function realization=generate_realization(apriori,H0,H_tilde,C,regulator_parameters,system) H=add_Hc_tilde0(H0,apriori,regulator_parameters); % nehlidam pozitivni definitnost ! realization=0; system.S=zeros(1,3); for o=1:regulator_parameters.horizont_simulace [u system]=simple_control(system,H(:,1)); u=u+interpol(H,H_tilde,C); system.x=H(:,1)+sqrt(diag(H(:,2:5))).*randn(4,1); system.x=get_next(system,system.x,u); H=kalman_filter(H,u,system); realization=realization+u'*system.gamma*u+(system.x-system.x_opt)'*system.ksi*(system.x-system.x_opt); end end