exdyn.m

新的神经网络算法源程序

%========================================================================
%   Exdyn: An example for using WaveNet:  Dynamic System Identification
%========================================================================

% By Qinghua Zhang. March, 1994.

help exdyn

echo on

% u and y are the input and output of a SISO system, respectively.
% 
% Assumption on the system: y(t) = f(y(t-1), y(t-2), u(t-1)) + noise


load exdyn % Loading the training data {u1,y1} and the test data {u2,y2}

% The measured data are ploted in the graphics window

clf; 
subplot(2,2,1); plot(u1); xlabel('t'); ylabel('u1'); title('Training Data');
subplot(2,2,2); plot(u2); xlabel('t'); ylabel('u2'); title('Test Data');
subplot(2,2,3); plot(y1); xlabel('t'); ylabel('y1');
subplot(2,2,4); plot(y2); xlabel('t'); ylabel('y2');

pause

% We are going to use a WaveNet to model the system with the model structure:
%
% y(t) = WaveNet(y(t-1), y(t-2), u(t-1)) + noise.
%
% You may set the number of wavelets in the network to 10
% or choose it on-line with the aid of the FPE criterion.

% Call the training procedure
%=============================

nn = [2 1 1] % Model order: [na, nb, nk]

Key = keymenu('Make your choice','Use 10 wavelets','On-line choice');

if Key==1
  th = wnetarx([y1 u1], nn, 10, 0, 2); 
  % Use 10 wavelets, 0 iterations, initialization mode 2.
else
  th = wnetarx([y1 u1], nn, [], 0, 2); 
end


% Test the result by simulation on the test data set
%====================================================

zn = wnetsim(th, u2, y2(1:2)); % Simulation with the WaveNet model

clf; plot((401:800)',[y2 zn]); 
title('Compare y2 and zn'); xlabel('Sample number'); ylabel('y2:-    zn:--');

pause

% Compare to linear ARX model
%=============================

th0 = wnetarx([y1 u1], [5 4 1], 0);  % linear ARX identification, nn=[5 4 1]

zl = wnetsim(th0, u2, y2(1:2)); % Simulation with the linear ARX model

clf; subplot(2,1,1); plot((401:800)',[y2 zl])
title('Linear ARX'); xlabel('Sample number'); ylabel('y2:-    zl:--');

subplot(2,1,2); plot((401:800)',[y2 zn])
title('WaveNet ARX'); xlabel('Sample number'); ylabel('y2:-    zn:--');

echo off