Roger Waters experienced The Wall...? He portrays the protagonist as a person whose opinions are quite the opposite of Roger's own. He may have lived parts of it, like ABitW pt 1-2, In The Flesh, etc. But even these songs are in no way about his experiences; they're inspired by them.

In response to hunter21291: Most people consider The Wall ~ The Final Cut ~ Amused To Death to be the trillogy. :P Though both are possible, I think.