|
Revision 724, 0.5 kB
(checked in by smidl, 16 years ago)
|
|
Ctrl examples
|
| Line | |
|---|
| 1 | % name random variables |
|---|
| 2 | y = RV({'y'},1); |
|---|
| 3 | u = RV({'u'},1); |
|---|
| 4 | |
|---|
| 5 | % create f(y_t| y_{t-3}, u_{t-1}) |
|---|
| 6 | fy.class = 'mlnorm<ldmat>'; |
|---|
| 7 | fy.rv = y; |
|---|
| 8 | fy.rvc = RVtimes([y,u], [-3, -1]); |
|---|
| 9 | fy.A = [0.5, -0.9]; |
|---|
| 10 | fy.const = 0; |
|---|
| 11 | fy.R = 1e-2; |
|---|
| 12 | |
|---|
| 13 | DS.class = 'PdfDS'; |
|---|
| 14 | DS.pdf = fy; |
|---|
| 15 | |
|---|
| 16 | % create ARX estimator |
|---|
| 17 | A1.class = 'ARX'; |
|---|
| 18 | A1.rv = y; |
|---|
| 19 | A1.rgr = RVtimes([y,u],[-3,-1]) ; % correct structure is {y,y} |
|---|
| 20 | A1.options ='logbounds,logll'; |
|---|
| 21 | |
|---|
| 22 | C1.class = 'LQG_ARX'; |
|---|
| 23 | C1.ARX = A1; |
|---|
| 24 | C1.Qu = 0.1*eye(1); |
|---|
| 25 | C1.Qy = eye(1); |
|---|
| 26 | C1.yreq = 1; |
|---|
| 27 | C1.horizon = 100; |
|---|
| 28 | |
|---|
| 29 | M= controlloop(DS,{C1}); |
|---|