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authorttt2018-07-09 16:54:44 +0530
committerttt2018-07-09 16:54:44 +0530
commite5e316e1958e27696d7670e2492992d34ff38b68 (patch)
tree8dab5cc24e31921cfb3c44444d48cfbfd3ff76f8 /estpoly.sci
parent681c88404f9f2861d228d0d0c3bd61b200ca1442 (diff)
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+// Estimates Discrete time estpoly 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_estpoly,opt_err,resid] = estpoly(varargin)
+function sys = estpoly(varargin)
+
+ [lhs , rhs] = argn();
+ if ( rhs < 2 ) then
+ errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 2"), "estpoly", rhs);
+ error(errmsg)
+ end
+
+ z = varargin(1)
+ if typeof(z) == 'iddata' then
+ Ts = z.Ts;unit = z.TimeUnit
+ z = [z.OutputData z.InputData]
+ elseif typeof(z) == 'constant' then
+ Ts = 1;unit = 'seconds'
+ end
+ if ((~size(z,2)==2) & (~size(z,1)==2)) then
+ errmsg = msprintf(gettext("%s: input and output data matrix should be of size (number of data)*2"), "estpoly");
+ error(errmsg);
+ end
+
+ if (~isreal(z)) then
+ errmsg = msprintf(gettext("%s: input and output data matrix should be a real matrix"), "estpoly");
+ error(errmsg);
+ end
+
+ n = varargin(2)
+ if (size(n,"*")<5| size(n,"*")>6) then
+ errmsg = msprintf(gettext("%s: The order and delay matrix [na nb nc nd nf nk] should be of size [5 6]"), "estpoly");
+ error(errmsg);
+ end
+
+ if (size(find(n<0),"*") | size(find(((n-floor(n))<%eps)== %f))) then
+ errmsg = msprintf(gettext("%s: values of order and delay matrix [nb nc nd nf nk] should be nonnegative integer number "), "estpoly");
+ error(errmsg);
+ end
+
+ na = n(1); nb = n(2); nc = n(3); nd = n(4);nf = n(5);
+
+ if (size(n,"*") == 5) then
+ nk = 1
+ else
+ nk = n(6);
+ end
+
+ // 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 - _oestpolyfun(UDATA,p,na,nb,nc,nd,nf,nk);//_oestpolyfun(UDATA,p,nd,nc,nf,nb,nk);
+ endfunction
+ tempSum = na+nb+nc+nd+nf
+ p0 = linspace(0.0001,0.001,tempSum)';
+ [var,errl] = lsqrsolve(p0,G,size(UDATA,"*"));
+ //disp(errl)
+ err = (norm(errl)^2);
+ //disp(err)
+ opt_err = err;
+ resid = G(var,[]);
+ x = var
+// b = poly([repmat(0,nk,1);var(1:nb)]',"q","coeff");
+// c = poly([1; var(nb+1:nb+nc)]',"q","coeff");
+// d = poly([1; var(nb+nc+1:nb+nc+nd)]',"q","coeff");
+// f = poly([1; var(nb+nd+nc+1:nd+nc+nf+nb)]',"q","coeff");
+ a = poly([1; x(1:na)]',"q","coeff");
+ b = poly([repmat(0,nk,1);x(na+1:na+nb)]',"q","coeff");
+ c = poly([1; x(na+nb+1:na+nb+nc)]',"q","coeff");
+ d = poly([1; x(na+nb+nc+1:na+nb+nc+nd)]',"q","coeff");
+ f = poly([1; x(na+nb+nd+nc+1:na+nd+nc+nf+nb)]',"q","coeff");
+ t = idpoly(coeff(a),coeff(b),coeff(c),coeff(d),coeff(f),Ts)
+
+ //t = sys;//idpoly(1,coeff(b),coeff(c),coeff(d),coeff(f),Ts)
+
+ // estimating the other parameters
+ [temp1,temp2,temp3] = predict(z,t)
+ [temp11,temp22,temp33] = pe(z,t)
+ //pause
+ estData = calModelPara(temp1,temp11,na+nb+nc+nd+nf)
+ //pause
+ t.Report.Fit.MSE = estData.MSE
+ t.Report.Fit.FPE = estData.FPE
+ t.Report.Fit.FitPer = estData.FitPer
+ t.Report.Fit.AIC = estData.AIC
+ t.Report.Fit.AICc = estData.AICc
+ t.Report.Fit.nAIC = estData.nAIC
+ t.Report.Fit.BIC = estData.BIC
+ t.TimeUnit = unit
+ sys = t
+
+ //sys.TimeUnit = unit
+endfunction
+
+function yhat = _oestpolyfun(UDATA,x,na,nb,nc,nd,nf,nk)//(UDATA,x,nd,nc,nf,nb,nk)
+ x=x(:)
+ q = poly(0,'q')
+ tempSum = na+nb+nc+nd+nf
+ // making polynomials
+ a = poly([1; x(1:na)]',"q","coeff");
+ b = poly([repmat(0,nk,1);x(na+1:na+nb)]',"q","coeff");
+ c = poly([1; x(na+nb+1:na+nb+nc)]',"q","coeff");
+ d = poly([1; x(na+nb+nc+1:na+nb+nc+nd)]',"q","coeff");
+ f = poly([1; x(na+nb+nd+nc+1:na+nd+nc+nf+nb)]',"q","coeff");
+ bd = coeff(b*d); cf = coeff(c*f); fc_d = coeff(f*(c-a*d));
+ if size(bd,"*") == 1 then
+ bd = repmat(0,nb+nd+1,1)
+ end
+ //pause
+ maxDelay = max([length(bd) length(cf) length(fc_d)])
+ yhat = [YDATA(1:maxDelay)]
+ for k=maxDelay+1:size(UDATA,"*")
+ bdadd = 0
+ for i = 1:size(bd,"*")
+ bdadd = bdadd + bd(i)*UDATA(k-i+1)
+ end
+
+ fc_dadd = 0
+ for i = 1:size(fc_d,"*")
+ fc_dadd = fc_dadd + fc_d(i)*YDATA(k-i+1)
+ end
+ cfadd = 0
+ for i = 2:size(cf,"*")
+ cfadd = cfadd + cf(i)*yhat(k-i+1)
+ end
+ //pause
+ yhat = [yhat; [ bdadd + fc_dadd - cfadd ]];
+ end
+endfunction