Index: /applications/dual/SIDP/SIDPS/matlab/alstr.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/alstr.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/alstr.m (revision 1181)
@@ -0,0 +1,32 @@
+function  [ztrata u y b P]=alstr(system,apriori,seed)
+horizont=system.horizont;
+sigma=system.sigma;
+
+y=zeros(1,horizont);
+b=zeros(1,horizont);
+P=zeros(1,horizont);
+u=zeros(1,horizont-1);
+ztrata=0;
+
+y(1)=apriori.y0;
+b(1)=apriori.b0;
+P(1)=apriori.P0;
+
+
+    for i=1:horizont   
+        eta=abs(y(i))/sigma;
+        beta=abs(b(i))/sqrt(P(i));
+        ny=(0.56+beta)/(2.2+0.08*beta+beta^2)*eta+1.9/(1.7+beta^4);
+        
+        znamenko=sign(y(i)*((-1)^(b(i)<0)));
+        u(i)=-ny*sigma/sqrt(P(i))*znamenko;
+        
+        y(i+1)=y(i)+system.b*u(i)+sigma*seed(i);
+        K=u(i)*P(i)/(P(i)*u(i)^2+sigma^2);
+        b(i+1)=b(i)+K*(y(i+1)-y(i)-b(i)*u(i));
+        P(i+1)=(1-K*u(i))*P(i);   
+        
+        ztrata=ztrata+y(i+1)^2;
+        
+    end
+ end
Index: /applications/dual/SIDP/SIDPS/matlab/cc.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/cc.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/cc.m (revision 1181)
@@ -0,0 +1,27 @@
+function [ztrata u y b P]=cc(system,apriori,seed)
+
+horizont=system.horizont;
+
+y=zeros(1,horizont);
+b=zeros(1,horizont);
+P=zeros(1,horizont);
+u=zeros(1,horizont-1);
+ztrata=0;
+
+y(1)=apriori.y0;
+b(1)=apriori.b0;
+P(1)=apriori.P0;
+
+for i=1:horizont
+    u(i)=-y(i)*b(i)/(b(i)^2+P(i));
+    
+    y(i+1)=y(i)+system.b*u(i)+system.sigma*seed(i);
+    K=u(i)*P(i)/(P(i)*u(i)^2+system.sigma^2);
+    b(i+1)=b(i)+K*(y(i+1)-y(i)-b(i)*u(i));
+    P(i+1)=(1-K*u(i))*P(i);   
+
+    ztrata=ztrata+y(i+1)^2;
+end
+
+end
+
Index: /applications/dual/SIDP/SIDPS/matlab/load_H.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/load_H.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/load_H.m (revision 1181)
@@ -0,0 +1,5 @@
+function [H C]=load_H
+H=load('beta.txt');
+C=load('C.txt');    
+end
+
Index: /applications/dual/SIDP/SIDPS/matlab/vyst2.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/vyst2.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/vyst2.m (revision 1181)
@@ -0,0 +1,150 @@
+function los=vyst2(regulator_parameters,system,apriori,N)
+los=zeros(4,3);
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+regulator_parameters.horizont=5;
+apriori.P0=1;
+apriori.b0=0;
+[m los]=mc_study(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0]);
+
+figure
+hist(min(los(1,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CE');
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 0'); set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(2,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CC')
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 0');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(3,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} SIDP') 
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 0');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(4,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} DP') 
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 0');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+apriori.b0=1;
+[m los]=mc_study(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0]);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(1,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CE');
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 1');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(2,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CC')
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 1');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(3,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} SIDP') 
