annotate m-toolbox/classes/+utils/@math/autocfit.m @ 24:056f8e1e995e database-connection-manager

Properly record history in fromRepository constructors
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
children
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 % AUTOCFIT performs a fitting loop to identify model order and parameters.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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2 %
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3 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 % DESCRIPTION:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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6 % Perform a fitting loop to automatically identify model order and
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Daniele Nicolodi <nicolodi@science.unitn.it>
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7 % parameters in s-domain. Model identification is performed by 'vcfit'
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Daniele Nicolodi <nicolodi@science.unitn.it>
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8 % function. Output is a s-domain model expanded in partial fractions:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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9 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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10 % r1 rN
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Daniele Nicolodi <nicolodi@science.unitn.it>
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11 % f(s) = ------- + ... + ------- + d
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Daniele Nicolodi <nicolodi@science.unitn.it>
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12 % s - p1 s - pN
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Daniele Nicolodi <nicolodi@science.unitn.it>
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13 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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14 % The function attempt to perform first the identification of a model
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Daniele Nicolodi <nicolodi@science.unitn.it>
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15 % with d = 0, then if the operation do not succeed, it try the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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16 % identification with d different from zero.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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17 % Identification loop stop when the stop condition is reached. Six
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Daniele Nicolodi <nicolodi@science.unitn.it>
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18 % stop criteria are available:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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19 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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20 % Mean Squared Error
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Daniele Nicolodi <nicolodi@science.unitn.it>
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21 % Check if the normalized mean squared error is lower than the value
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Daniele Nicolodi <nicolodi@science.unitn.it>
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22 % specified in lrscond:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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23 % mse < 10^(-1*lrsvarcond)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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24 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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25 % Mean Squared Error and variation
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Daniele Nicolodi <nicolodi@science.unitn.it>
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26 % Check if the normalized mean squared error is lower than the value specified in
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Daniele Nicolodi <nicolodi@science.unitn.it>
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27 % lrscond and that the relative variation of the mean squared error is lower
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Daniele Nicolodi <nicolodi@science.unitn.it>
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28 % than the value provided.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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29 % Checking algorithm is:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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30 % mse < 10^(-1*lrsvarcond)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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31 % Dmse < 10^(-1*msevar)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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32 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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33 % Log Residuals difference
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Daniele Nicolodi <nicolodi@science.unitn.it>
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34 % Check if the minimum of the logarithmic difference between data and
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Daniele Nicolodi <nicolodi@science.unitn.it>
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35 % residuals is larger than a specified value. ie. if the conditioning
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Daniele Nicolodi <nicolodi@science.unitn.it>
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36 % value is 2, the function ensures that the difference between data and
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Daniele Nicolodi <nicolodi@science.unitn.it>
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37 % residuals is at lest 2 order of magnitude lower than data itsleves.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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38 % Checking algorithm is:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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39 % lsr = log10(abs(y))-log10(abs(rdl));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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40 % min(lsr) > lrscond;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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41 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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42 % Log Residuals difference and Root Mean Squared Error
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Daniele Nicolodi <nicolodi@science.unitn.it>
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43 % Check if the log difference between data and residuals is in
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Daniele Nicolodi <nicolodi@science.unitn.it>
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44 % larger than the value indicated in lsrcond and that the variation of
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Daniele Nicolodi <nicolodi@science.unitn.it>
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45 % the root mean squared error is lower than 10^(-1*msevar).
