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Choosing best system identification model using AIC
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clear; close all; | |
s=tf('s'); | |
G=1/(s^2+s+1); | |
ts=0.1; | |
t=0:ts:20; | |
nx=10; | |
u=[zeros(nx,1)',ones(length(t)-nx,1)']; | |
[y,t]=lsim(G,u,t); | |
z=iddata(y,u',0.1); %uを転置してカラムベクトルに直す | |
plot(z); | |
Options = tfestOptions; | |
Options.Display = 'off'; | |
Options.WeightingFilter = []; | |
bestAIC = 99999; | |
m = 6; | |
n = 6; | |
bestm = []; | |
bestn= []; | |
for idx=1:m | |
for jdx=0:n | |
if jdx>idx | |
continue; | |
end | |
tf = tfest(z, idx, jdx, Options); | |
currentAIC = tf.report.Fit.AIC; | |
fprintf('pole:%d, zero:%d, current AIC:%d, bestAIC: %d\n',idx,jdx,currentAIC,bestAIC); | |
if currentAIC < bestAIC | |
bestAIC = currentAIC; | |
bestm = idx; | |
bestn = jdx; | |
end | |
end | |
end | |
besttf = tfest(z, bestm, bestn, Options) | |
figure();title('System ID result'); | |
[y,t]=lsim(G,u,t); | |
plot(t,y); | |
hold on; | |
[y2,t2]=lsim(besttf,u,t); | |
plot(t2,y2); | |
legend('original','systemID'); | |
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