Documentation of searchoe

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Function Synopsis

[t1,w,vl,v,V1,f,st]=searchoe(z,t,g,lim,Vcap,nb,nf,nk,ni,display)

Help text

SEARCHOE   searches for lower values of the prediction error criterion.

   [T1,W,VL,V,V1,F,ST]=searchoe(Z,T,G,LIM,V,NB,NF,NK)

   The routine searches for a lower value of the prediction error cri-
   terion for the output-error model, starting at T, looking in the
   G-direction. T1 is returned as the parameters that give a lower value V1.
   If no lower value is found, ST=1. F is the F-polynomial associated
   with T1, and W, VL, v are the filtered data sequences.
   The routine is to be used as a subroutine to OE. See OE for
   an explanation of the other arguments.

Cross-Reference Information

Listing of function searchoe

function [t1,w,vl,v,V1,f,st]=searchoe(z,t,g,lim,Vcap,nb,nf,nk,ni,display)

%   L. Ljung 10-1-86, 9-25-93
%   Copyright (c) 1986-98 by The MathWorks, Inc.
%   $Revision: 2.3 $  $Date: 1997/12/02 03:44:04 $
%       All Rights Reserved.

l=0;,k=1;V1=Vcap+1; n=nf+nb;st=0;
[mz,nz]=size(z(:,2));
ll=ones(mz,nz)*lim;
while [V1 > Vcap l<10],
t1=t+k*g; if l==9,t1=t;end
f=fstab([1 t1(nb+1:n).']);t1(nb+1:n)=f(2:nf+1).';

     w=pefilt([zeros(1,nk) t1(1:nb).'],f,z(:,2),z(1:ni,1));
     v=z(:,1)-w;
     if lim==0,vl=v;else la=abs(v)+eps*ll;vl=v.*(min(la,ll)./la);end
     V1=real(v'*vl/(length(v)-ni));

if display
  %home
   disp(int2str(l))
end
k=k/2;
l=l+1; if l==10, st=1;end
end