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authorttt2018-07-09 16:54:44 +0530
committerttt2018-07-09 16:54:44 +0530
commite5e316e1958e27696d7670e2492992d34ff38b68 (patch)
tree8dab5cc24e31921cfb3c44444d48cfbfd3ff76f8 /oe.sci
parent681c88404f9f2861d228d0d0c3bd61b200ca1442 (diff)
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+// Copyright (C) 2015 - IIT Bombay - FOSSEE
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution. The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+// Authors: Harpreet, Ashutosh
+// Organization: FOSSEE, IIT Bombay
+
+function sys = oe(varargin)
+
+// 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
+
+ [lhs , rhs] = argn();
+ if ( rhs < 2 ) then
+ errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 2"), "oe_2", 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"), "oe_2");
+ error(errmsg);
+ end
+
+ if (~isreal(z)) then
+ errmsg = msprintf(gettext("%s: input and output data matrix should be a real matrix"), "oe_2");
+ error(errmsg);
+ end
+//
+ n = varargin(2)
+ if (size(n,"*")<2| size(n,"*")>3) then
+ errmsg = msprintf(gettext("%s: The order and delay matrix [nb nf nk] should be of size [2 4]"), "oe_2");
+ 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 nf nk] should be nonnegative integer number "), "oe_2");
+ error(errmsg);
+ end
+//
+ nb= n(1); nf = n(2);
+//
+ if (size(n,"*") == 2) then
+ nk = 1
+ else
+ nk = n(3);
+ 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 - _objoefun(UDATA,YDATA,p,nf,nb,nk);
+ endfunction
+ tempSum = nf+nb
+ p0 = linspace(0.04,0.041,tempSum)';
+ [var,errl] = lsqrsolve(p0,G,size(UDATA,"*"));
+ err = (norm(errl)^2);
+ opt_err = err;
+ resid = G(var,[]);
+ f = poly([1; var(nb+1:nb+nf)],"q","coeff");
+ b = poly([repmat(0,nk,1);var(1:nb)]',"q","coeff");
+ t = idpoly(1,coeff(b),1,1,coeff(f),Ts)
+
+ // estimating the other parameters
+ [temp1,temp2,temp3] = predict(z,t)
+ [temp11,temp22,temp33] = pe(z,t)
+
+ estData = calModelPara(temp1,temp11,n(1)+n(2))
+ //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 = t
+ //sys.TimeUnit = unit
+endfunction
+
+function yhat = _objoefun(UDATA,YDATA,x,nf,nb,nk)
+ x=x(:)
+ q = poly(0,'q')
+ tempSum = nb+nf
+ // making polynomials
+ b = poly([repmat(0,nk,1);x(1:nb)]',"q","coeff");
+ f = -1*poly([x(nb+1:nb+nf)]',"q","coeff")
+ fSize = coeff(f);bSize = coeff(b)
+ maxDelay = max([length(fSize) length(bSize)])
+ yhat = [YDATA(1:maxDelay)]
+ for k=maxDelay+1:size(UDATA,"*")
+ tempB = 0
+ for ii = 1:size(bSize,'*')
+ tempB = tempB + bSize(ii)*UDATA(k-ii+1)
+ end
+ tempF = 0
+ for ii = 1:size(fSize,"*")
+ tempF = tempF + fSize(ii)*yhat(k-ii)
+ end
+ yhat = [yhat; [ tempB + tempF ]];
+ end
+endfunction