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annotate m-toolbox/classes/+utils/@math/autodfit.m @ 35:4be5f7a5316f database-connection-manager

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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 % AUTODFIT perform 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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Daniele Nicolodi <nicolodi@science.unitn.it>
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3 % DESCRIPTION:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 % Perform a fitting loop to automatically identify model order and
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Daniele Nicolodi <nicolodi@science.unitn.it>
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6 % parameters in z-domain. Model identification is performed by 'dtfit'
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Daniele Nicolodi <nicolodi@science.unitn.it>
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7 % function. Output is a z-domain model expanded in partial fractions:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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8 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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9 % z*r1 z*rN
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Daniele Nicolodi <nicolodi@science.unitn.it>
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10 % f(s) = ------- + ... + ------- + d
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Daniele Nicolodi <nicolodi@science.unitn.it>
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11 % z - p1 z - pN
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Daniele Nicolodi <nicolodi@science.unitn.it>
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12 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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13 % 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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14 % 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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15 % identification with d different from zero.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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16 % Identification loop stop when the stop condition is reached. Six
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Daniele Nicolodi <nicolodi@science.unitn.it>
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17 % stop criteria are available:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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18 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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19 % Mean Squared Error
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Daniele Nicolodi <nicolodi@science.unitn.it>
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20 % 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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21 % specified in lrscond:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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22 % mse < 10^(-1*lrsvarcond)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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23 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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24 % Mean Squared Error and variation
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Daniele Nicolodi <nicolodi@science.unitn.it>
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25 % 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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26 % 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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27 % than the value provided.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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28 % Checking algorithm is:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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29 % mse < 10^(-1*lrsvarcond)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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30 % Dmse < 10^(-1*msevar)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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31 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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32 % Log Residuals difference
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Daniele Nicolodi <nicolodi@science.unitn.it>
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33 % 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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34 % 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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35 % 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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36 % 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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37 % Checking algorithm is:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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38 % lsr = log10(abs(y))-log10(abs(rdl));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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39 % min(lsr) > lrscond;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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40 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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41 % Log Residuals difference and Mean Squared Error Variation
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Daniele Nicolodi <nicolodi@science.unitn.it>
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42 % 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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43 % larger than the value indicated in lsrcond and that the relative variation of
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Daniele Nicolodi <nicolodi@science.unitn.it>
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44 % the mean squared error is lower than 10^(-1*msevar).
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Daniele Nicolodi <nicolodi@science.unitn.it>
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45 % Checking algorithm is:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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46 % lsr = log10(abs(y))-log10(abs(rdl));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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47 % (lsr > lrscond) && (mse < 10^(-1*lrsvarcond));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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48 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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49 % Residuals Spectral Flatness
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Daniele Nicolodi <nicolodi@science.unitn.it>
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50 % 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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51 % 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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52 % 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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53 % 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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54 % 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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55 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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56 % Residuals Spectral Flatness and root mean squared error variation
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Daniele Nicolodi <nicolodi@science.unitn.it>
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57 % Check if the spectral flatness coefficient of the residuals is
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Daniele Nicolodi <nicolodi@science.unitn.it>
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58 % 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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59 % relative variation of the mean squared error is lower than
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Daniele Nicolodi <nicolodi@science.unitn.it>
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60 % 10^(-1*msevar).
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Daniele Nicolodi <nicolodi@science.unitn.it>
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61 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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62 % 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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63 % Error are output.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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64 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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65 % CALL:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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66 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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67 % [res,poles,dterm,mresp,rdl,mse] = autodfit(y,f,fs,params)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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68 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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69 % INPUT:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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70 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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71 % - 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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72 % of a certain process.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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73 % - f is the frequency vector in Hz
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Daniele Nicolodi <nicolodi@science.unitn.it>
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74 % - fs is the sampling frequency 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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Daniele Nicolodi <nicolodi@science.unitn.it>
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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 --> generates complex conjugates poles of the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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80 % type \alfa e^{j\pi\theta} with \theta = linspace(0,pi,N/2+1).
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Daniele Nicolodi <nicolodi@science.unitn.it>
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81 % params.spolesopt = 3 --> generates complex conjugates poles of the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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82 % type \alfa e^{j\pi\theta} with \theta = linspace(0,pi,N/2+2).
