function varargout = iv(varargin) // Parameters Estimation of IV model by arbitrary instrumental variable method // // Calling Sequence // sys = iv(ioData,[na nb nk]) // sys = iv(ioData,[na nb nk],instData) // Parameters // ioData : iddata or [outputData inputData] ,matrix of nx2 dimensions, type plant data // na : non-negative integer number specified as order of the polynomial A(z^-1) // nb : non-negative integer number specified as order of the polynomial B(z^-1)+1 // nk : non-negative integer number specified as input output delay, Default value is 1 // instData : arbitrary instrument variable matrix. The size of instriment variable must be equal to the size of outputData // sys : idpoly type polynomial have estimated coefficients of A(z^-1) and B(z^-1) polynomials // // Description // Fit IV model on given input output data // The mathematical equation of the IV model // // begin{eqnarray} // A(q)y(n) = B(q)u(n-k) + e(t) // end{eqnarray} // // It is SISO type model. Instrument variable method is use to estimate the cofficients. If user does not provide the arbitrary instrument variable matrix // then the program extracte it by using ARX method. // // 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 0.2];b = [0 0.2 0.3]; // model = idpoly(a,b,'Ts',0.1) // y = sim(u,model) + rand(length(u),1) // ioData = iddata(y,u,0.1) // sys = arx(ioData,[2,2,1]) // // Examples // u = idinput(1024,'PRBS',[0 1/20],[-1 1]) // a = [1 0.2];b = [0 0.2 0.3]; // model = idpoly(a,b,'Ts',0.1) // y = sim(u,model) + rand(length(u),1) // ioData = [y,u] // sys = iv(ioData,[2,2,1]) // // Authors // Ashutosh Kumar Bhargava, Bhushan Manjarekar [lhs , rhs] = argn(0); if ( rhs < 2 || rhs > 3) then errmsg = msprintf(gettext("%s: Unexpected number of input arguments : %d provided while should be 2 or 3"), "iv", rhs); error(errmsg) end plantData = varargin(1) if typeof(plantData) == 'iddata' then Ts = plantData.Ts;unit = plantData.TimeUnit plantData = [plantData.OutputData plantData.InputData] elseif typeof(plantData) == 'constant' then Ts = 1;unit = 'seconds' end if ((~size(plantData,2)==2) & (~size(plantData,1)==2)) then errmsg = msprintf(gettext("%s: input and output data matrix should be of size (number of data)*2"), "iv"); error(errmsg); end if (~isreal(plantData)) then errmsg = msprintf(gettext("%s: input and output data matrix should be a real matrix"), "arx"); error(errmsg); end n = varargin(2) if (size(n,"*")<2| size(n,"*")>3) then errmsg = msprintf(gettext("%s: The order and delay matrix [na nb nk] should be of size [2 or 3]"), "iv"); 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 [na nb nk] should be nonnegative integer number "), "iv"); error(errmsg); end na = n(1);nb = n(2) if size(n,'*') == 2 then nk = 1 elseif size(n,'*') == 3 then nk = n(3) end yData = plantData(:,1) uData = plantData(:,2) noOfSample = size(plantData,'r') nb1 = nb + nk - 1 n = max(na, nb1) if rhs == 3 then if typeof(varargin(3)) <> 'constant' then errmsg = msprintf(gettext("%s: Incompatible last input argument. "), "iv"); error(errmsg) elseif size(varargin(3),'r') <> size(uData,'r') then errmsg = msprintf(gettext("%s: number of samples of output must be equal to the dimensions of plant data "), "iv"); error(errmsg); end x = varargin(3) elseif rhs == 2 arxModel = arx(plantData,[na nb nk]) x = sim(uData,arxModel) end phif = zeros(noOfSample,na+nb) psif = zeros(noOfSample,na+nb) // arranging samples of y matrix for ii = 1:na phif(ii+1:ii+noOfSample,ii) = yData psif(ii+1:ii+noOfSample,ii) = x end // arranging samples of u matrix for ii = 1:nb phif(ii+nk:ii+noOfSample+nk-1,ii+na) = uData psif(ii+nk:ii+noOfSample+nk-1,ii+na) = uData end lhs = psif'*phif lhsinv = pinv(lhs) // pause theta = lhsinv * (psif)' * [yData;zeros(n,1)] ypred = (phif * theta) ypred = ypred(1:size(yData,'r')) e = yData - ypred sigma2 = norm(e)^2/(size(yData,'r') - na - nb) vcov = sigma2 * pinv((phif)' * phif) t = idpoly([1; -theta(1:na)],[zeros(nk,1); theta(na+1:$)],1,1,1,1) // estimating the other parameters [temp1,temp2,temp3] = predict(plantData,t) [temp11,temp22,temp33] = pe(plantData,t) estData = calModelPara(temp1,temp11,na+nb) // 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 varargout(1) = t endfunction