function sidp_transformace(sidp_parameters, rsss_parameters,system,apriori) %transformace N=sidp_parameters.horizont-2; poc=zeros(N,2); kon=zeros(N,2); eps=10^-2; system.dim=2; if abs(apriori.y0)-2*apriori.y0_range<0 apriori.eta0=(abs(apriori.y0)+2*apriori.y0_range)/2/system.sigma; apriori.eta0_range=apriori.eta0; else apriori.eta0=abs(apriori.y0)/system.sigma; apriori.eta0_range=2*apriori.y0_range/system.sigma; end etar=system.yr/system.sigma; apriori.beta0abs(apriori.b0)/sqrt(apriori.P0) 2*apriori.b0_range/sqrt(apriori.P0-apriori.P0_range) if -<0 apriori.beta0=(abs(apriori.b0)+2*apriori.b0_range)/2/sqrt(apriori.P0-apriori.P0_range); apriori.beta0_range=apriori.beta0-eps; else apriori.beta0=abs(apriori.b0)/sqrt(apriori.P0); apriori.beta0_range=2*apriori.by0_range/system.sigma; end apriori.beta0=eps; apriori.beta0_range=(abs(apriori.b0) + 2*apriori.b0_range)/sqrt(apriori.P0-apriori.P0_range); %pomocne promenne a konstanty step=[1; sidp_parameters.n_grid]; [H ny]=init_hyperstate(N,sidp_parameters.n_grid,apriori,0); %vytvori H a mi, nastavi H0 a mi* for i=1:sidp_parameters.n_pass for j=1:sidp_parameters.n_iter [i j] search_region=sidp_parameters.gama^(j-1)*sidp_parameters.lambda^(i-1)*sidp_parameters.search_region_init; [H ny]=update_hyperstate(H, ny); %vygeneruje trajektorie, v zasazenem regionu rovnomerne rozmisti body a prekopiruje nalezena mi* %>1 %los=mc_study2(system,apriori,1000); %porovnej(los) poc(:,:)=H(:,1,:); kon(:,:)=H(:,end,:); scale=(kon-poc)/(sidp_parameters.n_grid-1); for k=N:-1:1 %pozor na meze level=N-k+1; k for l=1:size(H,2) candidates=generate_candidates(ny(k,l), search_region, sidp_parameters.num_of_candidates,sidp_parameters.generate_candidates_mode); %compare candidates realization1=zeros(size(candidates,1),rsss_parameters.n0); for m=1:sidp_parameters.num_of_candidates best_control=-candidates(m); for n=1:rsss_parameters.n0 eta=H(k,l,1); beta=H(k,l,2); %generate realization for o=1:level s=randn; pom=sqrt(1+best_control^2); eta=abs(eta+beta*best_control+pom*s); beta=abs(pom*beta+best_control*s); realization1(m,n)=realization1(m,n)+(eta-etar(k+o))^2; if o