da_olt2.m

收集的GA的一些源程序

function [ypred,x]=da_olt2(x,xold,coefs,filt);
%
% Linear dynamic model
%

%
% Ensure the coefficients are in a column
%
[D L]=size(coefs);
if L > D
	coefs=coefs';
end

%
% Filter the data:
%
[D L]=size(x);
for i = 1:L
	x(1,i)=(xold(1,i)*filt(i))+(x(1,i)*(1-filt(i)));
end


%
% Do model
%
ypred=x*coefs;