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 1');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(4,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} DP') 
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 1');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+apriori.b0=10;
+[m los]=mc_study(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0]);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(1,:),10),100);    AXIS([0 10 0 150]);    text(8,120,'\fontsize{18} CE');
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 10');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(2,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CC')
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 10');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(3,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} SIDP') 
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 10');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(4,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} DP') 
+title('P_0 = 1, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 10');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+apriori.P0=10;
+apriori.b0=0;
+[m los]=mc_study(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0]);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(1,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CE');
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 0');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(2,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CC')
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 0');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(3,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} SIDP') 
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 0');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(4,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} DP') 
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 0');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+apriori.b0=1;
+[m los]=mc_study(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0]);
+
+figure
+hist(min(los(1,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CE');
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 1');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(2,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CC')
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 1');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(3,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} SIDP') 
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 1');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(4,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} DP') 
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 1');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+apriori.b0=10;
+[m los]=mc_study(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0]);
+
+figure
+hist(min(los(1,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CE');
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 10');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(2,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} CC')
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 10');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(3,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} SIDP') 
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 10');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+figure
+hist(min(los(4,:),10),100);    AXIS([0 10 0 150]);   text(8,120,'\fontsize{18} DP') 
+title('P_0 = 10, {}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 10');set( get(gcf, 'Children'), 'FontSize', 18);set(get(get(gcf, 'Children'),'Title'), 'FontSize', 18);
+text(9.4,-8,'\fontsize{18}<')
+
+end
Index: /applications/dual/SIDP/SIDPS/matlab/sloz.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/sloz.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/sloz.m (revision 1181)