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Daniele Nicolodi <nicolodi@science.unitn.it>
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83 % Default option.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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84 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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85 % params.extpoles = [] --> a vector with the starting poles.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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86 % 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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87 % 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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88 % poles vecto length.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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89 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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90 % 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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91 % 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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92 % 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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93 % 1 the function will fit only with direct term.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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94 % params.fullauto = 1 --> Parform a full automatic search for the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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95 % transfer function order. The fitting procedure will stop when the
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Daniele Nicolodi <nicolodi@science.unitn.it>
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96 % stopping condition defined in params.ctp is satisfied. Default
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Daniele Nicolodi <nicolodi@science.unitn.it>
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97 % value.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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98 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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99 % params.Nmaxiter = # --> Number of maximum iteration per model order
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Daniele Nicolodi <nicolodi@science.unitn.it>
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100 % parformed. Default is 50.
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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.minorder = # --> Minimum model trial order. Default is 2.
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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.maxorder = # --> Maximum model trial order. Default is 25.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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105 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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106 % params.weightparam = 0 --> use external weights
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Daniele Nicolodi <nicolodi@science.unitn.it>
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107 % params.weightparam = 1 --> fit with equal weights (one) for each
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Daniele Nicolodi <nicolodi@science.unitn.it>
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108 % data point.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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109 % params.weightparam = 2 --> weight fit with the inverse of absolute
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Daniele Nicolodi <nicolodi@science.unitn.it>
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110 % value of data. Default value.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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111 % 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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112 % inverse of absolute value of data.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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113 % params.weightparam = 4 --> weight fit with inverse of the square
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Daniele Nicolodi <nicolodi@science.unitn.it>
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114 % mean spread
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Daniele Nicolodi <nicolodi@science.unitn.it>
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115 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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116 % params.extweights = [] --> A vector of externally provided weights.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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117 % 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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118 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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119 % params.plot = 0 --> no plot during fit iteration
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Daniele Nicolodi <nicolodi@science.unitn.it>
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120 % params.plot = 1 --> plot results at each fitting steps. default
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Daniele Nicolodi <nicolodi@science.unitn.it>
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121 % value.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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122 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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123 % params.ctp = 'chival' --> check if the value of the Mean Squared
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Daniele Nicolodi <nicolodi@science.unitn.it>
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124 % Error is lower than 10^(-1*lsrcond).
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Daniele Nicolodi <nicolodi@science.unitn.it>
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125 % params.ctp = 'chivar' --> check if the value of the Mean Squared
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Daniele Nicolodi <nicolodi@science.unitn.it>
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126 % Error is lower than 10^(-1*lsrcond) and if the relative variation of mean
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Daniele Nicolodi <nicolodi@science.unitn.it>
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127 % squared error is lower than 10^(-1*msevar).
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Daniele Nicolodi <nicolodi@science.unitn.it>
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128 % 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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129 % 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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130 % lsrcond. This mean that residuals are lsrcond order of magnitudes
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Daniele Nicolodi <nicolodi@science.unitn.it>
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131 % lower than data.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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132 % params.ctp = 'lrsmse' --> check if the log difference between data
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Daniele Nicolodi <nicolodi@science.unitn.it>
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133 % 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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134 % the relative 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).
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Daniele Nicolodi <nicolodi@science.unitn.it>
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136 % params.ctp = 'rft' --> check that the residuals spectral flatness
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Daniele Nicolodi <nicolodi@science.unitn.it>
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137 % 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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138 % case lsrcond must be such that 0<lsrcond<1.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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139 % params.ctp = 'rftmse' --> check that the residuals spectral flatness
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Daniele Nicolodi <nicolodi@science.unitn.it>
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140 % 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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141 % the relative variation of root mean squared error is lower than
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Daniele Nicolodi <nicolodi@science.unitn.it>
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142 % 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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143 % 0<lsrcond<1.
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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.lrscond = # --> set conditioning value for mean squared
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Daniele Nicolodi <nicolodi@science.unitn.it>
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146 % error (params.ctp = 'chival' and params.ctp = 'chivar') or set
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Daniele Nicolodi <nicolodi@science.unitn.it>
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147 % conditioning value for point to point log residuals difference
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Daniele Nicolodi <nicolodi@science.unitn.it>
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148 % (params.ctp = 'lsr' and params.ctp = 'lrsmse') or set conditioning
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Daniele Nicolodi <nicolodi@science.unitn.it>
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149 % value for residuals spectral flateness (params.ctp = 'rft' and
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Daniele Nicolodi <nicolodi@science.unitn.it>
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150 % params.ctp = 'rftmse'). In the last case params.lrscond must be set
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Daniele Nicolodi <nicolodi@science.unitn.it>
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151 % to 0<lrscond<1. Default is 2. See help for stopfit.m for further
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Daniele Nicolodi <nicolodi@science.unitn.it>
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152 % remarks.
