function varargout = iv4(varargin) // Parameters Estimation of IV4 model by four stage instrumental variable method // // Calling Sequence // sys = iv(ioData,[na nb nk]) // // 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 // sys : idpoly type polynomial have estimated coefficients of A(z^-1) and B(z^-1) polynomials // // Description // Fit IV4 model on given input output data // The structure of sys is ARX type.The mathematical equation is given here // // begin{eqnarray} // A(q)y(n) = B(q)u(n-k) + e(t) // end{eqnarray} // // IV4 model is SISO type model. It is unaffected by color of the noise. Four steps used in IV4 model design. First step is the generation of the ARX model. // Second step uses the ARX model to generate the instrument variable matrix.Next steps uses the residual to generate a higher order model coefficient. // In final step uses the AR model coefficient to filter the input and output data and feed it to the IV model. // 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 = iv4(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 = iv4(ioData,[2,2,1]) // // Authors // Ashutosh Kumar Bhargava, Bhushan Manjarekar [lhs, rhs] = argn(0) plantData = varargin(1) orderData = varargin(2) na = orderData(1);nb = orderData(2) // arranging na ,nb,nk if size(orderData,"*") == 2 then nk = 1 elseif size(orderData,'*') == 3 then nk = orderData(3) end nb1 = nb + nk - 1 n = max(na, nb1) // arranging the plant data if typeof(plantData) == 'constant' then Ts = 1;unitData = 'second' elseif typeof(plantData) == 'iddata' then Ts = plantData.Ts;unitData = plantData.TimeUnit plantData = [plantData.OutputData plantData.InputData] end noOfSample = size(plantData,'r') // finding the iv model ivTest = iv(plantData,[na nb nk]); // residual [aTemp,bTemp,cTemp] = pe(plantData,ivTest); Lhat = ar(aTemp,na+nb); x = sim(plantData(:,2),ivTest); yData = plantData(:,1);uData = plantData(:,2) Yf = filter(Lhat.a,Lhat.b,[plantData(:,1);zeros(n,1)]); 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 // passing it through the filters for ii = 1:na+nb phif(:,ii) = filter(Lhat.a,Lhat.b,phif(:,ii)); psif(:,ii) = filter(Lhat.a,Lhat.b,psif(:,ii)); end lhs = psif'*phif lhsinv = pinv(lhs) theta = lhsinv * (psif)' * Yf 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:$)],1,1,1,Ts) // estimating the other parameters [temp1,temp2,temp3] = predict(plantData,t) [temp11,temp22,temp33] = pe(plantData,t) estData = calModelPara(temp1,temp11,na+nb) // pause t.Report.Fit.MSE = estData.MSE t.Report.Fit.FPE = estData.FPE t.Report.Fit.FitPer = estData.FitPer t.Report.Fit.AIC = estData.AIC t.Report.Fit.AICc = estData.AICc t.Report.Fit.nAIC = estData.nAIC t.Report.Fit.BIC = estData.BIC t.TimeUnit = unitData // sys = t varargout(1) = t // varargout(1) = idpoly([1; -theta(1:na)],[zeros(nk,1); theta(na+1:$)],1,1,1,Ts) endfunction