@@ -0,0 +1,13 @@
+function [ztrata control y b P]=sloz(apriori,system)
+
+    [H u]=load_H;
+    
+    for i=1:size(H,1);       
+        plot(H(i,:,1),H(i,:,2),'g.');    end
+    
+    %plot(H(1,:,1),H(1,:,2),'g.');    hold on
+    %plot(H(1,index,1), H(1,index,2),'r+');   
+    %plot(eta_tilda, beta_tilda,'b.');  hold off
+    
+    [ztrata control y b P]=rizeni(H,u,system,apriori);
+end
Index: /applications/dual/SIDP/SIDPS/matlab/mc_study.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/mc_study.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/mc_study.m (revision 1181)
@@ -0,0 +1,54 @@
+function [m n losses]=mc_study(system,apriori,n)
+p=0;
+[H C]=load_H;  
+losses=zeros(3,n);
+
+for i=1:n
+    system.b=apriori.b0 + sqrt(apriori.P0)*randn;
+    while (system.b==0)
+        system.b=apriori.b0 + sqrt(apriori.P0)*randn;
+    end
+    seed=randn(1,system.horizont);
+    
+    losses(1,i)=cc(system,apriori,seed);
+    losses(2,i)=rizeni(H,C,system,apriori,seed);
+    losses(3,i)=alstr(system,apriori,seed);
+    
+end
+%losses=min(losses,10);
+m=mean(losses,2);
+n=median(losses,2);
+if p==1
+    losses=losses/m(3);
+    m=mean(losses,2);
+    n=median(losses,2);
+    a=2;
+    figure
+    for i=1:size(losses,1)
+        subplot(3,1,i)
+        losses(i,:)=min(losses(i,:),a);
+        hist(losses(i,:),100); hold on
+        AXIS([0 a 0 80]); 
+        plot(0*(1:80)+m(i), 1:80,'r')
+        plot(0*(1:80)+n(i), 1:80,'g')
+        switch(i)
+            case(1)
+                text(0.1,60,'\fontsize{18} CC')
+                ylabel('\fontsize{18} �nost');
+            case(2)
+                text(0.1,60,'\fontsize{18} SIDPS')
+            case(3)
+                text(0.1,60,'\fontsize{18} DP')
+        end
+        
+    end
+    xlabel('\fontsize{18} relativn�tr�');
+    y_0=num2str(apriori.y0);    b_0=num2str(apriori.b0);    P_0=num2str(apriori.P0);
+    %text(1.8,250,['\fontsize{18}P_0 = ',P_0]);
+    text(1.8,265,['{}_{^{\fontsize{18}\theta}}^{\fontsize{20}\^}_{\fontsize{14}0} \fontsize{18} = ',b_0]);
+    %text(1.8,278,['\fontsize{18}y_0  = ',y_0]);
+    set( get(gcf, 'Children'), 'FontSize', 18);
+end
+
+
+end
Index: /applications/dual/SIDP/SIDPS/matlab/vyst3.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/vyst3.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/vyst3.m (revision 1181)
@@ -0,0 +1,35 @@
+function los=vyst3(regulator_parameters,system,apriori,N)
+los=zeros(3,4);
+
+regulator_parameters.horizont=5;
+apriori.P0=10;
+apriori.b0=1;
+a=1;
+los(:,1)=mc_study2(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0],a);
+
+a=0;
+los(:,2)=mc_study2(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0],a);
+
+a=-1;
+los(:,3)=mc_study2(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0],a);
+
+a=-10;
+los(:,4)=mc_study2(regulator_parameters,system,apriori,N,[regulator_parameters.horizont apriori.P0 apriori.b0],a);
+
+figure
+
+bar(los','grouped')
+colormap summer 
+set(gca,'ylim',[0 10])
+
+title('\fontsize{18}  \theta = 1, P_0 = 10') 
+legend('CC','SIDP','DP');
+set(gca,'xtick',[]);
+text(0.8,-0.5,'\fontsize{18} 1')
+text(1.85,-0.5,'\fontsize{18} 0')
+text(2.75,-0.5,'\fontsize{18} -1')
+text(3.7,-0.5,'\fontsize{18} -10')
+set( get(gcf, 'Children'), 'FontSize', 18);
+text(-0.5,10,'\fontsize{18}<')
+
+end
Index: /applications/dual/SIDP/SIDPS/matlab/generate_realization.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/generate_realization.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/generate_realization.m (revision 1181)
@@ -0,0 +1,13 @@
+function realization=generate_realization(eta,index,H,C,horizont)
+realization=0;
+beta=H(index);
+for o=1:horizont
+    best_control=-(eta*beta/(1+beta^2)+interpol(beta,H,C));
+    %best_control=-(eta*beta/(1+beta^2)+C(index)*abs(rand));