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Daniele Nicolodi <nicolodi@science.unitn.it>
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46 % Checking algorithm is:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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47 % lsr = log10(abs(y))-log10(abs(rdl));
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48 % (lsr > lrscond) && (mse < 10^(-1*lrsvarcond));
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49 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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50 % Residuals Spectral Flatness
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Daniele Nicolodi <nicolodi@science.unitn.it>
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51 % In case of a fit on noisy data, the residuals from a good fit are
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Daniele Nicolodi <nicolodi@science.unitn.it>
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52 % expected to be as much as possible similar to a white noise. This
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Daniele Nicolodi <nicolodi@science.unitn.it>
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53 % property can be used to test the accuracy of a fit procedure. In
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Daniele Nicolodi <nicolodi@science.unitn.it>
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54 % particular it can be tested that the spectral flatness coefficient of
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Daniele Nicolodi <nicolodi@science.unitn.it>
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55 % the residuals is larger than a certain qiantity sf such that 0<sf<1.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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56 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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57 % Residuals Spectral Flatness and root mean squared error
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Daniele Nicolodi <nicolodi@science.unitn.it>
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58 % Check that the spectral flatness coefficient of the residuals is
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Daniele Nicolodi <nicolodi@science.unitn.it>
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59 % larger than a certain qiantity sf such that 0<sf<1 and that the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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60 % variation of the root mean squared error is lower than
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Daniele Nicolodi <nicolodi@science.unitn.it>
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61 % 10^(-1*msevar).
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62 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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63 % Once the loop iteration stops the parameters giving best Mean Square
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Daniele Nicolodi <nicolodi@science.unitn.it>
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64 % Error are output.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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65 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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66 % CALL:
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67 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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68 % [res,poles,dterm,mresp,rdl,mse] = autocfit(y,f,params)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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69 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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70 % INPUT:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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71 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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72 % - y are the data to be fitted. They represent the frequency response
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Daniele Nicolodi <nicolodi@science.unitn.it>
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73 % of a certain process.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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74 % - f is the frequency vector in Hz
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Daniele Nicolodi <nicolodi@science.unitn.it>
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75 % - params is a struct containing identification parameters
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76 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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77 % params.spolesopt = 0 --> use external starting poles
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Daniele Nicolodi <nicolodi@science.unitn.it>
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78 % params.spolesopt = 1 --> use real starting poles
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Daniele Nicolodi <nicolodi@science.unitn.it>
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79 % params.spolesopt = 2 --> use logspaced complex starting poles.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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80 % Default option
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Daniele Nicolodi <nicolodi@science.unitn.it>
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81 % params.spolesopt = 3 --> use linspaced complex starting poles.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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82 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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83 % params.extpoles = [] --> a vector with the starting poles.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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84 % Providing a fixed set of starting poles fixes the function order so
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Daniele Nicolodi <nicolodi@science.unitn.it>
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85 % params.minorder and params.maxorder will be internally set to the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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86 % poles vector length.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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87 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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88 % params.fullauto = 0 --> Perform a fitting loop as far as the number
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Daniele Nicolodi <nicolodi@science.unitn.it>
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89 % of iteration reach Nmaxiter. The order of the fitting function will
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Daniele Nicolodi <nicolodi@science.unitn.it>
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90 % be that specified in params.minorder. If params.dterm is setted to
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Daniele Nicolodi <nicolodi@science.unitn.it>
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91 % 1 the function will fit only with direct term.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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92 % params.fullauto = 1 --> Parform a full automatic search for the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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93 % transfer function order. The fitting procedure will stop when the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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94 % stopping condition defined in params.ctp is satisfied. Default
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Daniele Nicolodi <nicolodi@science.unitn.it>
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95 % value.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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96 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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97 % params.Nmaxiter = # --> Number of maximum iteration per model order
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Daniele Nicolodi <nicolodi@science.unitn.it>
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98 % parformed. Default is 50.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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99 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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100 % params.minorder = # --> Minimum model trial order. Default is 2.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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101 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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102 % params.maxorder = # --> Maximum model trial order. Default is 25.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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103 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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104 % params.weightparam = 0 --> use external weights
