function varargout = rarx(varargin) // Parameters Estimation of ARX model by recursive method // // Calling Sequence // sys = rarx(ioData,[na nb nk],lambda) // 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 // lambda : Forgetting factor,Default value is 0.95 // sys : idpoly type polynomial have estimated coefficients of A(z^-1) and B(z^-1) polynomials // // Description // Fit RARX model on given input output data // RARX model is SISO type model. It uses recursive weighted least-squares algorithm to estimate the coefficient of ARX model // sys is a struct type variable output contains data about theta and yhat. // // 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 = rarx(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 = rarx(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 // storing the lambda value if rhs == 3 then lambda = varargin(3) else lambda = 0.95 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 N = size(plantData,'r') uIndex = nk:nb1 yIndex = [] if na <> 0 then yIndex = 1:na end df = N - na - nb Plast = 10^4 * (eye(na+nb,na + nb)) theta = zeros(N + 1, na + nb) yHat = plantData(:,1);yData = plantData(:,1) tempData = zeros(N,na+nb) for ii = 1:na tempData(ii+1:ii+N,ii) = -plantData(:,1) end // arranging samples of u matrix for ii = 1:nb tempData(ii+nk:ii+N+nk-1,ii+na) = plantData(:,2) end // tempData = [zeros(1,na+nb);tempData] tempData = tempData(1:N+1,:) for ii = 1:N temp = tempData(ii,:) yHat(ii) = temp*theta(ii,:)' eps_i = yData(ii)-yHat(ii) kappa_i = Plast * temp'/(lambda + temp * Plast * temp') theta(ii+1,:) = ((theta(ii,:))' + eps_i * kappa_i)' Plast = (eye(na + nb,na + nb) - kappa_i * (temp)) * Plast/lambda end theta = theta(1:N,:) yHat = yHat(1:N) varargout(1) = struct('theta',theta,'yHat',yHat) endfunction