1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
|
//
// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) ????-2008 - INRIA
// Copyright (C) 2010 - DIGITEO - Yann COLLETTE
//
// This file is distributed under the same license as the Scilab package.
//
function [co,u,g,itv,dtv,cof]=icsuq(u,simu,nap,imp,obs,ytob)
// Computation of the optimal control with weighting of the initial control
// and geometric weighting of the observation weights.
// A scaling bring all the componant of the control to 1.
// The componant initially null will stay null.
// Only works if the lower bound is positive.
// Weighting formula :
// cof(i,j) = 1/2*[(ytob(i,j)-ob(1,j,i))**2+..+(ytob(i,j)-ob(nex,j,i)**2]
//
// Syntax
// [co,u,g,itv,dtv,cof]=icsuq(u,nap,imp,obs,ytob)
// input variables :
// u(nu) : initial parameters
// simu : string which contains the name of the sub program
// which describes the problem (second member,
// criterion and initial state)
// nap : maximum number of call to the simulator
// imp : debug value during optimization
// obs(nob,ny) : observation matrix
// ytob(ny,ntob) : initial value of the state at measure time instants
// obtained by icob after using icse,icsu,icsua or icsuq
// output variables :
// co : final cost
// u(nu) : final parameters
// g(nu) : final gradient
// itv(nitv) : work area (fortran integers)
// dtv(ndtv) : work area (fortran double precision)
// cof(nob,ntob) : weighting coefficients of the cost
// Use the macros icot and icob to extract the state
df0 = 1;
if min(binf) <=0 then
error("call to icsuq with binf not strictly positive");
end
for i=1:nu
u(1,i)=max([ binf(1,i),min([u(1,i),bsup(1,i)])] );
end
ech = u;
binf = binf./u;
bsup = bsup./u;
u = ones(1,nu);
ico = 2;
yob = obs*ytob;
ob = don;
[cof] = fort("icscof",ico,1,"i",ntob,2,"i",nex,3,"i",...
nob,4,"i",yob,5,"d",ob,6,"d","sort",[1,nob*ntob],7,"d");
[co,u,g,itv,dtv] = icsegen(u,simu,nap,imp);
u = ech.*u;
endfunction
|