root/applications/dual/SIDP/SIDPS/matlab/generate_realization.m
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1183
| Revision 1181, 414 bytes (checked in by zimamiro, 14 years ago) |
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| 1 | function realization=generate_realization(eta,index,H,C,horizont) |
| 2 | realization=0; |
| 3 | beta=H(index); |
| 4 | for o=1:horizont |
| 5 | best_control=-(eta*beta/(1+beta^2)+interpol(beta,H,C)); |
| 6 | %best_control=-(eta*beta/(1+beta^2)+C(index)*abs(rand)); |
| 7 | s=randn; |
| 8 | pom=sqrt(1+best_control^2); |
| 9 | eta=abs(eta+beta*best_control+pom*s); |
| 10 | beta=abs(pom*beta+best_control*s); |
| 11 | realization=realization+eta^2; |
| 12 | end |
| 13 | end |
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