Overview
| Comment: | Initial revision |
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09d62fb5741a1ef277e38f23d8920b9d |
| User & Date: | gawthrop@users.sourceforge.net on 1999-10-15 07:34:23 |
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Context
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1999-10-18
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| 04:08:46 |
Now computes n_vector_bonds -- number apparent (maybe vector) bonds per component. Neeeded to vectorise junctions. check-in: a4fc0123b6 user: gawthrop@users.sourceforge.net tags: origin/master, trunk | |
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1999-10-15
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| 07:34:23 | Initial revision check-in: 09d62fb574 user: gawthrop@users.sourceforge.net tags: origin/master, trunk | |
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1999-10-13
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| 07:01:58 |
Added aliases: %ALIAS a_in theta_in %ALIAS a_out theta_out check-in: e7dfdfa5c1 user: gawthrop@users.sourceforge.net tags: origin/master, trunk | |
Changes
Added mttroot/mtt/bin/trans/m/mtt_optimise.m version [c64ac34ead].
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function [theta,Theta,Error,Y,iterations] = mtt_optimise (system_name,y_s,theta_0,method,free,weight,criterion,max_iterations,alpha)
## Usage: [theta,Theta,Error,Y,iterations] = mtt_optimise (system_name,y_s,theta_0,method,free,weight,criterion,max_iterations,alpha)
## system_name String containg system name
## y_s actual system output
## theta_0 initial parameter estimate
## free Indices of the free parameters within theta_0
## weight Weighting function - same dimension as y_s
## method "time" or "freq"
## criterion convergence criterion
## max_iterations limit to number of iterations
## alpha Optimisation gain parameter
## Copyright (C) 1999 by Peter J. Gawthrop
if nargin<4
method="time";
endif
N = length(theta_0);
if nargin<5
free = [1:N];
endif
if nargin<6
weight = ones(size(y_s));
endif
if nargin<7
criterion = 1e-5;
endif
if nargin <8
max_iterations = 10;
endif
if nargin<9
alpha = 1.0;
endif
if (!strcmp(method,"time"))&&(!strcmp(method,"freq"))
error("method must be either time or freq")
endif
N_theta = length(free);
Weight = weight*ones(1,N_theta); # Sensitivity weight
e_last = 1e20;
error=1e10;
theta = theta_0;
Theta = [];
Error = [];
Y = [];
iterations = -1;
while (abs(e_last-error)>criterion)&&(iterations<max_iterations)
iterations = iterations + 1;
e_last = error;
eval(sprintf("[t,y,y_theta] = mtt_s%s(system_name,theta,free);",method)); # Simulate system
Theta = [Theta theta]; # Save parameters
Y = [Y y]; # Save output
E = weight.*(y - y_s); # Weighted error
y_theta = Weight.*y_theta; # Weighted sensitivity
error = (E'*E); # Sum the error
Error = [Error error];
## theta(free) = theta(free) - alpha*(real(y_theta'*y_theta)\real(y_theta'*E));
tol = 1e-4;
JJ = real(y_theta'*y_theta);
## sigma = svd(JJ)
theta(free) = theta(free) - alpha*( pinv(JJ,tol)*real(y_theta'*E) );
endwhile
endfunction
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