#' Polynomial model with identifiable parameters #' #' Creates a polynomial model with identifiable coefficients #' #' @param A Autoregressive coefficients #' @param B,F1 Coefficients of the numerator and denominator respectively #' of the deterministic model between the input and output #' @param C,D Coefficients of the numerator and denominator respectively #' of the stochastic model #' @param ioDelay the delay in the input-output channel #' @param Ts sampling interval #' #' @details #' Discrete-time polynomials are of the form #' \deqn{ #' A(q^{-1}) y[k] = \frac{B(q^{-1})}{F1(q^{-1})} u[k] + #' \frac{C(q^{-1})}{D(q^{-1})} e[k] #' } #' #' @examples #' # define output-error model #' mod_oe <- idpoly(B=c(0.6,-0.2),F1=c(1,-0.5),ioDelay = 2,Ts=0.1) #' #' # define box-jenkins model #' B <- c(0.6,-0.2) #' C <- c(1,-0.3) #' D <- c(1,1.5,0.7) #' F1 <- c(1,-0.5) #' mod_bj <- idpoly(1,B,C,D,F1,ioDelay=1) #' #' @export idpoly <- function(A=1,B=1,C=1,D=1,F1=1,ioDelay=0,Ts=1){ out <- list(A= A,B=B,C=C,D=D,F1=F1,ioDelay = ioDelay,Ts=Ts) out$type <- typecheck(out) class(out) <- "idpoly" return(out) } typecheck <- function(x){ y <- lapply(x[1:5],checkUnity) if(y$A){ out <- if(y$C||y$F1) "oe" else "bj" } else{ if(y$D && y$F1){ out <- if(y$C) "arx" else "armax" } else{ out <- "idpoly" } } } checkUnity <- function(x){ out <- if(length(x)==1 && x==1) TRUE else FALSE } #' @export print.idpoly <- function(mod,se=NULL,dig=3){ if(mod$type=="arx"){ cat("Discrete-time ARX mod: A(z)y[k] = B(z)u[k] + e[k] \n\n") } else if(mod$type=="armax"){ cat("Discrete-time ARMAX mod: A(z)y[k] = B(z)u[k] + C(z)e[k] \n\n") } else if(mod$type=="oe"){ cat("Discrete-time OE mod: y[k] = B(z)/F(z) u[k] + e[k] \n\n") } else if(mod$type=="bj"){ cat("Discrete-time BJ mod: y[k] = B(z)/F(z) u[k] + C(z)/D(z) e[k] \n\n") } else{ cat("Discrete-time Polynomial mod: A(z) y[k] = B(z)/F(z) u[k] + C(z)/D(z) e[k] \n\n") } # Printing Standard error sequence j=1 print_se <- function(se){ if(!is.null(se)){ cat(" (+/- ",round(se[j],dig),") ",sep = "") j <<- j+1 } } if(length(mod$A)>1){ cat("A(q^{-1}) = ") for(i in seq_along(mod$A)){ if(i-1==0){ cat(round(mod$A[i],dig)) } else{ if(mod$A[i]>0) cat(" + ") else cat("- ") if(!(abs(mod$A[i])==1)) cat(abs(round(mod$A[i],dig))) print_se(se) cat("q^{-",i-1,"}",sep="") } cat("\t") } cat("\n") } cat("B(q^{-1}) = ") for(i in seq_along(mod$B)){ if(i+mod$ioDelay-1==0){ cat(round(mod$B[i],dig)) } else{ if(!((mod$ioDelay!=0) && (i==1))){ if(mod$B[i]>0) cat(" + ") else cat("- ") } else{ if(mod$B[i]<0) cat("-") } if(!(abs(mod$B[i])==1)) cat(abs(round(mod$B[i],dig))) print_se(se) cat("q^{-",i+mod$ioDelay-1,"}",sep="") } cat("\t") } cat("\n") if(length(mod$C)>1){ cat("C(q^{-1}) = ") for(i in seq_along(mod$C)){ if(i-1==0){ cat(round(mod$C[i],dig)) } else{ if(mod$C[i]>0) cat(" + ") else cat("- ") if(!(abs(mod$C[i])==1)) cat(abs(round(mod$C[i],dig))) print_se(se) cat("q^{-",i-1,"}",sep="") } cat("\t") } cat("\n") } if(length(mod$D)>1){ cat("D(q^{-1}) = ") for(i in seq_along(mod$D)){ if(i-1==0){ cat(round(mod$D[i],dig)) } else{ if(mod$D[i]>0) cat(" + ") else cat("- ") if(!(abs(mod$D[i])==1)) cat(abs(round(mod$D[i],dig))) print_se(se) cat("q^{-",i-1,"}",sep="") } cat("\t") } cat("\n") } if(length(mod$F1)>1){ cat("F(q^{-1}) = ") for(i in seq_along(mod$F1)){ if(i-1==0){ cat(round(mod$F1[i],dig)) } else{ if(mod$F1[i]>0) cat(" + ") else cat("- ") if(!(abs(mod$F1[i])==1)) cat(abs(round(mod$F1[i],dig))) print_se(se) cat("q^{-",i-1,"}",sep="") } cat("\t") } } cat("\n") } params <- function(x){ if(x$type=="arx"||x$type=="armax"){ coefs <- c(x$A[-1],x$B) na <- length(x$A) - 1; nk <- x$ioDelay; nb <- length(x$B) if(x$type=="armax"){ coefs <- c(coefs,x$C[-1]) nc <- length(x$C)-1 } } else if(x$type=="oe"||x$type=="bj"){ coefs <- c(x$B) if(x$type=="bj"){ coefs <- c(coefs,x$C[-1],x$D[-1]) } coefs <- c(coefs,x$F1[-1]) nf <- length(x$F1) - 1; nk <- x$ioDelay; nb <- length(x$B) } coefs }