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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>
parents:
diff changeset
154 % params.msevar = # --> set conditioning value for mean squared
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
155 % error variation. This allow to check that the variation of
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
156 % mean squared error is lower than 10^(-1*msevar).Default is 7. See
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
157 % help for stopfit.m for further remarks.
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
158 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
159 % params.stabfit = 0 --> Fit without forcing poles stability. Default
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
160 % value.
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
161 % params.stabfit = 1 --> Fit forcing poles stability
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
162 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
163 % params.dterm = 0 --> Try to fit without direct term
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
164 % params.dterm = 1 --> Try to fit with and without direct term
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
165 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
166 % params.spy = 0 --> Do not display the iteration progression
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
167 % params.spy = 1 --> Display the iteration progression
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
168 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
169 % OUTPUT:
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
170 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
171 % - res is the vector with model residues r
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
172 % - poles is the vector with model poles p
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
173 % - dterm is the model direct term d
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
174 % - mresp is the model frequency response calculated at the input
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
175 % frequencies
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
176 % - rdl are the residuals between data and model, at the input
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
177 % frequencies
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
178 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
179 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
180 % VERSION: $Id: autodfit.m,v 1.25 2010/01/27 17:56:11 luigi Exp $
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
181 %
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
182 % HISTORY: 08-10-2008 L Ferraioli
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
183 % Creation
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
184 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
185
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
186 function [res,poles,dterm,mresp,rdl,mse] = autodfit(y,f,fs,params)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
187
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
188 utils.helper.msg(utils.const.msg.MNAME, 'running %s/%s', mfilename('class'), mfilename);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
189
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
190 % Default input struct
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
191 defaultparams = struct('spolesopt',1, 'Nmaxiter',30, 'minorder',2,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
192 'maxorder',25, 'weightparam',1, 'plot',1,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
193 'ctp','chival','lrscond',2,'msevar',2,...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
194 'stabfit',0,'dterm',0,'spy',0,'fullauto',1,'extweights', [],...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
195 'extpoles', []);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
196
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
197 names = {'spolesopt','Nmaxiter','minorder',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
198 'maxorder','weightparam','plot',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
199 'ctp','lrscond','msevar',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
200 'stabfit','dterm','spy','fullauto','extweights','extpoles'};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
201
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
202 % collecting input and default params
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
203 if ~isempty(params)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
204 for jj=1:length(names)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
205 if isfield(params, names(jj)) && ~isempty(params.(names{1,jj}))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
206 defaultparams.(names{1,jj}) = params.(names{1,jj});
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
207 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
208 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
209 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
210
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
211 % collecting input params
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
212 spolesopt = defaultparams.spolesopt;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
213 Nmaxiter = defaultparams.Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
214 minorder = defaultparams.minorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
215 maxorder = defaultparams.maxorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
216 weightparam = defaultparams.weightparam;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
217 check = defaultparams.plot;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
218 stabfit = defaultparams.stabfit;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
219 ctp = defaultparams.ctp;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
220 lrscond = defaultparams.lrscond;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
221 msevar = defaultparams.msevar;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
222 idt = defaultparams.dterm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
223 spy = defaultparams.spy;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
224 autosearch = defaultparams.fullauto;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
225 extweights = defaultparams.extweights;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
226 extpoles = defaultparams.extpoles;
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 check == 1
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
229 fitin.plot = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
230 fitin.ploth = figure; % opening new figure window
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
231 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
232 fitin.plot = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
233 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
234
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
235 if stabfit % fit with stable poles only
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
236 fitin.stable = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
237 else % fit without restrictions
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
238 fitin.stable = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
239 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
240
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
241 % Colum vector are preferred
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
242 [a,b] = size(y);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
243 if a < b % shifting to column
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
244 y = y.';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
245 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
246 [Nx,Ny] = size(y);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
247
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
248 [a,b] = size(f);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
249 if a < b % shifting to column
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
250 f = f.';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
251 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
252
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
253 % in case of externally provided poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
254 if ~isempty(extpoles)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
255 spolesopt = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
256 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
257 if spolesopt == 0 % in case of external poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
258 % Colum vector are preferred
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
259 [a,b] = size(extpoles);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
260 if a < b % shifting to column
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
261 extpoles = extpoles.';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
262 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
263 [Npls,b] = size(extpoles);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
264 minorder = Npls;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
265 maxorder = Npls;
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
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
268 if weightparam == 0 % in case of external weights
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
