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Revision 1181, 0.8 kB
(checked in by zimamiro, 15 years ago)
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| 1 | function [ztrata u y b P]=alstr(system,apriori,seed)
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| 2 | horizont=system.horizont;
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| 3 | sigma=system.sigma;
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| 4 |
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| 5 | y=zeros(1,horizont);
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| 6 | b=zeros(1,horizont);
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| 7 | P=zeros(1,horizont);
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| 8 | u=zeros(1,horizont-1);
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| 9 | ztrata=0;
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| 10 |
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| 11 | y(1)=apriori.y0;
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| 12 | b(1)=apriori.b0;
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| 13 | P(1)=apriori.P0;
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| 14 |
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| 15 |
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| 16 | for i=1:horizont
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| 17 | eta=abs(y(i))/sigma;
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| 18 | beta=abs(b(i))/sqrt(P(i));
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| 19 | ny=(0.56+beta)/(2.2+0.08*beta+beta^2)*eta+1.9/(1.7+beta^4);
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| 20 |
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| 21 | znamenko=sign(y(i)*((-1)^(b(i)<0)));
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| 22 | u(i)=-ny*sigma/sqrt(P(i))*znamenko;
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| 23 |
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| 24 | y(i+1)=y(i)+system.b*u(i)+sigma*seed(i);
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| 25 | K=u(i)*P(i)/(P(i)*u(i)^2+sigma^2);
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| 26 | b(i+1)=b(i)+K*(y(i+1)-y(i)-b(i)*u(i));
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| 27 | P(i+1)=(1-K*u(i))*P(i);
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| 28 |
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| 29 | ztrata=ztrata+y(i+1)^2;
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| 30 |
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| 31 | end
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| 32 | end
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