From e5e316e1958e27696d7670e2492992d34ff38b68 Mon Sep 17 00:00:00 2001 From: ttt Date: Mon, 9 Jul 2018 16:54:44 +0530 Subject: added scilabs files --- oe.sci | 118 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 118 insertions(+) create mode 100644 oe.sci (limited to 'oe.sci') diff --git a/oe.sci b/oe.sci new file mode 100644 index 0000000..8e249ec --- /dev/null +++ b/oe.sci @@ -0,0 +1,118 @@ +// 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 -- cgit