269 % Colum vector are preferred
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
270 [a,b] = size(extweights);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
271 if a < b % shifting to column
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
272 extweights = extweights.';
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
273 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
274 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
275
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
276 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
277 % Importing package
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
278 import utils.math.*
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
279
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
280 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
281 % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
282
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
283 % decide to fit with or without direct term according to the input
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
284 % options
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
285 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
286 if idt % full auto identification
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
287 dterm_off = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
288 dterm_on = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
289 else % auto ident without dterm
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
290 dterm_off = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
291 dterm_on = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
292 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
293 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
294 if idt % fit only with dterm
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
295 dterm_off = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
296 dterm_on = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
297 else % fit without dterm
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
298 dterm_off = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
299 dterm_on = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
300 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
301 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
302
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
303 ext = zeros(Ny,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
304
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
305 % starting banana mse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
306 cmse = inf;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
307 bmse = inf;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
308
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
309 if dterm_off
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
310 utils.helper.msg(utils.const.msg.PROC1, ' Try fitting without direct term ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
311 fitin.dterm = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
312 fitin.fs = fs;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
313
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
314 % Weighting coefficients
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
315 if weightparam == 0
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
316 % using external weigths
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
317 utils.helper.msg(utils.const.msg.PROC1, ' Using external weights... ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
318 weight = extweights;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
319 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
320 weight = utils.math.wfun(y,weightparam);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
321 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
322
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
323 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
324 order_vect = minorder:maxorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
325 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
326 order_vect = minorder:minorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
327 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
328
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
329
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
330 for N = order_vect
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
331
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
332 if spy
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
333 utils.helper.msg(utils.const.msg.PROC1, ['Actual_Order' num2str(N)])
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
334 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
335
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
336 % Starting poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
337 if spolesopt == 0 % in case of external poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
338 utils.helper.msg(utils.const.msg.PROC1, ' Using external poles... ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
339 spoles = extpoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
340 else % internally calculated starting poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
341 pparams = struct('spolesopt',spolesopt, 'type','DISC', 'pamp', 0.98);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
342 spoles = utils.math.startpoles(N,f,pparams);
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 % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
346 M = 3*N;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
347 if M > Nmaxiter
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
348 M = Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
349 elseif not(autosearch)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
350 M = Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
351 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
352
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
353 clear mlr
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
354
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
355
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
356 for hh = 1:M
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
357 [res,spoles,dterm,mresp,rdl,mse] = utils.math.vdfit(y,f,spoles,weight,fitin); % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
358
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
359 % decide to store the best result based on mse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
360 %fprintf('iteration = %d, order = %d \n',hh,N)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
361
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
362 if norm(mse)<cmse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
363 %fprintf('nice job \n')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
364 bres = res;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
365 bpoles = spoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
366 bdterm = dterm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
367 bmresp = mresp;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
368 brdl = rdl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
369 bmse = mse;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
370 cmse = norm(mse);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
371 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
372
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
373 if spy
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
374 utils.helper.msg(utils.const.msg.PROC1, ['Iter' num2str(hh)])
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
375 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
376
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
377 % ext = zeros(Ny,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
378 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
379 for kk = 1:Ny
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
380 % Stop condition checking
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
381 mlr(hh,kk) = mse(:,kk);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
382 % decide between stop conditioning
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
383 if strcmpi(ctp,'lrs')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
384 yd = y(:,kk); % input data
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
385 elseif strcmpi(ctp,'lrsmse')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
386 yd = y(:,kk); % input data
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
387 elseif strcmpi(ctp,'rft')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
388 yd = mresp(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
389 elseif strcmpi(ctp,'rftmse')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
390 yd = mresp(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
391 elseif strcmpi(ctp,'chival')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
392 yd = y(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
393 elseif strcmpi(ctp,'chivar')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
394 yd = y(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
395 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
396 error('!!! Unable to identify appropiate stop condition. See function help for admitted values');
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
397 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
398 [next,msg] = utils.math.stopfit(yd,rdl(:,kk),mlr(:,kk),ctp,lrscond,msevar);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
