Revision 724, 0.9 kB
(checked in by smidl, 15 years ago)
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Ctrl examples
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[724] | 1 | % name random variables |
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| 2 | y = RV({'y'},1); |
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| 3 | u = RV({'u'},1); |
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| 4 | |
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| 5 | % create f(y_t| y_{t-3}, u_{t-1}) |
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| 6 | fy.class = 'mlnorm<ldmat>'; |
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| 7 | fy.rv = y; |
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| 8 | fy.rvc = RVtimes([y,u], [-3, -1]); |
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| 9 | fy.A = [0.5, -0.9]; |
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| 10 | fy.const = 0; |
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| 11 | fy.R = 1e-2; |
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| 12 | |
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| 13 | DS.class = 'PdfDS'; |
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| 14 | DS.pdf = fy; |
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| 15 | |
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| 16 | % create ARX estimator |
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| 17 | A1.class = 'ARX'; |
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| 18 | A1.rv = y; |
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| 19 | A1.rgr = RVtimes([y,u],[-3,-1]) ; % correct structure is {y,y} |
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| 20 | A1.options ='logbounds,logll'; |
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| 21 | |
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| 22 | C1.class = 'LQG_ARX'; |
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| 23 | C1.ARX = A1; |
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| 24 | C1.Qu = 100*eye(1); |
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| 25 | C1.Qy = 100*eye(1); |
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| 26 | C1.yreq = 1; |
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| 27 | C1.horizon = 10; |
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| 28 | |
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| 29 | C2 = C1; |
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| 30 | C2.windsurfer = 1; |
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| 31 | |
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| 32 | N = 10; |
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| 33 | losses_plain=zeros(1,N); |
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| 34 | losses_wind =zeros(1,N); |
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| 35 | |
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| 36 | for i=1:1000 |
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| 37 | M= controlloop(DS,{C1}); |
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| 38 | losses_plain(i) = (M.DS_y - C1.yreq)'*(M.DS_y - C1.yreq); |
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| 39 | |
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| 40 | M= controlloop(DS,{C2}); |
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| 41 | losses_wind(i) = (M.DS_y - C1.yreq)'*(M.DS_y - C1.yreq); |
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| 42 | if losses_wind(i)>100 |
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| 43 | % keyboard; |
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| 44 | end |
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| 45 | end |
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| 46 | [mean(losses_plain), mean(losses_wind)] |
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| 47 | [std(losses_plain), std(losses_wind)] |
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