I have a plant equation.Say,
Plant = tf([0 1] ,[1 1],'InputDelay',1);
t = 1:1:100;
Now I have a input value a= 0.0552 ,at the time instance t=1.I want to calculate output of the plant at t=1(which should be a numeric value as well!) How to do that!
If I give input a(1)=0.5552 at t=1 then y (output) is calculated based upon only a(1).
Similarly at t=2 my input is a(2)=0.4481(say)....
at t=3 ,a(3)=0.4100 ...So on.Then how would i be able to get the proper y(t1,a1),y(t2,a2)...values .
You basically have a step input of value 0.0552. You can easily use the function step for this as:
Plant = tf([0 1] ,[1 1],'InputDelay',1);
t = 1:1:100;
opt = stepDataOptions;
opt.StepAmplitude = 0.0552;
step(Plant, t, opt);
That will create the following plot:
If you want not to plot, but to get the response, just catch step's output:
y=step(Plant, t, opt);
I find this after long search..Instead of using the equation in laplace form.We have to use the differential form the with the help of runge -kutta method it can be solved.( that is to get the output in numeric approximated terms)
Related
I've calculated coefficients an, bn (100, T=2*pi) in c++ and checked that they are correct using few sources. Now i try to generate Fourier series graph for given example function in Scilab:
(x+2)*abs(cos(2*x*(x-pi/6)))
M=csvRead(filename, ";", [], 'double')
n=size(M,1)
for i = 1:n
A(i)=M(i)
B(i)=M(i + n)
end
function series=solution(x)
series=A(1)/2;
for i = 2:n
series=series+(A(i)*cos(i*x)+B(i)*sin(i*x));
end
endfunction
function series=solution2(x)
series=(x+2).*abs(cos(2.*x.*(x-%pi/6)));
endfunction
x = -%pi:%pi/100:%pi
plot2d(x, solution(x), 3)
x2 = -%pi:%pi/100:%pi
plot2d(x2, solution2(x2), 4)
Here is the result:
It clearly looks that tendency is ok but the beginning and the end of the period are wrong (reversed?). Do you see any issues in Scilab code? What could cause the problem - values in sin/cos in function solution(x)? Should i provide an, bn values and check for miscalculation there?
I don't know how did you calculated your A & B coefficients, but I assume that you used the usual notations to get the first line of the below formula:
Thus n starts from 1. Since Scilab starts vector indexing from 1, you correctly made your loop from 2, but forgot to compensate for this "offset".
Your function should be something like this:
function series=solution(x)
series=A(1)/2;
for i = 2:n
series=series+(A(i)*cos((i-1)*x)+B(i)*sin((i-1)*x));
end
endfunction
Since you didn't provided A & B, I can not check the result.
Additional note: Syntactically more correct if you explicitly define all input variables in a function, like this:
function series=solution(x,A,B)
This way you may be sure that your input is not changed somewhere else in the code.
I have the following ODE:
x_dot = 3*x.^0.5-2*x.^1.5 % (Equation 1)
I am using ode45 to solve it. My solution is given as a vector of dim(k x 1) (usually k = 41, which is given by the tspan).
On the other hand, I have made a model that approximates the model from (1), but in order to compare how accurate this second model is, I want to solve it (solve the second ODE) by means of ode45. My problem is that this second ode is given discrete:
x_dot = f(x) % (Equation 2)
f is discrete and not a continuous function like in (1). The values I have for f are:
0.5644
0.6473
0.7258
0.7999
0.8697
0.9353
0.9967
1.0540
1.1072
1.1564
1.2016
1.2429
1.2803
1.3138
1.3435
1.3695
1.3917
1.4102
1.4250
1.4362
1.4438
1.4477
1.4482
1.4450
1.4384
1.4283
1.4147
1.3977
1.3773
1.3535
1.3263
1.2957
1.2618
1.2246
1.1841
1.1403
1.0932
1.0429
0.9893
0.9325
0.8725
What I want now is to solve this second ode using ode45. Hopefully I will get a solution very similar that the one from (1). How can I solve a discrete ode applying ode45? Is it possible to use ode45? Otherwise I can use Runge-Kutta but I want to be fair comparing the two methods, which means that I have to solve them by the same way.