399 ext(kk,1) = next;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
400 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
401 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
402 for kk = 1:Ny
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
403 % storing mse progression
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
404 mlr(hh,kk) = mse(:,kk);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
405 end
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 if all(ext)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
409 utils.helper.msg(utils.const.msg.PROC1, msg)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
410 break
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
411 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
412
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
413 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
414 if all(ext)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
415 break
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
416 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
417
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
418 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
419 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
420
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
421 if dterm_on
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
422 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
423 utils.helper.msg(utils.const.msg.PROC1, ' Try fitting with direct term ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
424 fitin.dterm = 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
425
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
426 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
427 order_vect = minorder:maxorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
428 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
429 order_vect = minorder:minorder;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
430 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
431
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
432 for N = order_vect
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
433
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
434 if spy
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
435 utils.helper.msg(utils.const.msg.PROC1, ['Actual_Order' num2str(N)])
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
436 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
437
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
438 % Starting poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
439 if spolesopt == 0 % in case of external poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
440 utils.helper.msg(utils.const.msg.PROC1, ' Using external poles... ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
441 spoles = extpoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
442 else % internally calculated starting poles
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
443 pparams = struct('spolesopt',spolesopt, 'type','DISC', 'pamp', 0.98);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
444 spoles = utils.math.startpoles(N,f,pparams);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
445 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
446
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
447 % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
448 M = 3*N;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
449 if M > Nmaxiter
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
450 M = Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
451 elseif not(autosearch)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
452 M = Nmaxiter;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
453 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
454
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
455 clear mlr
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
456
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
457 for hh = 1:M
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
458 [res,spoles,dterm,mresp,rdl,mse] = utils.math.vdfit(y,f,spoles,weight,fitin); % Fitting
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
459
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
460 % decide to store the best result based on mse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
461 if norm(mse)<cmse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
462 bres = res;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
463 bpoles = spoles;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
464 bdterm = dterm;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
465 bmresp = mresp;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
466 brdl = rdl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
467 bmse = mse;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
468 cmse = norm(mse);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
469 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
470
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
471 if spy
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
472 utils.helper.msg(utils.const.msg.PROC1, ['Iter' num2str(hh)])
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
473 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
474
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
475 ext = zeros(Ny,1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
476 if autosearch
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
477 for kk = 1:Ny
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
478 % Stop condition checking
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
479 mlr(hh,kk) = mse(:,kk);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
480 % decide between stop conditioning
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
481 if strcmpi(ctp,'lrs')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
482 yd = y(:,kk); % input data
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
483 elseif strcmpi(ctp,'lrsmse')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
484 yd = y(:,kk); % input data
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
485 elseif strcmpi(ctp,'rft')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
486 yd = mresp(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
487 elseif strcmpi(ctp,'rftmse')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
488 yd = mresp(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
489 elseif strcmpi(ctp,'chival')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
490 yd = y(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
491 elseif strcmpi(ctp,'chivar')
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
492 yd = y(:,kk); % model response
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
493 else
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
494 error('!!! Unable to identify appropiate stop condition. See function help for admitted values');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
495 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
496 [next,msg] = utils.math.stopfit(yd,rdl(:,kk),mlr(:,kk),ctp,lrscond,msevar);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
497 ext(kk,1) = next;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
498 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
499 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
500 for kk = 1:Ny
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
501 % storing mse progression
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
502 mlr(hh,kk) = mse(:,kk);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
503 end
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 if all(ext)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
507 utils.helper.msg(utils.const.msg.PROC1, msg)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
508 break
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 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
512 if all(ext)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
513 break
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
514 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
515
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
516 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
517
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
518 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
519 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
520
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
521 poles = bpoles;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
522 clear mse
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
523 mse = mlr(:,:);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
524
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
525 res = bres;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
526 dterm = bdterm;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
527 mresp = bmresp;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
528 rdl = brdl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
529 mse = bmse;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
530
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
531 if all(ext) == 0
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
532 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
533 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
534 utils.helper.msg(utils.const.msg.PROC1, ' Fitting iteration completed successfully ')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
535 end