Mercurial > hg > ltpda
diff m-toolbox/classes/+utils/@math/psd2wf.m @ 0:f0afece42f48
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author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 23 Nov 2011 19:22:13 +0100 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/m-toolbox/classes/+utils/@math/psd2wf.m Wed Nov 23 19:22:13 2011 +0100 @@ -0,0 +1,722 @@ +% PSD2WF: Input power spectral density (psd) and output a corresponding +% whitening filter +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +% +% DESCRIPTION: +% +% Input power spectral density (psd) and output a corresponding +% whitening filter. +% Identification can be performed for a simple system (one psd) or for +% a two dimensional system (the four elements of the cross-spectral +% matrix). Continuous or discrete transfer functions are output in +% partial fraction expansion: +% +% Continuous case: +% r1 rN +% f(s) = ------- + ... + ------- + d +% s - p1 s - pN +% +% Discrete case: +% r1 rN +% f(z) = ----------- + ... + ----------- + d +% 1-p1*z^{-1} 1-pN*z^{-1} +% +% System identification is performed in frequency domain, the order of +% the model function is automatically chosen by the algorithm on the +% base of the input tolerance condition. +% In the case of simple systems the square root of the psd is fitted +% and then the model is stabilized by the application of an all-pass +% function. Then the inverse is fitted with unstable poles in order to +% output the model for the whitening filter. +% In the case of two dimensional systems, whitening filter functions +% frequency response is calculated by the eigendecomposition of the +% cross-spectral matrix. Then four models are identified with fitting +% in frequency domain. If we call these new functions as wf11, wf12, +% wf21 and wf22, two correlated noisy data series can be whitened by +% applying (in frequency notation) the matrix relation: +% +% / wd1(f) \ / wf11(f) wf12(f) \ / d1(f) \ +% | | = | |*| | +% \ wd2(f) / \ wf21(f) wf22(f) / \ d2(f) / +% +% CALL: +% +% One dimensional system: +% [res, poles, dterm] = psd2wf(psd,[],[],[],f,params) +% [res, poles, dterm, mresp] = psd2wf(psd,[],[],[],f,params) +% [res, poles, dterm, mresp, rdl] = psd2wf(psd,[],[],[],f,params) +% +% Two dimensional systems: +% ostruct = psd2wf(csd11,csd12,csd21,csd22,f,params) +% ostruct = psd2wf(csd11,csd12,[],csd22,f,params) +% ostruct = psd2wf(csd11,[],csd21,csd22,f,params) +% +% INPUT: +% +% - psd is the power spectral density (1dim case) +% - csd11, csd12, csd21 and csd22 are the elements of the cross +% spectral matrix. If csd12 is left empty, it is calculated as +% conj(csd21). If csd21 is left empty, it is calculated as conj(csd12). +% (2dim case) +% - f: is the corresponding frequencies vector in Hz +% - params: is a struct of identification options, the possible values +% are: +% - params.idtp = 0 s-domain identification --> s-domain output +% - params.idtp = 1 z-domain identification --> z-domain output +% +% params.fullauto = 0 --> Perform a fitting loop as far as the number +% of iteration reach Nmaxiter. The order of the fitting function will +% be that specified in params.minorder. If params.dterm is setted to +% 1 the function will fit only with direct term. +% params.fullauto = 1 --> Parform a full automatic search for the +% transfer function order. The fitting procedure will stop when the +% stopping condition defined in params.ctp is satisfied. Default +% value. +% +% - params.Nmaxiter = # set the maximum number of fitting steps +% performed for each trial function order. Default is 50 +% +% - params.minorder = # set the minimum possible function order. +% Default is 2 +% +% - params.maxorder = # set the maximum possible function order. +% Default is 25 +% +% - params.spolesopt have different behaviours for z and s domains +% +% z-domain +% params.spolesopt = 1 --> use real starting poles +% params.spolesopt = 2 --> generates complex conjugates poles of the +% type \alfa e^{j\pi\theta} with \theta = linspace(0,pi,N/2+1). +% params.spolesopt = 3 --> generates complex conjugates poles of the +% type \alfa e^{j\pi\theta} with \theta = linspace(0,pi,N/2+2). +% Default option. +% +% s-domain +% params.spolesopt = 1 --> use real starting poles +% params.spolesopt = 2 --> use logspaced complex starting poles. +% Default option +% params.spolesopt = 3 --> use linspaced complex starting poles +% +% - params.weightparam = 0 --> use external weights +% - params.weightparam = 1 equal weights (one) for each point +% - params.weightparam = 2 weight with the inverse of absolute value +% of fitting data +% - params.weightparam = 3 weight with square root of the inverse of +% absolute value of fitting data +% - params.weightparam = 4 weight with the inverse of the square mean +% spread +% +% params.extweights = [] --> A vector of externally provided weights. +% It has to be of the same size of input data. +% +% - params.plot = 0 --> no plot during fit iteration +% - params.plot = 1 --> plot results at each fitting steps. default +% value. +% +% - params.ctp = 'chival' --> check if the value of the Mean Squared +% Error is lower than 10^(-1*lsrcond). +% - params.ctp = 'chivar' --> check if the value of the Mean Squared +% Error is lower than 10^(-1*lsrcond) and if the relative variation of mean +% squared error is lower than 10^(-1*msevar). +% - params.ctp = 'lrs' --> check if the log difference between data and +% residuals is point by point larger than the value indicated in +% lsrcond. This mean that residuals are lsrcond order of magnitudes +% lower than data. +% - params.ctp = 'lrsmse' --> check if the log difference between data +% and residuals is larger than the value indicated in lsrcond and if +% the relative variation of mean squared error is lower than +% 10^(-1*msevar). +% +% - params.lrscond = # --> set conditioning value for point to point +% log residuals difference (params.ctp = 'lsr') and mean log residual +% difference (params.ctp = 'mlsrvar'). Default is 2. See help for +% stopfit.m for further remarks. +% +% - params.msevar = # --> set conditioning value for root mean squared +% error variation. This allow to check that the relative variation of +% mean squared error is lower than 10^(-1*msevar).Default is 7. See +% help for stopfit.m for further remarks. +% +% - params.fs set the sampling frequency (Hz) useful for z-domain +% identification. Default is 1 Hz +% +% - params.usesym = 0 perform double-precision calculation in the +% eigendecomposition procedure to identify 2dim systems and for poles +% stabilization +% - params.usesym = 1 uses symbolic math toolbox variable precision +% arithmetic in the eigendecomposition for 2dim system identification +% double-precison for poles stabilization +% - params.usesym = 2 uses symbolic math toolbox variable precision +% arithmetic in the eigendecomposition for 2dim system identification +% and for poles stabilization +% +% - params.keepvar = true --> preserve input data variance. +% - params.keepvar = false --> do not preserve input data variance. +% +% - params.vars = [# #] desired data variance. Necessary when +% keepvar is set to true. +% +% - params.dig = # set the digit precision required for variable +% precision arithmetic calculations. Default is 50 +% +% params.dterm = 0 --> Try to fit without direct term +% params.dterm = 1 --> Try to fit with and without direct term +% +% params.spy = 0 --> Do not display the iteration progression +% params.spy = 1 --> Display the iteration progression +% +% +% OUTPUT: +% +% One Dimensional System +% - res is the vector of residues. +% - poles is the vector of poles. +% - dterm is the direct term (if present). +% - mresp is the model frequency response. +% - rdl is the vector of residuals calculated as y - mresp. +% +% Two Dimensional System +% - ostruct is a structure array with five fields and four elements. +% Element 1 correspond to wf11 data, element 2 to wf12 data, element 3 +% to wf21 data and elemnt 4 to wf22 data. +% - ostruct(n).res --> is the vector of residues. +% - ostruct(n).poles --> is the vector of poles. +% - ostruct(n).dterm --> are the wfs direct terms. +% - ostruct(n).mresp --> are the wfs models freq. responses. +% - ostruct(n).rdl --> are the residuals vectors. +% +% +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +% HISTORY: 02-10-2008 L Ferraioli +% Creation +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +% VERSION: '$Id: psd2wf.m,v 1.30 2010/07/15 17:25:42 luigi Exp $'; +% +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +function varargout = psd2wf(csd11,csd12,csd21,csd22,f,params) + + utils.helper.msg(utils.const.msg.MNAME, 'running %s/%s', mfilename('class'), mfilename); + + % Collect inputs + + % Default input struct + defaultparams = struct('idtp',1, ... + 'Nmaxiter',50, 'minorder',2,... + 'maxorder',25, 'spolesopt',2, 'weightparam',1, 'plot',0,... + 'ctp','chival','lrscond',2,'msevar',2,... + 'fs',1, 'usesym',0, 'dig',50, 'dterm',0, 'spy',0, 'fullauto',1,... + 'extweights', [],'keepvar',false,'vars',[1 1]); + + names = {'idtp','Nmaxiter','minorder','maxorder','spolesopt',... + 'weightparam','plot','stopfitcond',... + 'ctp','lrscond','msevar',... + 'fs','usesym','dig','dterm','spy','fullauto','extweights',... + 'keepvar','vars'}; + + % collecting input and default params + if ~isempty(params) + for jj=1:length(names) + if isfield(params, names(jj)) && ~isempty(params.(names{1,jj})) + defaultparams.(names{1,jj}) = params.(names{1,jj}); + end + end + end + + % default values for input variables + idtp = defaultparams.idtp; % identification type + Nmaxiter = defaultparams.Nmaxiter; % Number of max iteration in the fitting loop + minorder = defaultparams.minorder; % Minimum model order + maxorder = defaultparams.maxorder; % Maximum model order + spolesopt = defaultparams.spolesopt; % 0, Fit with no complex starting poles (complex poles can be found as fit output). 1 fit with comples starting poles + weightparam = defaultparams.weightparam; % Weight 1./abs(y). Admitted values are 0, 1, 2, 3 + checking = defaultparams.plot; % Never polt. Admitted values are 0 (No polt ever), 1 (plot at the end), 2 (plot at each step) + ctp = defaultparams.ctp; + lrscond = defaultparams.lrscond; + msevar = defaultparams.msevar; + fs = defaultparams.fs; % sampling frequency + usesym = defaultparams.usesym; % method of calculation for the 2dim wfs calculation from psd + dig = defaultparams.dig; % number of digits if VPA calculation is required + idt = defaultparams.dterm; + spy = defaultparams.spy; + autosearch = defaultparams.fullauto; + extweights = defaultparams.extweights; + kv = defaultparams.keepvar; + vars = defaultparams.vars; + + % Assign proper values to the control variables for symbolic calculations + switch usesym + case 0 + eigsym = 0; + allsym = 0; + case 1 + eigsym = 1; + allsym = 0; + case 2 + eigsym = 1; + allsym = 1; + end + + %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + % Checking inputs + + [a,b] = size(csd11); + if a < b % shifting to column + csd11 = csd11.'; + end + + if isempty(csd12) + csd12 = []; + else + [a,b] = size(csd12); + if a < b % shifting to column + csd12 = csd12.'; + end + end + + if isempty(csd21) + csd21 = []; + else + [a,b] = size(csd21); + if a < b % shifting to column + csd21 = csd21.'; + end + end + + [a,b] = size(csd22); + if a < b % shifting to column + csd22 = csd22.'; + end + + [a,b] = size(f); + if a < b % shifting to column + f = f.'; + end + + %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + % Rescale the models + csd11 = csd11 .* fs/2; + csd21 = csd21 .* fs/2; + csd12 = csd12 .* fs/2; + csd22 = csd22 .* fs/2; + + %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + % Importing package + import utils.math.* + + %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + % switching between inputs + + clear dim + % checking for empty csd12, csd21 or csd22 + if all([isempty(csd12) isempty(csd21) isempty(csd22)]) + dim = '1dim'; + utils.helper.msg(utils.const.msg.PROC1, ' Empty csd12, csd21 and csd22; Performing one dimensional identification on psd ') + else + dim ='2dim'; + utils.helper.msg(utils.const.msg.PROC1, ' Performing two dimensional identification on csd11, csd12, csd21 and csd22 ') + end + + switch dim + case '1dim' + % switching between continuous and discrete type identification + switch idtp + case 0 + utils.helper.msg(utils.const.msg.PROC1, ' Performing s-domain identification ') + itf = abs(sqrt(csd11)); % input data + + % Fitting WF with unstable poles in s-domain + wf = 1./itf; + + % Fitting params + params = struct('spolesopt',spolesopt,'Nmaxiter',Nmaxiter,... + 