+    s=randn;
+    pom=sqrt(1+best_control^2);
+    eta=abs(eta+beta*best_control+pom*s);
+    beta=abs(pom*beta+best_control*s);
+    realization=realization+eta^2;
+end
+end
Index: /applications/dual/SIDP/SIDPS/matlab/interpol.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/interpol.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/interpol.m (revision 1181)
@@ -0,0 +1,19 @@
+function rizeni=interpol(beta,H,C)
+pom=H-beta;
+if (pom(1)>0)
+    rizeni=C(1);
+else
+    if (pom(end)<0 || pom(end)==0)
+        rizeni=C(end);
+    else
+        for i=2:size(H,2)
+            if (pom(i)>0)
+                delka=H(i)-H(i-1);
+                rizeni=(1+pom(i-1)/delka)*C(i-1)+(1-pom(i)/delka)*C(i);
+                break               
+            end            
+        end
+    end
+end
+
+end
Index: /applications/dual/SIDP/SIDPS/matlab/nastav.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/nastav.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/nastav.m (revision 1181)
@@ -0,0 +1,62 @@
+function [regulator_parameters, rsss_parameters,system,apriori]=nastav
+%OK
+%nastaveni
+%sidp
+%horizont...ridici horizont
+%num_of_candidates...pocet kandidatu na zmenu u
+%search_region_init...pocatecni rozsah pro zmenu prozatimniho optimalniho u
+%gama, lambda...parametri pro redukci search_region_init
+%n_grid...pocet bodu v diskretizaci kazdeho rozmeru hyperstavu
+%n_pass...pocet nezavislych pruchodu
+%n_iter...pocet opakovani v kazdem pruchodu
+%n0, delta, alpha...parametry RSSS (implementovana ve funkci
+%compare_candidaes)
+%system
+%dim...dimenze hyperstavu ulohy
+%b,sigma...parametr systemu
+%apriori
+%b0, b_range...apriorni informace o b
+%P0, P_range...apriorni informace o P
+%y0, y_range...pocatecni stav systemu
+
+    horizont=100;
+    sigma=1;
+    %+1? pozadovane rizeni yr=0
+
+    horizont_tilda=10;
+    n_iter=4;
+    num_of_candidates=7;
+    search_region_init=5;
+    gama=0.2;
+    n_grid=10;
+    n_grid_max=30;
+ 
+    y0=1;
+    b0=1;  
+    P0=10;
+    
+    n0=20;
+    delta=(y0/2)^2;
+    alpha=0.05;
+    RSSS=1;
+
+regulator_parameters.horizont=horizont_tilda;
+regulator_parameters.n_iter=n_iter;
+regulator_parameters.num_of_candidates=num_of_candidates;
+regulator_parameters.search_region_init= search_region_init;
+regulator_parameters.gama= gama;
+regulator_parameters.n_grid=n_grid;
+regulator_parameters.n_grid_max=n_grid_max;
+
+rsss_parameters.n0=n0;
+rsss_parameters.delta=delta;
+rsss_parameters.alpha=alpha;
+rsss_parameters.RSSS=RSSS;
+
+system.horizont=horizont;
+system.sigma=sigma;
+
+apriori.y0=y0;
+apriori.b0=b0;
+apriori.P0=P0;
+end
Index: /applications/dual/SIDP/SIDPS/matlab/choose_best_control.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/choose_best_control.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/choose_best_control.m (revision 1181)
@@ -0,0 +1,53 @@
+function best_control=choose_best_control(H,C,index,eta0,horizont,candidates,compare_parameters)
+num_of_candidates=size(candidates,1);
+n_0=compare_parameters.n0;
+realization1=zeros(num_of_candidates,n_0); 
+
+%generovani eralizaci ztrat
+for i=1:num_of_candidates
+    C(index)=candidates(i);
+    for j=1:n_0
+        realization1(i,j)=generate_realization(eta0,index,H,C,horizont);
+    end
+end
+mean_values=mean(realization1,2);
+
+%RSSS
+if (compare_parameters.RSSS)
+    h=compare_parameters.rinott;
+    t=compare_parameters.student;
+    variances=sum((realization1-mean_values*ones(1,n_0)).^2,2)/(n_0-1);
+    W=t*sqrt((variances*ones(1,num_of_candidates)+ones(num_of_candidates,1)*variances')/n_0);
+
+    pass=ones(num_of_candidates,1); %pass(i)=1 => i-ty kandidat jde do 2 faze
+    for i=1:size(candidates)
+        for j=1:size(candidates)
+            if (mean_values(i)>mean_values(j)+max(0,W(i,j)-compare_parameters.delta)) %hledam minimum
