CMSCOPE changed

1 files changed, 35 insertions, 0 deletions

diff --git a/modules/cacsd/macros/epred.sci b/modules/cacsd/macros/epred.sci
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+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) INRIA -
+//
+// 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_V2.1-en.txt
+
+
+function [sig,resid]=epred(r,s,q,coef,y,u,b0f)
+    //<sig,resid>=epred(r,s,q,coef,y,u,b0f)
+    //  Utilisee par armax1 pour calculer l'erreur de prediction
+    //     coef= [-a1,..,-ar,b0,...,b_s,d1,...,d_q]'
+    // ou    coef= [-a1,..,-ar,b1,...,b_s,d1,...,d_q]' si b0f=1
+    //!
+
+    [n1,n2]=size(y);
+    t0=max(max(r,s+1),1)+1;
+    if r<>0;XTM1=y((t0-1):-1:(t0-r));else XTM1=[];end
+    if s<>-1;UTM1=u(t0-b0f:-1:(t0-s));else UTM1=[];end
+    if q<>0;ETM1=0*ones(1,q);else ETM1=[];end
+    npar=r+s+1-b0f+q
+    ZTM1=[XTM1,UTM1,ETM1]';
+    resid=0*ones(1,n2);
+    for t=t0+1:n2,
+        if r<>0;XT=[ y(t-1), XTM1(1:(r-1))];else XT=[];end
+        if s<>-1;UT=[ u(t-b0f), UTM1(1:(s-b0f))];else UT=[];end
+        resid(t)=y(t-1)- coef'*ZTM1;
+        if q<>0;ET=[ resid(t), ETM1(1:(q-1))];else ET=[];end
+        ZT=[XT,UT,ET]';
+        XTM1=XT;UTM1=UT;ETM1=ET;ZTM1=ZT;
+    end
+    sig=1/(n2-t0)*sum(resid.*resid)
+endfunction