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Daniele Nicolodi <nicolodi@science.unitn.it>
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105 % params.weightparam = 1 --> fit with equal weights (one) for each
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Daniele Nicolodi <nicolodi@science.unitn.it>
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106 % data point.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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107 % params.weightparam = 2 --> weight fit with the inverse of absolute
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Daniele Nicolodi <nicolodi@science.unitn.it>
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108 % value of data. Default value.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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109 % params.weightparam = 3 --> weight fit with the square root of the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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110 % inverse of absolute value of data.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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111 % params.weightparam = 4 --> weight fit with inverse of the square
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Daniele Nicolodi <nicolodi@science.unitn.it>
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112 % mean spread
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Daniele Nicolodi <nicolodi@science.unitn.it>
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113 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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114 % params.extweights = [] --> A vector of externally provided weights.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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115 % It has to be of the same size of input data.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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116 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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117 % params.plot = 0 --> no plot during fit iteration
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Daniele Nicolodi <nicolodi@science.unitn.it>
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118 % params.plot = 1 --> plot results at each fitting steps. default
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Daniele Nicolodi <nicolodi@science.unitn.it>
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119 % value.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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120 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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121 % params.ctp = 'lrs' --> check if the log difference between data and
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Daniele Nicolodi <nicolodi@science.unitn.it>
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122 % residuals is point by point larger than the value indicated in
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Daniele Nicolodi <nicolodi@science.unitn.it>
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123 % lsrcond. This mean that residuals are lsrcond order of magnitudes
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Daniele Nicolodi <nicolodi@science.unitn.it>
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124 % lower than data.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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125 % params.ctp = 'lrsmse' --> check if the log difference between data
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Daniele Nicolodi <nicolodi@science.unitn.it>
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126 % and residuals is larger than the value indicated in lsrcond and if
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Daniele Nicolodi <nicolodi@science.unitn.it>
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127 % the variation of root mean squared error is lower than
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Daniele Nicolodi <nicolodi@science.unitn.it>
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128 % 10^(-1*msevar).
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Daniele Nicolodi <nicolodi@science.unitn.it>
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129 % params.ctp = 'rft' --> check that the residuals spectral flatness
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Daniele Nicolodi <nicolodi@science.unitn.it>
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130 % coefficient is lerger than the value provided in lsrcond. In this
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Daniele Nicolodi <nicolodi@science.unitn.it>
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131 % case lsrcond must be such that 0<lsrcond<1.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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132 % params.ctp = 'rftmse' --> check that the residuals spectral flatness
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Daniele Nicolodi <nicolodi@science.unitn.it>
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133 % coefficient is lerger than the value provided in lsrcond and if
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Daniele Nicolodi <nicolodi@science.unitn.it>
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134 % the variation of root mean squared error is lower than
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Daniele Nicolodi <nicolodi@science.unitn.it>
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135 % 10^(-1*msevar). In this case lsrcond must be such that
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Daniele Nicolodi <nicolodi@science.unitn.it>
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136 % 0<lsrcond<1.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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137 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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138 % params.lrscond = # --> set conditioning value for point to point
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Daniele Nicolodi <nicolodi@science.unitn.it>
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139 % log residuals difference (params.ctp = 'lsr' and params.ctp =
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Daniele Nicolodi <nicolodi@science.unitn.it>
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140 % 'lrsmse') or set conditioning value for residuals spectral
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Daniele Nicolodi <nicolodi@science.unitn.it>
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141 % flateness (params.ctp = 'rft' and params.ctp = 'rftmse'). In the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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142 % last case params.lrscond must be set to 0<lrscond<1.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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143 % Default is 2. See help for stopfit.m for further remarks.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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144 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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145 % params.msevar = # --> set conditioning value for root mean squared
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Daniele Nicolodi <nicolodi@science.unitn.it>
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146 % error variation. This allow to check that the variation of root
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Daniele Nicolodi <nicolodi@science.unitn.it>
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147 % mean squared error is lower than 10^(-1*msevar).Default is 7. See
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Daniele Nicolodi <nicolodi@science.unitn.it>
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148 % help for stopfit.m for further remarks.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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149 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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150 % params.stabfit = 0 --> Fit without forcing poles stability. Default
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Daniele Nicolodi <nicolodi@science.unitn.it>
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151 % value.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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152 % params.stabfit = 1 --> Fit forcing poles stability
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Daniele Nicolodi <nicolodi@science.unitn.it>
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153 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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154 % params.dterm = 0 --> Try to fit without direct term
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Daniele Nicolodi <nicolodi@science.unitn.it>
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155 % params.dterm = 1 --> Try to fit with and without direct term
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Daniele Nicolodi <nicolodi@science.unitn.it>
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156 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