+                pass(i)=false;
+                break;
+            end
+        end
+    end
+    
+    if sum(pass)>1
+        %druha faze RSSS
+        %sum(pass)    
+        for i=1:size(candidates)
+            if (pass(i))
+                n_1=max(1,(-floor(-variances(i)*(h/compare_parameters.delta)^2))-n_0);
+                n_1=min(100,n_1);
+                realization2=zeros(1,n_1);
+                C(index)=candidates(i);
+                for j=1:n_1
+                    realization2(j)=generate_realization(eta0,index,H,C,horizont);
+                end
+                mean_values(i)=mean_values(i)/(1+n_1/n_0)+mean(realization2)/(1+n_0/n_1);
+            end
+        end
+    end
+end
+
+%volba kadnidata s nejmensi prumernou ztratou
+[min_val min_index]=min(mean_values);
+best_control=candidates(min_index);
+end
Index: /applications/dual/SIDP/SIDPS/matlab/Beta.txt
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/Beta.txt (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/Beta.txt (revision 1181)
@@ -0,0 +1,1 @@
+  1.0000000e-004  7.3794257e-001  1.4757851e+000  2.2136277e+000  2.9514703e+000  3.6893128e+000  4.4271554e+000  5.1649980e+000  5.9028405e+000  6.6406831e+000
Index: /applications/dual/SIDP/SIDPS/matlab/rizeni.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/rizeni.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/rizeni.m (revision 1181)
@@ -0,0 +1,35 @@
+function  [ztrata u y b P]=rizeni(H,C,system,apriori,seed)
+%RAND
+sigma=system.sigma;
+horizont=system.horizont;
+
+y=zeros(1,horizont);
+b=zeros(1,horizont);
+P=zeros(1,horizont);
+u=zeros(1,horizont-1);
+ztrata=0;
+
+y(1)=apriori.y0;
+b(1)=apriori.b0;
+P(1)=apriori.P0;
+
+    for i=1:horizont
+        eta=abs(y(i))/sigma;
+        beta=abs(b(i))/sqrt(P(i));
+                
+        %plot(H,'b.'); hold on; plot(index, beta,'r.'); hold off           
+        
+        ny=eta*beta/(1+beta^2)+interpol(beta,H,C);
+        %ny=(eta*beta/(1+beta^2)+C(index)*abs(rand));                
+        znamenko=sign(y(i)*((-1)^(b(i)<0)));
+        u(i)=-ny*sigma/sqrt(P(i))*znamenko;
+        
+        y(i+1)=y(i)+system.b*u(i)+sigma*seed(i);
+        K=u(i)*P(i)/(P(i)*u(i)^2+sigma^2);
+        b(i+1)=b(i)+K*(y(i+1)-y(i)-b(i)*u(i));
+        P(i+1)=(1-K*u(i))*P(i);   
+        
+        ztrata=ztrata+y(i+1)^2;
+    end
+    
+ end
Index: /applications/dual/SIDP/SIDPS/matlab/porovnej.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/porovnej.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/porovnej.m (revision 1181)
@@ -0,0 +1,9 @@
+function porovnej(losses)
+%losses=min(losses,10);
+for i=1:size(losses,1)
+    figure
+    hist(min(losses(i,:),10),100);
+AXIS([0 10 0 200]);
+   TITLE([median(losses(i,:)) mean(losses(i,:))]) 
+end
+end
Index: /applications/dual/SIDP/SIDPS/matlab/find_in_hyperstate5.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/find_in_hyperstate5.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/find_in_hyperstate5.m (revision 1181)
@@ -0,0 +1,16 @@
+function index=find_in_hyperstate5(state,hyperstate)
+
+index=1;
+len=(state(1,1)-hyperstate(1,1,1))^2+(state(1,2)-hyperstate(1,1,2))^2;
+%plot(hyperstate(1,:,1),hyperstate(1,:,2),'b+'); hold on
+%plot(state(1,1),state(1,2),'r.');
+
+for i=2:size(hyperstate,2)
+    pom2=(state(1,1)-hyperstate(1,i,1))^2+(state(1,2)-hyperstate(1,i,2))^2;    
+    if pom2<len
+        len=pom2;
+        index=i;
+    end
+end
+    
+end
Index: /applications/dual/SIDP/SIDPS/matlab/C.txt
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/C.txt (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/C.txt (revision 1181)
@@ -0,0 +1,1 @@
+  9.6000000e-001  4.1904762e-002  1.3714286e-001  3.2380952e-002  9.1428571e-002  6.6666667e-002  1.3333333e-002  1.3333333e-002  0.0000000e+000  7.6190476e-003
