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Fredrik Bagge Carlson
SystemIdentification
Commits
02370aae
Commit
02370aae
authored
Sep 04, 2015
by
Fredrik Bagge Carlson
Browse files
Updates to type defs and ar,arx methods
parent
cf53f92c
Changes
3
Hide whitespace changes
Inline
Side-by-side
src/SystemIdentification.jl
View file @
02370aae
...
...
@@ -11,10 +11,12 @@ FitStatistics,
FitResult
,
IdData
,
# Functions
ar
,
arx
,
getARregressor
,
getARXregressor
,
find_na
ar
,
arx
,
getARregressor
,
getARXregressor
,
find_na
,
toeplitz
,
kalman
## Fit Methods =================
:
LS
:
LS_reg
:
LM
## Types =======================
...
...
@@ -22,8 +24,8 @@ abstract Model
abstract
LinearModel
<:
Model
abstract
NonLinearModel
<:
Model
abstract
Network
<:
NonLinearModel
typealias
Polynom
Union
(
Real
,
Array
{
Real
,
1
})
typealias
PolynomMatrix
Union
(
Array
{
Polynom
,
1
},
Polynom
)
typealias
Polynom
{
T
<:
Real
}
Union
(
T
,
Array
{
T
,
1
})
typealias
PolynomMatrix
{
T
<:
Real
}
Union
(
Array
{
Polynom
,
1
},
Polynom
)
"""
...
...
@@ -32,7 +34,7 @@ typealias PolynomMatrix Union(Array{Polynom,1},Polynom)
`bias::Bool`
\n
`λ::Float64`
\n
"""
type
AR
<:
Model
type
AR
<:
Linear
Model
a
::
Polynom
na
::
Int
bias
::
Bool
...
...
@@ -47,7 +49,7 @@ end
`bias::Bool`
\n
`λ::Float64`
\n
"""
type
ARX
<:
Model
type
ARX
<:
Linear
Model
a
::
Polynom
b
::
PolynomMatrix
na
::
Int
...
...
@@ -68,14 +70,17 @@ type FitStatistics
RMS
::
Float64
FIT
::
Float64
AIC
::
Float64
FitStatistics
(
e
::
Vector
{
Float64
})
=
new
(
rms
(
e
),
fit
(
e
),
aic
(
e
))
FitStatistics
(
y
::
Vector
{
Float64
},
yh
::
Vector
{
Float64
}
,
d
)
=
new
(
rms
(
y
-
yh
),
fit
(
y
,
yh
),
aic
(
y
-
yh
,
d
))
end
type
FitResult
error
::
VecOrMat
{
Float64
}
fit
::
FitStatistics
method
::
Symbol
FitResult
(
error
::
VecOrMat
{
Float64
},
method
::
Symbol
)
=
new
(
error
,
FitStatistics
(
error
),
method
)
function
FitResult
(
y
,
yh
,
d
::
Int
,
method
::
Symbol
)
error
=
y
-
yh
new
(
error
,
FitStatistics
(
y
,
yh
,
d
),
method
)
end
end
type
IdData
...
...
@@ -87,7 +92,11 @@ type IdData
IdData
(
y
::
VecOrMat
{
Float64
},
u
::
VecOrMat
{
Float64
})
=
new
(
y
,
u
,
0
)
end
## Helper functions
rms
(
x
)
=
sqrt
(
mean
(
x
.^
2
))
sse
(
x
)
=
sum
(
x
.^
2
)
fit
(
y
,
yh
)
=
100
*
(
1
-
rms
(
y
-
yh
)
./
rms
(
y
-
mean
(
y
)));
aic
(
x
,
d
)
=
log
(
sse
(
x
))
+
2
d
/
length
(
x
)
include
(
"armax.jl"
)
include
(
"kalman.jl"
)
...
...
src/armax.jl
View file @
02370aae
...
...
@@ -9,7 +9,10 @@ function ar(y::Vector{Float64}, na; λ = 0, bias=false)
end
prediction
=
A
*
w
error
=
y_train
-
prediction
return
AR
(
w
,
na
,
bias
,
λ
),
FitResult
(
error
,
:
LS
)
model
=
AR
(
w
,
na
,
bias
,
λ
)
na
=
bias
?
na
+
1
:
na
result
=
FitResult
(
y_train
,
prediction
,
na
,
λ
>
0
?
(
:
LS_reg
)
:
(
:
LS
))
return
model
,
result
end
ar
(
iddata
::
IdData
,
na
;
λ
=
0
,
doplot
=
false
,
bias
=
false
)
=
ar
(
iddata
.
y
,
na
;
λ
=
0
,
bias
=
bias
)
...
...
@@ -24,8 +27,10 @@ function arx(y::Vector{Float64}, u::VecOrMat{Float64}, na, nb; λ = 0, doplot=fa
end
prediction
=
A
*
w
error
=
y_train
-
prediction
return
AR
(
w
,
na
,
bias
,
λ
),
FitResult
(
error
,
:
LS
)
model
=
AR
(
w
,
na
,
bias
,
λ
)
na
=
bias
?
na
+
1
:
na
result
=
FitResult
(
y_train
,
prediction
,
na
,
λ
>
0
?
(
:
LS_reg
)
:
(
:
LS
))
return
model
,
result
end
arx
(
iddata
::
IdData
,
na
,
nb
;
λ
=
0
,
bias
=
false
)
=
arx
(
iddata
.
y
,
iddata
.
u
,
na
,
nb
;
λ
=
0
,
bias
=
bias
)
...
...
test/tests.jl
View file @
02370aae
using
SystemIdentification
@assert
isa
(
1
,
Polynom
)
@assert
isa
(
1.0
,
Polynom
)
@assert
isa
([
1.0
;
1.0
],
Polynom
)
@assert
isa
(
1.0
,
PolynomMatrix
)
@assert
isa
(
1
,
PolynomMatrix
)
ar
(
collect
(
1
:
5.0
),
1
,
bias
=
true
)
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