157 % params.spy = 0 --> Do not display the iteration progression
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
158 % params.spy = 1 --> Display the iteration progression
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
159 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
160 % OUTPUT:
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
161 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
162 % - res is the vector with model residues r
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
163 % - poles is the vector with model poles p
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
164 % - dterm is the model direct term d
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
165 % - mresp is the model frequency response calculated at the input
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
166 % frequencies
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
167 % - rdl are the residuals between data and model, at the input
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
168 % frequencies
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
169 % - mse magnitude squared error progression
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
170 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
171 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
172 % VERSION: $Id: autocfit.m,v 1.22 2010/01/27 17:56:11 luigi Exp $
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
173 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
174 % HISTORY: 08-10-2008 L Ferraioli
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
175 % Creation
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
176 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
177 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
178
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
179 function [res,poles,dterm,mresp,rdl,mse] = autocfit(y,f,params)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
180
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
181 utils.helper.msg(utils.const.msg.MNAME, 'running %s/%s', mfilename('class'), mfilename);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
182
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
183 % Default input struct
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
184 defaultparams = struct('spolesopt',1, 'Nmaxiter',30, 'minorder',2,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
185 'maxorder',25, 'weightparam',1, 'plot',1,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
186 'ctp','chival','lrscond',2,'msevar',2,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
187 'stabfit',0,'dterm',0,'spy',0,'fullauto',1,'extweights', [],...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
188 'extpoles', []);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
189
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
190 names = {'spolesopt','Nmaxiter','minorder',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
191 'maxorder','weightparam','plot',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
192 'ctp','lrscond','msevar',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
193 'stabfit','dterm','spy','fullauto','extweights','extpoles'};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
194
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
195 % collecting input and default params
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
196 if ~isempty(params)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
197 for jj=1:length(names)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
198 if isfield(params, names(jj)) && ~isempty(params.(names{1,jj}))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
199 defaultparams.(names{1,jj}) = params.(names{1,jj});
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
200 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
201 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
202 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
203
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
204 % collecting input params
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
205 spolesopt = defaultparams.spolesopt;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
206 Nmaxiter = defaultparams.Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
207 minorder = defaultparams.minorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
208 maxorder = defaultparams.maxorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
209 weightparam = defaultparams.weightparam;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
210 check = defaultparams.plot;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
211 stabfit = defaultparams.stabfit;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
212 ctp = defaultparams.ctp;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
213 lrscond = defaultparams.lrscond;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
214 msevar = defaultparams.msevar;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
215 idt = defaultparams.dterm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
216 spy = defaultparams.spy;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
217 autosearch = defaultparams.fullauto;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
218 extweights = defaultparams.extweights;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
219 extpoles = defaultparams.extpoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
220
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
221 if check == 1
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
222 fitin.plot = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
223 fitin.ploth = figure; % opening new figure window
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
224 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
225 fitin.plot = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
226 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
227
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
228 if stabfit % fit with stable poles only
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
229 fitin.stable = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
230 else % fit without restrictions
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
231 fitin.stable = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
232 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
233
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
234 % Colum vector are preferred
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
235 [a,b] = size(y);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
236 if a < b % shifting to column
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
237 y = y.';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
238 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
239 [Nx,Ny] = size(y);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
240
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
241 [a,b] = size(f);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
242 if a < b % shifting to column
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
243 f = f.';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
244 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
245
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
246 % in case of externally provided poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
247 if ~isempty(extpoles)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
248 spolesopt = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
249 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
250 if spolesopt == 0 % in case of external poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
251 % Colum vector are preferred
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
252 [a,b] = size(extpoles);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
253 if a < b % shifting to column
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
254 extpoles = extpoles.';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
255 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
256 [Npls,b] = size(extpoles);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
257 minorder = Npls;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
258 maxorder = Npls;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
259 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
260
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
261 if weightparam == 0 % in case of external weights
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
262 % Colum vector are preferred
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
263 [a,b] = size(extweights);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
264 if a < b % shifting to column
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
265 extweights = extweights.';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
266 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
267 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
268
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
269 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
270 % Importing package
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
271 import utils.math.*
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
272
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
273 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
274 % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
