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Comment:Tidied up documentation + verbose mode
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SHA3-256: c15b1f601a2dce0aea28358a18b9875dd08fca92978b91c788f0acb4b4de37f5
User & Date: gawthrop@users.sourceforge.net on 2001-04-05 11:50:12
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Context
2001-04-05
11:51:42
Model-based identification for PPP check-in: 5c2f55298a user: gawthrop@users.sourceforge.net tags: origin/master, trunk
11:50:12
Tidied up documentation + verbose mode check-in: c15b1f601a user: gawthrop@users.sourceforge.net tags: origin/master, trunk
11:49:07
Fixed a number of bugs to as to work with reports. check-in: ae468ffafb user: gawthrop@users.sourceforge.net tags: origin/master, trunk
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Modified mttroot/mtt/lib/control/PPP/ppp_optimise.m from [55529a32e0] to [a4cd6bb37d].

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  ######################################
  
  ###############################################################
  ## Version control history
  ###############################################################
  ## $Id$
  ## $Log$




  ## Revision 1.1  2000/12/28 11:58:07  peterg
  ## Put under CVS
  ##
  ###############################################################


  ## Copyright (C) 1999,2000 by Peter J. Gawthrop

  sim_command = sprintf("%s_ssim(x_0,par,simpar,u,i_s)", system_name)

  ## Extract indices
  i_t = free(:,1); # Parameters
  i_s = free(:,2)'; # Sensitivities

  if nargin<9
    extras.criterion = 1e-5;
    extras.max_iterations = 10;
    extras.v = 1e-5;
    extras.verbose = 0;
  endif
  

  [n_data,n_y] = size(y_0);

  n_th = length(i_s);
  error_old = inf;
  error_old_old = inf;
  error = 1e50;
  reduction = 1e50;

  par = par_0;
  Par = par_0;
  step = ones(n_th,1);
  Error = [];
  Y = [];
  iterations = 0;
  v = extras.v;			# Levenverg-Marquardt parameter.
  r = 1;			# Step ratio















  while (abs(reduction)>extras.criterion)&&\
	(abs(error)>extras.criterion)&&\
	(iterations<extras.max_iterations)

    iterations = iterations + 1; # Increment iteration counter

    [y,y_par] = eval(sim_command); # Simulate








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  ######################################
  
  ###############################################################
  ## Version control history
  ###############################################################
  ## $Id$
  ## $Log$
  ## Revision 1.2  2001/04/04 08:36:25  gawthrop
  ## Restuctured to be more logical.
  ## Data is now in columns to be compatible with MTT.
  ##
  ## Revision 1.1  2000/12/28 11:58:07  peterg
  ## Put under CVS
  ##
  ###############################################################


  ## Copyright (C) 1999,2000 by Peter J. Gawthrop

  sim_command = sprintf("%s_ssim(x_0,par,simpar,u,i_s)", system_name);

  ## Extract indices
  i_t = free(:,1);		# Parameters
  i_s = free(:,2)';		# Sensitivities

  if nargin<8
    extras.criterion = 1e-5;
    extras.max_iterations = 10;
    extras.v = 1e-5;
    extras.verbose = 0;
  endif
  

  [n_data,n_y] = size(y_0);

  n_th = length(i_s);
  error_old = inf;
  error_old_old = inf;
  error = 1e50;
  reduction = inf;
  predicted_reduction = 0;
  par = par_0;
  Par = par_0;
  step = ones(n_th,1);
  Error = [];
  Y = [];
  iterations = 0;
  v = extras.v;			# Levenverg-Marquardt parameter.
  r = 1;			# Step ratio

  if extras.verbose		# Diagnostics
    printf("Iteration: %i\n", iterations);
    printf("  error:  %g\n", error);
    printf("  reduction:  %g\n", reduction);
    printf("  prediction: %g\n", predicted_reduction);
    printf("  ratio:      %g\n", r);
    printf("  L-M param:  %g\n", v);
    printf("  parameters: ");
    for i_th=1:n_th
      printf("%g ", par(i_t(i_th)));
    endfor
    printf("\n");
  endif
  
  while (abs(reduction)>extras.criterion)&&\
	(abs(error)>extras.criterion)&&\
	(iterations<extras.max_iterations)

    iterations = iterations + 1; # Increment iteration counter

    [y,y_par] = eval(sim_command); # Simulate
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      r = predicted_reduction/reduction;
      if (r<0.25)||(reduction<0)
	v = 4*v;
      elseif r>0.75
	v = v/2;
      endif

      if extras.verbose
	printf("Iteration: %i\n", iterations);
	printf("  error:  %g\n", error);
	printf("  reduction:  %g\n", reduction);
	printf("  prediction: %g\n", predicted_reduction);
	printf("  ratio:      %g\n", r);
	printf("  L-M param:  %g\n", v);
	printf("  parameters: ");
	for i_th=1:n_th
	  printf("%g ", par(i_t(i_th)));
	endfor
	printf("\n");
      endif
    
      if reduction<0		# Its getting worse
	par(i_t) = par(i_t) + step; # rewind parameter
	error = error_old;	# rewind error
	error_old = error_old_old; # rewind old error
	if extras.verbose
	  printf(" Rewinding ....\n");
	endif








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      r = predicted_reduction/reduction;
      if (r<0.25)||(reduction<0)
	v = 4*v;
      elseif r>0.75
	v = v/2;
      endif















      if reduction<0		# Its getting worse
	par(i_t) = par(i_t) + step; # rewind parameter
	error = error_old;	# rewind error
	error_old = error_old_old; # rewind old error
	if extras.verbose
	  printf(" Rewinding ....\n");
	endif
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    error_old_old = error_old;	# Save old error
    error_old = error;		# Save error

    ##Some diagnostics
    Error = [Error error];	# Save error
    Par = [Par par];		# Save parameters
    Y = [Y y];			# Save output
















  endwhile

endfunction








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    error_old_old = error_old;	# Save old error
    error_old = error;		# Save error

    ##Some diagnostics
    Error = [Error error];	# Save error
    Par = [Par par];		# Save parameters
    Y = [Y y];			# Save output

    if extras.verbose		# Diagnostics
      printf("Iteration: %i\n", iterations);
      printf("  error:  %g\n", error);
      printf("  reduction:  %g\n", reduction);
      printf("  prediction: %g\n", predicted_reduction);
      printf("  ratio:      %g\n", r);
      printf("  L-M param:  %g\n", v);
      printf("  parameters: ");
      for i_th=1:n_th
	printf("%g ", par(i_t(i_th)));
      endfor
      printf("\n");
    endif
    

  endwhile

endfunction

MTT: Model Transformation Tools
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