function varargout = iv4(varargin) [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:$)],1,1,1,Ts) // estimating the other parameters [temp1,temp2,temp3] = predict(z,t) [temp11,temp22,temp33] = pe(z,t) estData = calModelPara(temp1,temp11,na+nb) //pause t.Report.Fit.MSE = estData.MSE t.Report.Fit.FPE = estData.FPE t.Report.Fit.FitPer = estData.FitPer t.Report.Fit.AIC = estData.AIC t.Report.Fit.AICc = estData.AICc t.Report.Fit.nAIC = estData.nAIC t.Report.Fit.BIC = estData.BIC t.TimeUnit = unitData //sys = t varargout(1) = t //varargout(1) = idpoly([1; -theta(1:na)],[zeros(nk,1); theta(na+1:$)],1,1,1,Ts) endfunction