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x_0_model = x_0;
[n_x,n_y,n_u] = eval(sprintf("%s_def;", system_name));
## Sensitivity system details -- defines moving horizon simulation
simpars = eval(sprintf("%s_simpar;", s_system_name));
pars = eval(sprintf("%s_numpar;", s_system_name));
x_0s = eval(sprintf("%s_state(pars);", s_system_name));
## Times
## -- within opt horizon
n_Tau = round(simpars.last/simpars.dt);
dtau = simpars.dt;
Tau = [0:n_Tau-1]'*dtau;
[n_tau,n_w] = size(w_s);
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x_0_model = x_0;
[n_x,n_y,n_u] = eval(sprintf("%s_def;", system_name));
## Sensitivity system details -- defines moving horizon simulation
simpars = eval(sprintf("%s_simpar;", s_system_name));
pars = eval(sprintf("%s_numpar;", s_system_name));
x_0s = eval(sprintf("%s_state(pars);", s_system_name));
x_0_models = x_0s;
## Times
## -- within opt horizon
n_Tau = round(simpars.last/simpars.dt);
dtau = simpars.dt;
Tau = [0:n_Tau-1]'*dtau;
[n_tau,n_w] = size(w_s);
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T_ol = n_ol*dt; # Length of ol interval
t_open = [t_open;T_ol];
## Generate input to actual system
u_star_t = ppp_ustar(A_u,1,t_ol',0,0,n_u-n_U);
## Tune parameters/states
if (extras.estimate==1)
## Save up the estimated parameters
par_est = pars(i_par(:,1));
p = [p; par_est'];
## Set up according to interval length
if (T_ol>T_ol_0) ## Truncate data
simpar_est.last = T_ol_0;
y_est = y_ol(1:n_t+1,:);
else
simpar_est.last = T_ol;
y_est = y_ol;
endif
simpar_pred.last = T_ol_0; # Predicted length of next interval
pars(i_ppp(:,1)) = U_old; # Update the simulation ppp weights
## Optimise
tick = time;
[pars,Par,Error,Y,its] = \
ppp_optimise(s_system_name,x_0s,pars,simpar_est,u_star_t,y_est,i_par,extras);
est_time = time-tick;
t_est = [t_est;est_time];
its_est = [its_est; its-1];
endif
## Update internal model
par(i_ppp(:,3)) = U_old; # Update the simulation ppp weights
if (extras.estimate==1)
par(i_par(:,3)) = pars(i_par(:,1)); # Update the simulation params
endif
simpar_model.last = T_ol;
[y_model,x_model] = eval(sprintf("%s_sim(x_0_model, par, simpar_model, \
u_star_t);",system_name));
x_0 = x_model(n_ol+1,:)'; # Initial state of next interval
x_0_model = x_0;
## Compute U by optimisation
tick = time;
## Predict state at start of next interval
par(i_ppp(:,3)) = U;
[y_next,x_next] = eval(sprintf("%s_sim(x_0, par, simpar, \
u_star_t);",system_name));
x_next = x_next(n_t+1,:)'; # Initial state for next time
x_nexts(1:2:(2*n_x)-1) = x_next;
## Optimize for next interval
U_old = U; # Save previous value
U = expm(A_u*T_ol)*U; # Initialise from continuation trajectory
pars(i_ppp(:,1)) = U; # Put initial value of U into the parameter vector
[U, U_all, Error, Y, its] = ppp_nlin(system_name,x_nexts,pars,simpars,u_star_tau,w_s,i_ppp,extras);
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T_ol = n_ol*dt; # Length of ol interval
t_open = [t_open;T_ol];
## Generate input to actual system
u_star_t = ppp_ustar(A_u,1,t_ol',0,0,n_u-n_U);
## Tune parameters/states
if (estimating_parameters==1)
## Save up the estimated parameters
par_est = pars(i_par(:,1))
p = [p; par_est'];
## Set up according to interval length
if (T_ol>T_ol_0) ## Truncate data
simpar_est.last = T_ol_0;
y_est = y_ol(1:n_t+1,:);
else
simpar_est.last = T_ol;
y_est = y_ol;
endif
simpar_pred.last = T_ol_0; # Predicted length of next interval
pars(i_ppp(:,1)) = U_old; # Update the simulation ppp weights
## Optimise
tick = time;
[pars,Par,Error,Y,its] = \
ppp_optimise(s_system_name,x_0_models,pars,simpar_est,u_star_t,y_est,i_par,extras);
II = [1:length(y_est)]; plot(II,y_est,"*", II,Y)
est_time = time-tick;
t_est = [t_est;est_time];
its_est = [its_est; its-1];
endif
## Update internal model
par(i_ppp(:,3)) = U_old; # Update the internal model ppp weights
if (estimating_parameters==1)
par(i_par(:,3)) = pars(i_par(:,1)); # Update the internal model params
endif
simpar_model.last = T_ol;
[y_model,x_model] = eval(sprintf("%s_sim(x_0_model, par, simpar_model, \
u_star_t);",system_name));
x_0 = x_model(n_ol+1,:)'; # Initial state of next interval
x_0_model = x_0;
x_0_models(1:2:(2*n_x)-1) = x_0_model;
## Compute U by optimisation
tick = time;
## Predict state at start of next interval
par(i_ppp(:,3)) = U;
[y_next,x_next] = eval(sprintf("%s_sim(x_0, par, simpar, \
u_star_t);",system_name));
x_next = x_next(n_t+1,:)'; # Initial state for next time
x_nexts(1:2:(2*n_x)-1) = x_next; # And for internal sensitivity model
## Optimize for next interval
U_old = U; # Save previous value
U = expm(A_u*T_ol)*U; # Initialise from continuation trajectory
pars(i_ppp(:,1)) = U; # Put initial value of U into the parameter vector
[U, U_all, Error, Y, its] = ppp_nlin(system_name,x_nexts,pars,simpars,u_star_tau,w_s,i_ppp,extras);
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