Mercurial > forge

changeset 10187:a9759b306203 octave-forge

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
control-devel: fix arx initial conditions
author paramaniac
date Mon, 07 May 2012 12:39:54 +0000
parents ee93df51ff4d
children 18d682e9a123
files extra/control-devel/inst/arx.m
diffstat 1 files changed, 5 insertions(+), 2 deletions(-) [+]
line wrap: on
line diff
--- a/extra/control-devel/inst/arx.m	Mon May 07 04:39:42 2012 +0000
+++ b/extra/control-devel/inst/arx.m	Mon May 07 12:39:54 2012 +0000
@@ -22,13 +22,16 @@
   Y = dat.y{1};
   U = dat.u{1};
   Ts = dat.tsam{1};
+  
+  n = max (na, nb);
 
   ## avoid warning: toeplitz: column wins anti-diagonal conflict
   PhiY = toeplitz (Y(1:end-1, :), [Y(1, :); zeros(na-1, 1)]);
   PhiU = toeplitz (U(1:end-1, :), [U(1, :); zeros(nb-1, 1)]);
   Phi = [-PhiY, PhiU];
+  Phi = Phi(n:end, :)
   
-  ## Theta = Phi \ Y(2:end, :);             # naive formula
+  ## Theta = Phi \ Y(n+1:end, :);             # naive formula
   
   ## solve linear least squares problem by pseudoinverse
   ## the pseudoinverse is computed by singular value decomposition
@@ -42,7 +45,7 @@
   V = V(:, 1:r);
   S = S(1:r);
   U = U(:, 1:r);
-  Theta = V * (S .\ (U' * Y(2:end, :)));    # U' is the conjugate transpose
+  Theta = V * (S .\ (U' * Y(n+1:end, :)));  # U' is the conjugate transpose
   
   A = [1; Theta(1:na)];                     # a0 = 1, a1 = Theta(1), an = Theta(n)
   B = [0; Theta(na+1:end)];                 # b0 = 0 (leading zero required by filt)