Index: /applications/dual/SIDP/SIDPS/matlab/vyst.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/vyst.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/vyst.m (revision 1181)
@@ -0,0 +1,60 @@
+function los=vyst(system,apriori,N)
+los=zeros(3,3);
+a=2;
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+apriori.P0=1;
+apriori.b0=0;
+los(:,1)=mc_study(system,apriori,N);
+
+apriori.b0=1;
+los(:,2)=mc_study(system,apriori,N);
+
+apriori.b0=10;
+los(:,3)=mc_study(system,apriori,N);
+los=los./(ones(3,1)*los(3,:));
+pom(:,:)=los(1:2,:);
+
+figure
+subplot(1,2,1)
+bar(pom,'grouped'); hold on
+colormap summer;
+set(gca,'ylim',[0 a]);
+plot(0:3,0*(1:4)+1,'r--');
+
+title('\fontsize{18} P_0 = 1') 
+set(gca,'xtick',[]);
+text(0.9,-0.05,'\fontsize{18} CC')
+text(1.8,-0.05,'\fontsize{18} SIDPS')
+set( get(gcf, 'Children'), 'FontSize', 18);
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+apriori.P0=10;
+apriori.b0=0;
+los(:,1)=mc_study(system,apriori,N);
+
+apriori.b0=1;
+los(:,2)=mc_study(system,apriori,N);
+
+apriori.b0=10;
+los(:,3)=mc_study(system,apriori,N);
+
+los=los./(ones(3,1)*los(3,:));
+pom(:,:)=los(1:2,:);
+
+subplot(1,2,2)
+bar(pom,'grouped'); hold on
+colormap summer ;
+set(gca,'ylim',[0 a]);
+
+title('\fontsize{18} P_0 = 10') 
+legend('{}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 0','{}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 1','{}_{^{\fontsize{18}\theta}}^{\fontsize{16}\^}_{0} = 10')
+set(gca,'xtick',[]);
+plot(0:3,0*(1:4)+1,'r--');
+
+text(0.9,-0.05,'\fontsize{18} CC')
+text(1.8,-0.05,'\fontsize{18} SIDPS')
+set( get(gcf, 'Children'), 'FontSize', 18);
+
+
+end
Index: /applications/dual/SIDP/SIDPS/matlab/mc_study2.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/mc_study2.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/mc_study2.m (revision 1181)
@@ -0,0 +1,30 @@
+function [m losses]=mc_study2(regulator_parameters,system,range,n,co,a)
+p=0;
+[H u]=load_H(co);  
+
+for i=1:n
+    apriori(3)=range.P0;
+    system.b=a*range.b0+ sqrt(apriori(3))*randn;
+    apriori(2)=range.b0;
+    apriori(1)=range.y0;
+    while (system.b==0)
+        system.b=range.b0 + sqrt(apriori(3))*randn;
+    end
+    seed=randn(1,regulator_parameters.horizont);
+    j=1;
+    losses(j,i)=cc(regulator_parameters,system,apriori,seed);j=j+1;
+    %losses(j,i)=ps(regulator_parameters,system,apriori,seed);j=j+1;
+    losses(j,i)=rizeni(H,u,system,apriori,seed);j=j+1;
+    %losses(j,i)=triv(regulator_parameters,system,apriori,seed);j=j+1;
+    losses(j,i)=alstr(regulator_parameters,system,apriori,seed);j=j+1;
+    
+end
+%losses=min(losses,10);
+if p==1
+    for i=1:size(losses,1)
+        figure   
+        hist(min(losses(i,:),10),100);    AXIS([0 10 0 200]);   TITLE([median(losses(i,:)) mean(losses(i,:))]) 
+    end
+end
+m=mean(losses,2);
+end
Index: /applications/dual/SIDP/SIDPS/matlab/generate_candidates.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/generate_candidates.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/generate_candidates.m (revision 1181)
@@ -0,0 +1,16 @@
+function candidates=generate_candidates(best_control, search_region, num_of_candidates)
+if (mod(num_of_candidates,2)==0)
+    pom=((-((num_of_candidates-2)/2)):((num_of_candidates-2)/2))/((num_of_candidates-2)/2);
+    candidates=best_control*ones(num_of_candidates-1,1)+pom'*search_region;
+    candidates(num_of_candidates)=best_control+(2*rand-1)*search_region;
+else
+    pom=((-((num_of_candidates-1)/2)):((num_of_candidates-1)/2))/((num_of_candidates-1)/2);
+    candidates=best_control*ones(num_of_candidates,1)+pom'*search_region;
+end          
+pom1=(max(candidates)-min(candidates))/(2*num_of_candidates);
+for i=1:num_of_candidates
+    if(candidates(i)<0)
+        candidates(i)=abs(abs(candidates(i))-pom1);
+    end
