Global Index (short | long) | Local contents | Local Index (short | long)
[t1,w,vl,v,V1,f,st]=searchoe(z,t,g,lim,Vcap,nb,nf,nk,ni,display)
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.
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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