// 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