Revision 862, 1.0 kB
(checked in by zimamiro, 14 years ago)
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[862] | 1 | function [ztrata u y b P]=rizeni(H,mi,system,apriori)
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| 2 |
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| 3 | sigma=system.sigma;
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| 4 | %%chce to mzslet na PYB
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| 5 |
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| 6 | y=zeros(size(H,1));
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| 7 | b=zeros(size(H,1));
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| 8 | P=zeros(size(H,1));
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| 9 | u=zeros(size(H,1));
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| 10 | ztrata=0;
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| 11 |
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| 12 | y(1)=apriori(1);
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| 13 | b(1)=apriori(2);
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| 14 | P(1)=apriori(3);
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| 15 |
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| 16 |
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| 17 | for i=1:size(H,1)-1
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| 18 | eta_0=abs(y(i))/sigma;
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| 19 | beta_0=abs(b(i))/sqrt(P(i));
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| 20 |
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| 21 | state(1)=eta_0/(1+eta_0);
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| 22 | state(2)=beta_0^2/(1+beta_0^2);
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| 23 |
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| 24 | index=find_in_hyperstate5(state, H(i,:,:));
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| 25 |
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| 26 | %plot(H(i,:,1),H(i,:,2),'g.'); hold on
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| 27 | %plot(H(i,index,1), H(i,index,2),'r+'); plot(state(1), state(2),'b.'); hold off
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| 28 |
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| 29 | u(i)=-mi(i,index)*eta_0/beta_0*sigma/sqrt(P(i))*sign(y(i)*b(i));
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| 30 |
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| 31 | y(i+1)=y(i)+system.b*u(i)+sigma*randn;
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| 32 | K=u(i)*P(i)/(P(i)*u(i)^2+sigma^2);
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| 33 | b(i+1)=b(i)+K*(y(i+1)-y(i)-b(i)*u(i));
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| 34 | P(i+1)=(1-K*u(i))*P(i);
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| 35 |
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| 36 | ztrata=ztrata+(y(i+1)-system.yr(i))^2;
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| 37 |
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| 38 | end
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| 39 | end
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