275
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
276 % decide to fit with or without direct term according to the input
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
277 % options
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
278 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
279 if idt % full auto identification
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
280 dterm_off = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
281 dterm_on = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
282 else % auto ident without dterm
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
283 dterm_off = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
284 dterm_on = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
285 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
286 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
287 if idt % fit only with dterm
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
288 dterm_off = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
289 dterm_on = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
290 else % fit without dterm
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
291 dterm_off = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
292 dterm_on = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
293 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
294 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
295
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
296 ext = zeros(Ny,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
297
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
298 % starting banana mse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
299 bmse = inf;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
300 cmse = inf;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
301
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
302 if dterm_off
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
303 utils.helper.msg(utils.const.msg.PROC1, ' Try fitting without direct term ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
304 fitin.dterm = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
305
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
306 % Weighting coefficients
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
307 if weightparam == 0
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
308 % using external weigths
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
309 utils.helper.msg(utils.const.msg.PROC1, ' Using external weights... ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
310 weight = extweights;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
311 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
312 weight = utils.math.wfun(y,weightparam);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
313 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
314
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
315 % Do not perform the loop if autosearch is setted to false
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
316 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
317 order_vect = minorder:maxorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
318 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
319 order_vect = minorder:minorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
320 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
321
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
322 for N = order_vect
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
323
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
324 if spy
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
325 utils.helper.msg(utils.const.msg.PROC1, ['Actual_Order' num2str(N)])
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
326 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
327
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
328 % Starting poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
329 if spolesopt == 0 % in case of external poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
330 utils.helper.msg(utils.const.msg.PROC1, ' Using external poles... ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
331 spoles = extpoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
332 else % internally calculated starting poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
333 pparams = struct('spolesopt',spolesopt, 'type','CONT', 'pamp', 0.01);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
334 spoles = utils.math.startpoles(N,f,pparams);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
335 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
336
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
337 % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
338 M = 2*N;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
339 if M > Nmaxiter
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
340 M = Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
341 elseif not(autosearch)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
342 M = Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
343 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
344
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
345 clear mlr
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
346
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
347 for hh = 1:M
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
348 [res,spoles,dterm,mresp,rdl,mse] = utils.math.vcfit(y,f,spoles,weight,fitin); % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
349
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
350 % decide to store the best result based on mse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
351 %fprintf('iteration = %d, order = %d \n',hh,N)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
352 if norm(mse)<cmse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
353 %fprintf('nice job \n')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
354 bres = res;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
355 bpoles = spoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
356 bdterm = dterm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
357 bmresp = mresp;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
358 brdl = rdl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
359 bmse = mse;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
360 cmse = norm(mse);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
361 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
362
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
363 if spy
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
364 utils.helper.msg(utils.const.msg.PROC1, ['Iter' num2str(hh)])
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
365 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
366
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
367 % ext = zeros(Ny,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
368 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
369 for kk = 1:Ny
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
370 % Stop condition checking
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
371 mlr(hh,kk) = mse(:,kk);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
372 % decide between stop conditioning
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
373 if strcmpi(ctp,'lrs')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
374 yd = y(:,kk); % input data
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
375 elseif strcmpi(ctp,'lrsmse')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
376 yd = y(:,kk); % input data
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
377 elseif strcmpi(ctp,'rft')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
378 yd = mresp(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
379 elseif strcmpi(ctp,'rftmse')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
380 yd = mresp(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
381 elseif strcmpi(ctp,'chival')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
382 yd = y(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
383 elseif strcmpi(ctp,'chivar')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
384 yd = y(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
385 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
386 error('!!! Unable to identify appropiate stop condition. See function help for admitted values');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
387 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
388 [next,msg] = utils.math.stopfit(yd,rdl(:,kk),mlr(:,kk),ctp,lrscond,msevar);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
389 ext(kk,1) = next;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
390 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
391 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
392 for kk = 1:Ny
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
393 % storing mse progression
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
394 mlr(hh,kk) = mse(:,kk);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
395 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
396 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
397
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
398 if all(ext)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
