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Revision 1181, 0.5 kB
(checked in by zimamiro, 14 years ago)
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| 1 | function [ztrata u y b P]=cc(system,apriori,seed)
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| 2 |
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| 3 | horizont=system.horizont;
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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 | for i=1:horizont
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| 16 | u(i)=-y(i)*b(i)/(b(i)^2+P(i));
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| 17 |
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| 18 | y(i+1)=y(i)+system.b*u(i)+system.sigma*seed(i);
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| 19 | K=u(i)*P(i)/(P(i)*u(i)^2+system.sigma^2);
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| 20 | b(i+1)=b(i)+K*(y(i+1)-y(i)-b(i)*u(i));
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| 21 | P(i+1)=(1-K*u(i))*P(i);
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| 22 |
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| 23 | ztrata=ztrata+y(i+1)^2;
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| 24 | end
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| 25 |
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| 26 | end
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| 27 |
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