Global Index (short | long) | Local contents | Local Index (short | long)
y=pefilt(b,a,u,t)
PEFILT Auxiliary routine to PE y = pefilt(b,a,u,t) y is obtained as the filtered output to the system b/a with input u. The initial conditions are chosen so that the first values of y equal the entries in the vector t.
This function is called by | |
---|---|
function y=pefilt(b,a,u,t) % L. Ljung 87-08-08, 94-08-26 % Copyright (c) 1986-98 by The MathWorks, Inc. % $Revision: 2.3 $ $Date: 1997/12/02 03:41:01 $ % y=filter(b,a,u);return % Uncomment this line if you do not wish the initial % values be chosen so as to make the first prediction % errors zero. if nargin<4, t=[];end na=length(a)-1;nb=length(b)-1; n=max([na nb length(t)]); t=[t(:);zeros(n,1)]; f1=filter(a,1,t(1:n)); f2=filter(b,1,u(1:n)); x=f1(:)-f2(:); y=filter([b zeros(1,n-nb)],[a zeros(1,n-na)],u,x);