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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
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