399 utils.helper.msg(utils.const.msg.PROC1, msg)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
400 break
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
401 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
402
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
403 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
404 if all(ext)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
405 break
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
406 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
407
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
408 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
409 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
410
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
411 if dterm_on
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
412 if ~all(ext) % fit with direct term only if the fit without does not give acceptable results (in full auto mode)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
413 utils.helper.msg(utils.const.msg.PROC1, ' Try fitting with direct term ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
414 fitin.dterm = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
415
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
416 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
417 order_vect = minorder:maxorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
418 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
419 order_vect = minorder:minorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
420 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
421
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
422 for N = order_vect
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
423
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
424 if spy
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
425 utils.helper.msg(utils.const.msg.PROC1, ['Actual_Order' num2str(N)])
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
426 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
427
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
428 % Starting poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
429 if spolesopt == 0 % in case of external poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
430 utils.helper.msg(utils.const.msg.PROC1, ' Using external poles... ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
431 spoles = extpoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
432 else % internally calculated starting poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
433 pparams = struct('spolesopt',spolesopt, 'type','CONT', 'pamp', 0.01);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
434 spoles = utils.math.startpoles(N,f,pparams);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
435 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
436
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
437 % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
438 M = 2*N;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
439 if M > Nmaxiter
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
440 M = Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
441 elseif not(autosearch)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
442 M = Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
443 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
444
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
445 clear mlr
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
446
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
447 for hh = 1:M
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
448 [res,spoles,dterm,mresp,rdl,mse] = utils.math.vcfit(y,f,spoles,weight,fitin); % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
449
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
450 % decide to store the best result based on mse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
451 if norm(mse)<cmse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
452 bres = res;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
453 bpoles = spoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
454 bdterm = dterm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
455 bmresp = mresp;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
456 brdl = rdl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
457 bmse = mse;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
458 cmse = norm(mse);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
459 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
460
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
461 if spy
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
462 utils.helper.msg(utils.const.msg.PROC1, ['Iter' num2str(hh)])
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
463 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
464
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
465 ext = zeros(Ny,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
466 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
467 for kk = 1:Ny
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
468 % Stop condition checking
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
469 mlr(hh,kk) = mse(:,kk);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
470 % decide between stop conditioning
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
471 if strcmpi(ctp,'lrs')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
472 yd = y(:,kk); % input data
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
473 elseif strcmpi(ctp,'lrsmse')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
474 yd = y(:,kk); % input data
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
475 elseif strcmpi(ctp,'rft')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
476 yd = mresp(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
477 elseif strcmpi(ctp,'rftmse')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
478 yd = mresp(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
479 elseif strcmpi(ctp,'chival')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
480 yd = y(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
481 elseif strcmpi(ctp,'chivar')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
482 yd = y(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
483 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
484 error('!!! Unable to identify appropiate stop condition. See function help for admitted values');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
485 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
486 [next,msg] = utils.math.stopfit(yd,rdl(:,kk),mlr(:,kk),ctp,lrscond,msevar);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
487 ext(kk,1) = next;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
488 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
489 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
490 for kk = 1:Ny
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
491 % storing mse progression
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
492 mlr(hh,kk) = mse(:,kk);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
493 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
494 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
495
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
496 if all(ext)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
497 utils.helper.msg(utils.const.msg.PROC1, msg)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
498 break
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
499 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
500
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
501 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
502 if all(ext)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
503 break
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
504 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
505
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
506 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
507
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
508 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
509 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
510
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
511 poles = bpoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
512 clear mse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
513 mse = mlr(:,:);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
514
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
515 res = bres;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
516 dterm = bdterm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
517 mresp = bmresp;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
518 rdl = brdl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
519 mse = bmse;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
520
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
521 if all(ext) == 0
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
522 utils.helper.msg(utils.const.msg.PROC1, ' Fitting iteration completed without reaching the prescribed accuracy. Try changing Nmaxiter or maxorder or accuracy requirements ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
523 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
524 utils.helper.msg(utils.const.msg.PROC1, ' Fitting iteration completed successfully ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
525 end