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 // // begin{eqnarray} // y(n) = \frac {B(q)}{D(q)}u(n) + \frac {C(q)}{D(q)}e(t) // end{eqnarray} // // 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); 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"), "bj"); error(errmsg); end if (~isreal(z)) then errmsg = msprintf(gettext("%s: input and output data matrix should be a real matrix"), "bj"); error(errmsg); end n = varargin(2) if (size(n,"*")<4| size(n,"*")>5) then errmsg = msprintf(gettext("%s: The order and delay matrix [nb nc nd nf nk] should be of size [4 5]"), "bj"); 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 "), "bj"); error(errmsg); end nb = n(1); nc = n(2); nd = n(3); nf = n(4); if (size(n,"*") == 4) then nk = 1 else nk = n(5); 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 - _objfunbj(UDATA,p,nd,nc,nf,nb,nk); endfunction tempSum = nb+nc+nd+nf p0 = linspace(0.5,0.9,tempSum)'; [var,errl] = lsqrsolve(p0,G,size(UDATA,"*")); err = (norm(errl)^2); opt_err = err; resid = G(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"); t = 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) estData = calModelPara(temp1,temp11,sum(n(1:4))) // 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 endfunction function yhat = _objfunbj(UDATA,x,nd,nc,nf,nb,nk) x=x(:) q = poly(0,'q') tempSum = nb+nc+nd+nf // 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"); f = poly([1; x(nb+nd+nc+1:nd+nc+nf+nb)]',"q","coeff"); bd = coeff(b*d); cf = coeff(c*f); fc_d = coeff(f*(c-d)); if size(bd,"*") == 1 then bd = repmat(0,nb+nd+1,1) end 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 yhat = [yhat; [ bdadd + fc_dadd - cfadd ]]; end endfunction