+end
+end
Index: /applications/dual/SIDP/SIDPS/matlab/init_hyperstate.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/init_hyperstate.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/init_hyperstate.m (revision 1181)
@@ -0,0 +1,20 @@
+function [H,C]=init_hyperstate(n_grid, apriori, mode)
+switch(mode)
+    case(0)
+        C=zeros(1,n_grid);
+        step=apriori.beta0_range/(n_grid-1)*2;
+        min=apriori.beta0-apriori.beta0_range;
+        max=apriori.beta0+apriori.beta0_range;
+        H=min:step:max;  
+    case(1)
+        C=zeros(1,n_grid);
+        a=0:1/(n_grid-1):1;
+        min=apriori.beta0-apriori.beta0_range;
+        max=apriori.beta0+apriori.beta0_range;
+        H=(max-min)/(exp(1)-1)*exp(a)+(exp(1)*min-max)/(exp(1)-1);
+    case(2)
+        [H C]=load_H;
+end
+end
+
+
Index: /applications/dual/SIDP/SIDPS/matlab/obr.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/obr.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/obr.m (revision 1181)
@@ -0,0 +1,5 @@
+function obr(H,mi)
+for i=1:size(H,1)
+    plot3(H(i,:,1), H(i,:,2), mi(i,:),'.');
+    hold on
+end
Index: /applications/dual/SIDP/SIDPS/matlab/ps.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/ps.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/ps.m (revision 1181)
@@ -0,0 +1,32 @@
+function [ztrata u y b P]=ps(regulator_parameters,system,apriori,seed)
+
+horizont=regulator_parameters.horizont;
+prvni_faze=1;
+druha_faze=horizont-prvni_faze;
+
+y=zeros(1,horizont);
+b=zeros(1,prvni_faze+1);
+P=zeros(1,prvni_faze+1);
+u=zeros(1,horizont-1);
+ztrata=0;
+
+y(1)=apriori(1);
+b(1)=apriori(2);
+P(1)=apriori(3);
+
+for i=1:prvni_faze
+ %   u(i)=10*system.sigma/sqrt(P(i));
+     u(i)=sqrt(abs(100-1/P(i)))*system.sigma;
+    [y(i+1) b(i+1) P(i+1)]=get_next([y(i) b(i) P(i)],u(i),system,seed(i));
+    ztrata=ztrata+(y(i+1)-system.yr(i+1))^2;
+end
+b_1=b(end);
+
+for i=1:druha_faze-1
+    u(i+prvni_faze)=(system.yr(i+prvni_faze)-y(i+prvni_faze))/b_1;
+    y(i+1+prvni_faze)=y(i+prvni_faze)+system.b*u(i+prvni_faze)+system.sigma*seed(i+prvni_faze);
+    ztrata=ztrata+(y(i+1+prvni_faze)-system.yr(i+1+prvni_faze))^2;
+end
+
+end
+
Index: /applications/dual/SIDP/SIDPS/matlab/sidp3.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/sidp3.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/sidp3.m (revision 1181)
@@ -0,0 +1,60 @@
+function [w x]=sidp3(sidp_parameters, compare_parameters,system,apriori)
+eps=10^-4;
+mode=0;
+q=0;
+col(1)='b';col(2)='r' ;col(3)='c' ;col(4)='m' ;col(5)='y';
+a=0;
+compare_parameters.student=quantile(trnd((sidp_parameters.num_of_candidates-1)*ones(1,100000)),(1-compare_parameters.alpha)^(1/(sidp_parameters.num_of_candidates-1)));
+compare_parameters.rinott=4;
+
+%apriori.eta0=abs(apriori.y0)/system.sigma;
+apriori.eta0=0;
+
+apriori.beta0=abs(apriori.b0)/sqrt(apriori.P0);
+apriori.beta0_range=2*apriori.P0/sqrt(apriori.P0);    
+if apriori.beta0-apriori.beta0_range<eps
+    apriori.beta0=(abs(apriori.b0)+2*apriori.P0)/2/sqrt(apriori.P0);
+    apriori.beta0_range=apriori.beta0-eps;
+end
+
+[H C]=init_hyperstate(sidp_parameters.n_grid,apriori,mode);  %vytvori H a mi, nastavi H0 a mi*
+
+min_distance_C=0.5*sidp_parameters.search_region_init;
+min_distance_H=(H(1,end)-H(1,1))/50;
+
+%[los1 los2]=mc_study(system,apriori,1000); q=q+1; w(q)=los1(1)/los1(3); x(q)=los2(1)/los2(3);
+
+
+    for j=1:sidp_parameters.n_iter
+        j
+        %search_region=sidp_parameters.gama^(j-1)*sidp_parameters.lambda^(i-1)*sidp_parameters.search_region_init;      
+        search_region=sidp_parameters.gama^(j-1)*sidp_parameters.search_region_init;      
+        %prolez mrizku a iteruj rizeni
+        for k=1:sidp_parameters.n_grid
+            candidates=generate_candidates(C(k), search_region, sidp_parameters.num_of_candidates);
