Revision 1351, 0.7 kB
(checked in by zimamiro, 13 years ago)
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[1351] | 1 | function realization=generate_realization(apriori,H0,H_tilde,C,regulator_parameters,system)
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| 2 |
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| 3 | H=add_Hc_tilde0(H0,apriori,regulator_parameters); % nehlidam pozitivni definitnost !
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| 4 | realization=0;
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| 5 | system.S=zeros(1,3);
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| 6 | for o=1:regulator_parameters.horizont_simulace
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| 7 | [u system]=control(system,H(:,1),interpol(H,H_tilde,C,regulator_parameters.H_tilde_on));
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| 8 | system.x=H(:,1)+sqrt(diag(H(:,2:5))).*randn(4,1); %realizace systemu
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| 9 |
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| 10 | [system.x system.pozorovani]=get_next(system,system.x,u,randn(6,1));
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| 11 | H=kalman_filter(H,u,system);
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| 12 |
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| 13 | realization=realization+u'*system.gamma*u+(system.x-system.x_opt)'*system.ksi*(system.x-system.x_opt);
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| 14 | end
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| 15 | end |
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