'minorder',minorder,'maxorder',maxorder,... + 'weightparam',weightparam,'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',0,... + 'dterm',idt,'spy',spy,'fullauto',autosearch,... + 'extweights',extweights); + + % Fitting + utils.helper.msg(utils.const.msg.PROC1, ' Fitting absolute WF value with unstable model ') + [res,poles,dterm,mresp,rdl,mse] = utils.math.autocfit(wf,f,params); + + + % all pass filtering for poles stabilization + if allsym + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering for poles stabilization; symbolic...' ) + [nr,np,nd,nwf] = utils.math.pfallpsyms(res,poles,dterm,mresp,f); + else + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering for poles stabilization' ) + [nwf,np] = utils.math.pfallps(res,poles,dterm,mresp,f,false); + end + + % Fitting params + params = struct('spolesopt',0,'extpoles', np,... + 'Nmaxiter',Nmaxiter,'minorder',minorder,'maxorder',maxorder,... + 'weightparam',weightparam,'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',1,... + 'dterm',idt,'spy',spy,'fullauto',autosearch,... + 'extweights',extweights); + + % Fitting + utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF with stable model ') + [res,poles,dterm,mresp,rdl,mse] = utils.math.autocfit(nwf,f,params); + + + % Output data switching between output type + utils.helper.msg(utils.const.msg.PROC1, ' Output continuous model ') + if nargout == 3 + varargout{1} = res; + varargout{2} = poles; + varargout{3} = dterm; + elseif nargout == 4 + varargout{1} = res; + varargout{2} = poles; + varargout{3} = dterm; + varargout{4} = mresp; + elseif nargout == 5 + rdl = abs(sqrt(csd11)) - abs(mresp); % residual respect to original function + + varargout{1} = res; + varargout{2} = poles; + varargout{3} = dterm; + varargout{4} = mresp; + varargout{5} = rdl; + + else + error(' Unespected number of output. Set 3, 4 or 5! ') + end + + case 1 + utils.helper.msg(utils.const.msg.PROC1, ' Performing z-domain identification ') + itf = abs(sqrt(csd11)); % input data + + % Fitting WF with unstable poles + wf = 1./itf; + + % Fitting params + params = struct('spolesopt',spolesopt, 'Nmaxiter',Nmaxiter, 'minorder',minorder,... + 'maxorder',maxorder, 'weightparam',weightparam, 'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',0,'dterm',idt,'spy',spy,'fullauto',autosearch,'extweights',extweights); + + % Fitting + utils.helper.msg(utils.const.msg.PROC1, ' Fitting absolute TF value with unstable model ') + [res,poles,dterm,mresp,rdl,mse] = utils.math.autodfit(wf,f,fs,params); + + + % all pass filtering for poles stabilization + if allsym + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering for poles stabilization; symbolic...' ) + [nr,np,nd,nwf] = utils.math.pfallpsymz(res,poles,dterm,mresp,f,fs); + else + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering for poles stabilization' ) + [nwf,np] = utils.math.pfallpz(res,poles,dterm,mresp,f,fs,false); + end + + % Fitting params + params = struct('spolesopt',0,'extpoles', np,... + 'Nmaxiter',Nmaxiter,'minorder',minorder,'maxorder',maxorder,... + 'weightparam',weightparam,'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',1,... + 'dterm',idt,'spy',spy,'fullauto',autosearch,... + 'extweights',extweights); + + [res,poles,dterm,mresp,rdl,mse] = utils.math.autodfit(nwf,f,fs,params); + + + % Output data switching between output type + utils.helper.msg(utils.const.msg.PROC1, ' Output z-domain model ') + if nargout == 3 + varargout{1} = res; + varargout{2} = poles; + varargout{3} = dterm; + elseif nargout == 4 + varargout{1} = res; + varargout{2} = poles; + varargout{3} = dterm; + varargout{4} = mresp; + elseif nargout == 5 + + rdl = abs(sqrt(csd11)) - abs(mresp); % residual respect to original function + + varargout{1} = res; + varargout{2} = poles; + varargout{3} = dterm; + varargout{4} = mresp; + varargout{5} = rdl; + + else + error(' Unespected number of output. Set 3, 4 or 5! ') + end + + end % switch idtp + + case '2dim' + % switching between continuous and discrete type identification + switch idtp + case 0 + utils.helper.msg(utils.const.msg.PROC1, ' Performing s-domain identification on 2dim system, s-domain output ') + [wf11,wf12,wf21,wf22] = utils.math.eigcsd(csd11,csd12,csd21,csd22,'USESYM',eigsym,'DIG',dig,'OTP','WF','KEEPVAR',kv,'VARS',vars); % input data + + % Shifting to columns + [a,b] = size(wf11); + if a<b + wf11 = wf11.'; + end + [a,b] = size(wf12); + if a<b + wf12 = wf12.'; + end + [a,b] = size(wf21); + if a<b + wf21 = wf21.'; + end + [a,b] = size(wf22); + if a<b + wf22 = wf22.'; + end + + % Collecting wfs + f1 = [wf11 wf12]; + f2 = [wf21 wf22]; + + % Fitting with unstable poles %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + + % Fitting params + params = struct('spolesopt',spolesopt, 'Nmaxiter',Nmaxiter, 'minorder',minorder,... + 'maxorder',maxorder, 'weightparam',weightparam, 'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',0,'dterm',idt,'spy',spy,'fullauto',autosearch,'extweights',extweights); + + % Fitting + utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF11 and WF21 with unstable common poles ') + [res1,poles1,dterm1,mresp1,rdl1,mse1] = utils.math.autocfit(f1,f,params); + + utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF12 and WF22 with unstable common poles ') + [res2,poles2,dterm2,mresp2,rdl2,emse2] = utils.math.autocfit(f2,f,params); + + + % Poles stabilization + if allsym + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF11 and WF21, symbolic calc... ') + [nr1,np1,nd1,nf1] = utils.math.pfallpsyms(res1,poles1,dterm1,mresp1,f); + np1 = np1(:,1); + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF12 and WF22, symbolic calc... ') + [nr2,np2,nd2,nf2] = utils.math.pfallpsyms(res2,poles2,dterm2,mresp2,f); + np2 = np2(:,1); + else + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF11 and WF21 ') + [nf1,np1] = utils.math.pfallps(res1,poles1,dterm1,mresp1,f,false); + np1 = np1(:,1); + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF12 and WF22 ') + [nf2,np2] = utils.math.pfallps(res2,poles2,dterm2,mresp2,f,false); + np2 = np2(:,1); + end + + % Fitting with stable poles %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + + % Fitting stable WF11 and WF21 with stable poles in s-domain + % Fitting params + params = struct('spolesopt',0,'extpoles', np1,'Nmaxiter',Nmaxiter,... + 'minorder',minorder,'maxorder',maxorder,... + 'weightparam',weightparam,'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',1,... + 'dterm',idt,'spy',spy,'fullauto',autosearch,... + 'extweights',extweights); + + % Fitting + utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF11 and WF21 with stable common poles ') + [res1,poles1,dterm1,mresp1,rdl1,mse1] = utils.math.autocfit(nf1,f,params); + + % Fitting stable WF12 and WF22 with stable poles in s-domain + % Fitting params + params = struct('spolesopt',0,'extpoles', np2,'Nmaxiter',Nmaxiter,... + 'minorder',minorder,'maxorder',maxorder,... + 'weightparam',weightparam,'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',1,... + 'dterm',idt,'spy',spy,'fullauto',autosearch,... + 'extweights',extweights); + + % Fitting + utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF12 and WF22 with stable common poles ') + [res2,poles2,dterm2,mresp2,rdl2,mse2] = utils.math.autocfit(nf2,f,params); + + + % Output WF model %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + ostruct = struct(); + + % Data for wf11 + ostruct(1).res = res1(:,1); + ostruct(1).poles = poles1; + ostruct(1).dterm = dterm1(:,1); + ostruct(1).mresp = mresp1(:,1); + ostruct(1).rdl = rdl1(:,1); + + % Data for wf12 + ostruct(2).res = res1(:,2); + ostruct(2).poles = poles1; + ostruct(2).dterm = dterm1(:,2); + ostruct(2).mresp = mresp1(:,2); + ostruct(2).rdl = rdl1(:,2); + + + % Data for wf21 + ostruct(3).res = res2(:,1); + ostruct(3).poles = poles2; + ostruct(3).dterm = dterm2(:,1); + ostruct(3).mresp = mresp2(:,1); + ostruct(3).rdl = rdl2(:,1); + + % Data for wf22 + ostruct(4).res = res2(:,2); + ostruct(4).poles = poles2; + ostruct(4).dterm = dterm2(:,2); + ostruct(4).mresp = mresp2(:,2); + ostruct(4).rdl = rdl2(:,2); + + % Output data + utils.helper.msg(utils.const.msg.PROC1, ' Output continuous models ') + if nargout == 1 + varargout{1} = ostruct; + else + error(' Unespected number of output. Set 1! ') + end + + case 1 + utils.helper.msg(utils.const.msg.PROC1, ' Performing z-domain identification