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authorpriyakedia2018-07-31 16:10:34 +0530
committerpriyakedia2018-07-31 16:10:34 +0530
commitdb25cb043776c50d0f0ee98636301906b065d8f0 (patch)
tree999773628035605e4963be2712401bf9836188a6 /bj.sci
parenta0084443a1d6a9bebd29a0860c7ae83c22f08002 (diff)
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examples included
Diffstat (limited to 'bj.sci')
-rw-r--r--bj.sci64
1 files changed, 50 insertions, 14 deletions
diff --git a/bj.sci b/bj.sci
index f41ce65..dd21928 100644
--- a/bj.sci
+++ b/bj.sci
@@ -1,14 +1,50 @@
-// Estimates Discrete time BJ model
-// y(t) = [B(q)/F(q)]u(t) + [C(q)/D(q)]e(t)
-// Current version uses random initial guess
-// Need to get appropriate guess from OE and noise models
-// Authors: Ashutosh,Harpreet,Inderpreet
-// Updated(12-6-16)
-
-//function [theta_bj,opt_err,resid] = bj(varargin)
function sys = bj(varargin)
+// Parameters Estimation of BJ(Box-Jenkins) model using Input Output time-domain data
+//
+// Calling Sequence
+// sys = bj(ioData,[nb nc nd nf nk])
+//
+// Parameters
+// ioData : iddata or [outputData inputData] ,matrix of nx2 dimensions, type plant data
+// nb : non-negative integer number specified as order of the polynomial B(z^-1)+1
+// nc : non-negative integer number specified as order of the polynomial C(z^-1)
+// nd : non-negative integer number specified as order of the polynomial D(z^-1)
+// nf : non-negative integer number specified as order of the polynomial f(z^-1)
+// nk : non-negative integer number specified as input output delay, Default value is 1
+// sys : idpoly type polynomial have estimated coefficients of B(z^-1),C(z^-1),D(z^-1) and f(z^-1) polynomials
+//
+// Description
+// Fit BJ model on given input output data
+// The mathematical equation of the BJ model
+// <latex>
+// begin{eqnarray}
+// y(n) = \frac {B(q)}{D(q)}u(n) + \frac {C(q)}{D(q)}e(t)
+// end{eqnarray}
+// </latex>
+// It is SISO type model. It minimizes the sum of the squares of nonlinear functions using Levenberg-Marquardt algorithm.
+// sys ,an idpoly type class, have different fields that contains estimated coefficients, sampling time, time unit and other estimated data in Report object.
+//
+// Examples
+// u = idinput(1024,'PRBS',[0 1/20],[-1 1])
+// a = [1 0.5];b = [0 2 3];
+// model = idpoly(a,b,'Ts',0.1)
+// y = sim(u,model) + rand(length(u),1)
+// ioData = iddata(y,u,0.1)
+// sys = bj(ioData,[2,2,2,2,1])
+//
+// Examples
+// u = idinput(1024,'PRBS',[0 1/20],[-1 1])
+// a = [1 0.5];b = [0 2 3];
+// model = idpoly(a,b,'Ts',0.1)
+// y = sim(u,model) + rand(length(u),1)
+// ioData = [y,u]
+// sys = bj(ioData,[2,2,2,2,1])
+//
+// Authors
+// Ashutosh Kumar Bhargava, Harpreet,Inderpreet
+
[lhs , rhs] = argn();
if ( rhs < 2 ) then
errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 2"), "bj", rhs);
@@ -51,12 +87,12 @@ function sys = bj(varargin)
nk = n(5);
end
- // storing U(k) , y(k) and n data in UDATA,YDATA and NDATA respectively
+ // storing U(k) , y(k) and n data in UDATA,YDATA and NDATA respectively
YDATA = z(:,1);
UDATA = z(:,2);
NDATA = size(UDATA,"*");
function e = G(p,m)
- e = YDATA - _objfun(UDATA,p,nd,nc,nf,nb,nk);
+ e = YDATA - _objfunbj(UDATA,p,nd,nc,nf,nb,nk);
endfunction
tempSum = nb+nc+nd+nf
p0 = linspace(0.5,0.9,tempSum)';
@@ -71,12 +107,12 @@ function sys = bj(varargin)
f = poly([1; var(nb+nd+nc+1:nd+nc+nf+nb)]',"q","coeff");
t = idpoly(1,coeff(b),coeff(c),coeff(d),coeff(f),Ts)
- // estimating the other parameters
+ // estimating the other parameters
[temp1,temp2,temp3] = predict(z,t)
[temp11,temp22,temp33] = pe(z,t)
estData = calModelPara(temp1,temp11,sum(n(1:4)))
- //pause
+ // pause
t.Report.Fit.MSE = estData.MSE
t.Report.Fit.FPE = estData.FPE
t.Report.Fit.FitPer = estData.FitPer
@@ -88,11 +124,11 @@ function sys = bj(varargin)
sys = t
endfunction
-function yhat = _objfun(UDATA,x,nd,nc,nf,nb,nk)
+function yhat = _objfunbj(UDATA,x,nd,nc,nf,nb,nk)
x=x(:)
q = poly(0,'q')
tempSum = nb+nc+nd+nf
- // making polynomials
+ // making polynomials
b = poly([repmat(0,nk,1);x(1:nb)]',"q","coeff");
c = poly([1; x(nb+1:nb+nc)]',"q","coeff");
d = poly([1; x(nb+nc+1:nb+nc+nd)]',"q","coeff");