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// 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
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