+            C(k)=choose_best_control(H,C,k,apriori.eta0,sidp_parameters.horizont,candidates,compare_parameters);
+        end
+        
+%[los1 los2]=mc_study(system,apriori,1000); q=q+1; w(q)=los1(2)/los1(3); x(q)=los2(2)/los2(3);
+        
+        vypis=H;
+        save 'Beta.txt' vypis -ASCII;
+        save 'C.txt' C -ASCII;
+        
+        %pokud je mrizka prilis hruba, zjemni ji tamkde je treba
+        for k=1:sidp_parameters.n_grid-1
+            if (abs(C(k)-C(k+1))>min_distance_C && sidp_parameters.n_grid<sidp_parameters.n_grid_max && H(k+1)-H(k)>min_distance_H)
+        %       [H C]=update(H,C,k); sidp_parameters.n_grid=sidp_parameters.n_grid+1;
+            end
+        end
+        
+        %subplot(2,1,1);
+        %plot(H,C,['',col(j)]); hold on; a=max(a,max(C(:)));
+    end
+    
+   % xlabel('\fontsize{18} \beta'); ylabel('\fontsize{18} \nu^{ (2)}_0'); set(gca,'ylim',[0 a]); set(gca,'xlim',[0 H(end)]); legend('\pi_1','\pi_2','\pi_3','\pi_4');
+   % subplot(2,1,2);
+   % plot(0:sidp_parameters.n_iter,[w' x' ones(size(x,2),1)]); xlabel('\fontsize{18} iterace'); ylabel('\fontsize{18} relativn�tr�'); legend('mean','median');set(gca,'ylim',[0.99 max(w(1),x(1))]); set(gca,'xtick',0:sidp_parameters.n_iter); set( get(gcf, 'Children'), 'FontSize', 18); 
+%[w;x]
+end
+
Index: /applications/dual/SIDP/SIDPS/matlab/update.m
===================================================================
--- /applications/dual/SIDP/SIDPS/matlab/update.m (revision 1181)
+++ /applications/dual/SIDP/SIDPS/matlab/update.m (revision 1181)
@@ -0,0 +1,17 @@
+function [H_new C_new ]=update(H_old, C_old,index)
+H_new=zeros(size(H_old)+[0 1]);
+C_new=zeros(size(C_old)+[0 1]);
+for i=1:index
+    H_new(i)=H_old(i);
+    C_new(i)=C_old(i);
+end
+
+for i=index+1:size(H_old,2)
+    H_new(i+1)=H_old(i);
+    C_new(i+1)=C_old(i);
+end
+
+H_new(index+1)=(H_old(index)+H_old(index+1))/2;
+C_new(index+1)=(C_old(index)+C_old(index+1))/2;
+
+end
Index: /applications/dual/SIDP/SIDPS/text/SIDPS.log
===================================================================
--- /applications/dual/SIDP/SIDPS/text/SIDPS.log (revision 1181)
+++ /applications/dual/SIDP/SIDPS/text/SIDPS.log (revision 1181)
@@ -0,0 +1,315 @@
+This is pdfTeX, Version 3.1415926-1.40.10 (MiKTeX 2.8) (preloaded format=pdflatex 2009.11.23)  10 SEP 2010 00:26
+entering extended mode
+**F:/skola/bakalarka/popis*noveho*algoritmu/SIDPS.tex
+("F:/skola/bakalarka/popis noveho algoritmu/SIDPS.tex"
+LaTeX2e <2005/12/01>
+Babel <v3.8l> and hyphenation patterns for english, dumylang, nohyphenation, ge
+rman, ngerman, german-x-2009-06-19, ngerman-x-2009-06-19, french, loaded.
+("D:\Program Files\MiKTeX 2.8\tex\latex\base\article.cls"
+Document Class: article 2005/09/16 v1.4f Standard LaTeX document class
+("D:\Program Files\MiKTeX 2.8\tex\latex\base\size10.clo"
+File: size10.clo 2005/09/16 v1.4f Standard LaTeX file (size option)
+)
+\c@part=\count79
+\c@section=\count80
+\c@subsection=\count81
+\c@subsubsection=\count82
+\c@paragraph=\count83
+\c@subparagraph=\count84
+\c@figure=\count85
+\c@table=\count86
+\abovecaptionskip=\skip41
+\belowcaptionskip=\skip42
+\bibindent=\dimen102
+)
+("D:\Program Files\MiKTeX 2.8\tex\generic\babel\babel.sty"
+Package: babel 2008/07/06 v3.8l The Babel package
+
+*************************************
+* Local config file bblopts.cfg used
+*
+("D:\Program Files\MiKTeX 2.8\tex\latex\00miktex\bblopts.cfg"
+File: bblopts.cfg 2006/07/31 v1.0 MiKTeX 'babel' configuration
+)
+("D:\Program Files\MiKTeX 2.8\tex\generic\babel\czech.ldf"
+Language: czech 2008/07/06 v3.1a Czech support from the babel system
+
+("D:\Program Files\MiKTeX 2.8\tex\generic\babel\babel.def"
+File: babel.def 2008/07/06 v3.8l Babel common definitions
+\babel@savecnt=\count87
+\U@D=\dimen103
+)
+
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