on 2dim system') + [wf11,wf12,wf21,wf22] = utils.math.eigcsd(csd11,csd12,csd21,csd22,'USESYM',eigsym,'DIG',dig,'OTP','WF','KEEPVAR',kv,'VARS',vars); % input data + + % Shifting to columns + [a,b] = size(wf11); + if a<b + wf11 = wf11.'; + end + [a,b] = size(wf12); + if a<b + wf12 = wf12.'; + end + [a,b] = size(wf21); + if a<b + wf21 = wf21.'; + end + [a,b] = size(wf22); + if a<b + wf22 = wf22.'; + end + + % Collecting wfs + f1 = [wf11 wf12]; + f2 = [wf21 wf22]; + + % Fitting with unstable poles %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + params = struct('spolesopt',spolesopt, 'Nmaxiter',Nmaxiter, 'minorder',minorder,... + 'maxorder',maxorder, 'weightparam',weightparam, 'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',0,'dterm',idt,'spy',spy,'fullauto',autosearch,'extweights',extweights); + + % Fitting + utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF11 and WF21 with unstable common poles ') + [res1,poles1,dterm1,mresp1,rdl1,mse1] = utils.math.autodfit(f1,f,fs,params); + + utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF12 and WF22 with unstable common poles ') + [res2,poles2,dterm2,mresp2,rdl2,mse2] = utils.math.autodfit(f2,f,fs,params); + + + % Poles stabilization + if allsym + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF11 and WF21, symbolic calc... ') + [nr1,np1,nd1,nf1] = utils.math.pfallpsymz(res1,poles1,dterm1,mresp1,f,fs); + np1 = np1(:,1); + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF12 and WF22, symbolic calc... ') + [nr2,np2,nd2,nf2] = utils.math.pfallpsymz(res2,poles2,dterm2,mresp2,f,fs); + np2 = np2(:,1); + else + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF11 and WF21 ') + [nf1,np1] = utils.math.pfallpz(res1,poles1,dterm1,mresp1,f,fs,false); + np1 = np1(:,1); + utils.helper.msg(utils.const.msg.PROC1, ' All pass filtering of WF12 and WF22 ') + [nf2,np2] = utils.math.pfallpz(res2,poles2,dterm2,mresp2,f,fs,false); + np2 = np2(:,1); + end + + % Fitting with stable poles %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + + % Fitting params + params = struct('spolesopt',0,'extpoles', np1,'Nmaxiter',Nmaxiter,... + 'minorder',minorder,'maxorder',maxorder,... + 'weightparam',weightparam,'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',1,... + 'dterm',idt,'spy',spy,'fullauto',autosearch,... + 'extweights',extweights); + + % Fitting + utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF11 and WF21 with stable common poles ') + [res1,poles1,dterm1,mresp1,rdl1,mse1] = utils.math.autodfit(nf1,f,fs,params); + + % Fitting stable WF12 and WF22 with stable poles in s-domain + % Fitting params + params = struct('spolesopt',0,'extpoles', np2,'Nmaxiter',Nmaxiter,... + 'minorder',minorder,'maxorder',maxorder,... + 'weightparam',weightparam,'plot',checking,... + 'ctp',ctp,'lrscond',lrscond,'msevar',msevar,... + 'stabfit',1,... + 'dterm',idt,'spy',spy,'fullauto',autosearch,... + 'extweights',extweights); + + % Fitting + utils.helper.msg(utils.const.msg.PROC1, ' Fitting WF12 and WF22 with stable common poles ') + [res2,poles2,dterm2,mresp2,rdl2,mse2] = utils.math.autodfit(nf2,f,fs,params); + + + % Output model %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% + ostruct = struct(); + + % Data for tf11 + ostruct(1).res = res1(:,1); + ostruct(1).poles = poles1; + ostruct(1).dterm = dterm1(:,1); + ostruct(1).mresp = mresp1(:,1); + ostruct(1).rdl = rdl1(:,1); + + % Data for tf12 + ostruct(2).res = res1(:,2); + ostruct(2).poles = poles1; + ostruct(2).dterm = dterm1(:,2); + ostruct(2).mresp = mresp1(:,2); + ostruct(2).rdl = rdl1(:,2); + + + % Data for tf21 + ostruct(3).res = res2(:,1); + ostruct(3).poles = poles2; + ostruct(3).dterm = dterm2(:,1); + ostruct(3).mresp = mresp2(:,1); + ostruct(3).rdl = rdl2(:,1); + + + % Data for tf22 + ostruct(4).res = res2(:,2); + ostruct(4).poles = poles2; + ostruct(4).dterm = dterm2(:,2); + ostruct(4).mresp = mresp2(:,2); + ostruct(4).rdl = rdl2(:,2); + + % Output data + utils.helper.msg(utils.const.msg.PROC1, ' Output discrete models ') + if nargout == 1 + varargout{1} = ostruct; + else + error(' Unespected number of output. Set 1! ') + end + + end + end + + % END %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%