test.print_estimation_results()
# Generate report
print("\np_mean = " + str(ca.DM(p_mean)))
print("phat_last_exp = " + str(ca.DM(pe_test.estimated_parameters)))
print("\np_sd = " + str(ca.DM(p_std)))
print("sd_from_covmat = " + str(ca.diag(ca.sqrt(pe_test.covariance_matrix))))
print("beta = " + str(pe_test.beta))
print("\ndelta_abs_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix)))))
print("delta_rel_sd = " + str(ca.fabs(ca.DM(p_std) - \
ca.diag(ca.sqrt(pe_test.covariance_matrix))) / ca.DM(p_std)))
fname = os.path.basename(__file__)[:-3] + ".rst"
report = open(fname, "w")
report.write( \
'''Concept test: covariance matrix computation
===========================================
Simulate system. Then: add gaussian noise N~(0, sigma^2), estimate,
store estimated parameter, repeat.
.. code-block:: python
y_randn = sim_true.simulation_results + sigma * \
# You should have received a copy of the GNU Lesser General Public License
# along with casiopeia. If not, see .
# This example is an adapted version of the system identification example
# included in CasADi, for the original file see:
# https://github.com/casadi/casadi/blob/master/docs/examples/python/sysid.py
import pylab as pl
import casadi as ca
import casiopeia as cp
N = 10000
fs = 610.1
p_true = ca.DM([5.625e-6,2.3e-4,1,4.69])
p_guess = ca.DM([5,3,1,5])
scale = ca.vertcat(1e-6,1e-4,1,1)
x = ca.MX.sym("x", 2)
u = ca.MX.sym("u", 1)
p = ca.MX.sym("p", 4)
f = ca.vertcat(
x[1], \
(u - scale[3] * p[3] * x[0]**3 - scale[2] * p[2] * x[0] - \
scale[1] * p[1] * x[1]) / (scale[0] * p[0]), \
)
phi = x
odesys = cp.system.System( \
algalltemp = [convert_pyomo2casadi(i) for i in self._alglist]
algall = casadi.vertcat(*algalltemp)
dae['z'] = zall
dae['alg'] = algall
integrator_options['tf'] = 1.0
F = casadi.integrator('F', integrator, dae, integrator_options)
N = len(tsim)
# This approach removes the time scaling from tsim so must
# create an array with the time step between consecutive
# time points
tsimtemp = np.hstack([0, tsim[1:] - tsim[0:-1]])
tsimtemp.shape = (1, len(tsimtemp))
palltemp = [casadi.DM(tsimtemp)]
# Need a similar np array for each time-varying input
for p in self._siminputvars.keys():
profile = varying_inputs[p]
tswitch = list(profile.keys())
tswitch.sort()
tidx = [tsim.searchsorted(i) for i in tswitch] + \
[len(tsim) - 1]
ptemp = [profile[0]] + \
[casadi.repmat(profile[tswitch[i]], 1,
tidx[i + 1] - tidx[i])
for i in range(len(tswitch))]
temp = casadi.horzcat(*ptemp)
palltemp.append(temp)
I = F.mapaccum('simulator', N)