diff options
| -rw-r--r-- | NAMESPACE | 1 | ||||
| -rw-r--r-- | R/sim.R | 88 | ||||
| -rw-r--r-- | man/sim.arx.Rd | 36 |
3 files changed, 34 insertions, 91 deletions
@@ -22,7 +22,6 @@ S3method(print,idpoly) S3method(print,summary.estARX) S3method(print,summary.idframe) S3method(print,tf) -S3method(sim,arx) S3method(sim,default) S3method(sim,idpoly) S3method(summary,estARX) @@ -6,12 +6,13 @@ sim.default <- function(model,input,sigma=0,seed=NULL){ print("The sim method is not developed for the current class of the object") } -#' Simulate from an ARX Model +#' Simulate from a Polynomial Model #' -#' Simulate the response of an ARX system, given the input +#' Simulate the response of a system system governed by a polynomial model +#' , given the input #' -#' @param model an object of class \code{arx} containing the coefficients -#' @param input a vector/matrix/idframe containing the input +#' @param model an object of class \code{idpoly} containing the coefficients +#' @param input a vector/matrix containing the input #' @param sigma standard deviation of the innovations (Default= \code{0}) #' @param seed integer indicating the seed value of the random number generator #' @@ -23,15 +24,40 @@ sim.default <- function(model,input,sigma=0,seed=NULL){ #' include support for MIMO systems #' #' @seealso -#' \code{\link{arx}} for defining ARX models +#' \code{\link{idpoly}} for defining polynomial models #' #' @examples +#' # ARX Model #' u <- rnorm(200,sd=1) -#' model <- arx(A=c(1,-1.5,0.7),B=c(0.8,-0.25),ioDelay=1) +#' model <- idpoly(A=c(1,-1.5,0.7),B=c(0.8,-0.25),ioDelay=1) #' y <- sim(model,u,sigma=0.1) -#' +#' #' @export -sim.arx <- function(model,input,sigma=0,seed=NULL){ +sim.idpoly <- function(model,input,sigma=0,seed=NULL){ + if(model$type=="arx"){ + sim_arx(model,input,sigma,seed) + } else{ + require(signal);require(polynom) + + n <- length(input)[1] + if(!is.null(seed)) set.seed(seed) + ek <- rnorm(n,sd=sigma) + den1 <- as.numeric(polynomial(model$A)*polynomial(model$D)) + filt1 <- Arma(b=model$C,a=den1) + vk <- signal::filter(filt1,ek) + + B <- c(rep(0,model$ioDelay),model$B) + den2 <- as.numeric(polynomial(model$A)*polynomial(model$F1)) + filt2 <- Arma(b=B,a=den2) + ufk <- signal::filter(filt2,input) + + yk <- as.numeric(ufk) + as.numeric(vk) + + return(as.numeric(yk)) + } +} + +sim_arx <- function(model,input,sigma=0,seed=NULL){ na <- length(model$A) - 1; nk <- model$ioDelay; nb <- length(model$B) - 1; nb1 <- nb+nk n <- max(na,nb1) @@ -60,50 +86,4 @@ sim.arx <- function(model,input,sigma=0,seed=NULL){ y[i] <- reg%*%coef + ek[i-n] } return(y[n+1:length(uk)]) -} - -#' Simulate from a Polynomial Model -#' -#' Simulate the response of a system system governed by a polynomial model -#' , given the input -#' -#' @param model an object of class \code{idpoly} containing the coefficients -#' @param input a vector/matrix containing the input -#' @param sigma standard deviation of the innovations (Default= \code{0}) -#' @param seed integer indicating the seed value of the random number generator -#' -#' @return -#' a vector containing the output -#' -#' @details -#' The routine is currently built only for SISO systems. Future Versions will -#' include support for MIMO systems -#' -#' @seealso -#' \code{\link{idpoly}} for defining polynomial models -#' -#' @examples -#' u <- rnorm(200,sd=1) -#' model <- idpoly(A=c(1,-1.5,0.7),B=c(0.8,-0.25),C=1,D=1,F1=1,ioDelay=1) -#' y <- sim(model,u,sigma=0.1) -#' -#' @export -sim.idpoly <- function(model,input,sigma=0,seed=NULL){ - require(signal);require(polynom) - - n <- length(input)[1] - if(!is.null(seed)) set.seed(seed) - ek <- rnorm(n,sd=sigma) - den1 <- as.numeric(polynomial(model$A)*polynomial(model$D)) - filt1 <- Arma(b=model$C,a=den1) - vk <- signal::filter(filt1,ek) - - B <- c(rep(0,model$ioDelay),model$B) - den2 <- as.numeric(polynomial(model$A)*polynomial(model$F1)) - filt2 <- Arma(b=B,a=den2) - ufk <- signal::filter(filt2,input) - - yk <- as.numeric(ufk) + as.numeric(vk) - - return(as.numeric(yk)) }
\ No newline at end of file diff --git a/man/sim.arx.Rd b/man/sim.arx.Rd deleted file mode 100644 index 0f23d7d..0000000 --- a/man/sim.arx.Rd +++ /dev/null @@ -1,36 +0,0 @@ -% Generated by roxygen2 (4.1.1): do not edit by hand -% Please edit documentation in R/sim.R -\name{sim.arx} -\alias{sim.arx} -\title{Simulate from an ARX Model} -\usage{ -\method{sim}{arx}(model, input, sigma = 0, seed = NULL) -} -\arguments{ -\item{model}{an object of class \code{arx} containing the coefficients} - -\item{input}{a vector/matrix/idframe containing the input} - -\item{sigma}{standard deviation of the innovations (Default= \code{0})} - -\item{seed}{integer indicating the seed value of the random number generator} -} -\value{ -a vector containing the output -} -\description{ -Simulate the response of an ARX system, given the input -} -\details{ -The routine is currently built only for SISO systems. Future Versions will -include support for MIMO systems -} -\examples{ -u <- rnorm(200,sd=1) -model <- arx(A=c(1,-1.5,0.7),B=c(0.8,-0.25),ioDelay=1) -y <- sim(model,u,sigma=0.1) -} -\seealso{ -\code{\link{arx}} for defining ARX models -} - |