You can use interp1 to create an interpolated lookup table function:
fx = [0.5644 0.6473 0.7258 0.7999 0.8697 0.9353 0.9967 1.0540 1.1072 1.1564 ...
1.2016 1.2429 1.2803 1.3138 1.3435 1.3695 1.3917 1.4102 1.4250 1.4362 ...
1.4438 1.4477 1.4482 1.4450 1.4384 1.4283 1.4147 1.3977 1.3773 1.3535 ...
1.3263 1.2957 1.2618 1.2246 1.1841 1.1403 1.0932 1.0429 0.9893 0.9325 0.8725];
x = 0:0.25:10
f = #(xq)interp1(x,fx,xq);
Then you should be able to use ode45 as normal:
tspan = [0 1];
x0 = 2;
xout = ode45(#(t,x)f(x),tspan,x0);
Note that you did not specify what values of of x your function (fx here) is evaluated over so I chose zero to ten. You'll also not want to use the copy-and-pasted values from the command window of course because they only have four decimal places of accuracy. Also, note that because ode45 required the inputs t and then x, I created a separate anonymous function using f, but f can created with an unused t input if desired.
How solve a system of ordinary differential equation ..an initial value problem ....with parameters dependent on time or independent variable?
say the equation I have
Dy(1)/dt=a(t)*y(1)+b(t)*y(2);
Dy(2)/dt=-a(t)*y(3)+b(t)*y(1);
Dy(3)/dt=a(t)*y(2);
where a(t) is a vector and b(t) =c*a(t); where the value of a and b are changing with time not in monotone way and each time step.
I tried to solve this using this post....but when I applied the same principle ...I got the error message
"Error using griddedInterpolant The point coordinates are not
sequenced in strict monotonic order."
Can someone please help me out?
Please read until the end to see whether the first part or second part of the answer is relevant to you:
Part 1:
First create an .m file with a function that describe your calculation and functions that will give a and b. For example: create a file called fun_name.m that will contain the following code:
function Dy = fun_name(t,y)
Dy=[ a(t)*y(1)+b(t)*y(2); ...
-a(t)*y(3)+b(t)*y(1); ...
a(t)*y(2)] ;
end
function fa=a(t);
fa=cos(t); % or place whatever you want to place for a(t)..
end
function fb=b(t);
fb=sin(t); % or place whatever you want to place for b(t)..
end
Then use a second file with the following code:
t_values=linspace(0,10,101); % the time vector you want to use, or use tspan type vector, [0 10]
initial_cond=[1 ; 0 ; 0];
[tv,Yv]=ode45('fun_name',t_values,initial_cond);
plot(tv,Yv(:,1),'+',tv,Yv(:,2),'x',tv,Yv(:,3),'o');
legend('y1','y2','y3');
Of course for the fun_name.m case I wrote you need not use sub functions for a(t) and b(t), you can just use the explicit functional form in Dy if that is possible (like cos(t) etc).
Part 2: If a(t) , b(t) are just vectors of numbers you happen to have that cannot be expressed as a function of t (as in part 1), then you'll need to have also a time vector for which each of them happens, this can be of course the same time you'll use for the ODE, but it need not be, as long as an interpolation will work. I'll treat the general case, when they have different time spans or resolutions. Then you can do something of the following, create the fun_name.m file:
function Dy = fun_name(t, y, at, a, bt, b)
a = interp1(at, a, t); % Interpolate the data set (at, a) at times t
b = interp1(at, b, t); % Interpolate the data set (bt, b) at times t
Dy=[ a*y(1)+b*y(2); ...
-a*y(3)+b*y(1); ...
a*y(2)] ;
In order to use it, see the following script:
%generate bogus `a` ad `b` function vectors with different time vectors `at` and `bt`
at= linspace(-1, 11, 74); % Generate t for a in a generic case where their time span and sampling can be different
bt= linspace(-3, 33, 122); % Generate t for b
a=rand(numel(at,1));
b=rand(numel(bt,1));
% or use those you have, but you also need to pass their time info...
t_values=linspace(0,10,101); % the time vector you want to use
initial_cond=[1 ; 0 ; 0];
[tv,Yv]= ode45(#(t,y) fun_name(t, y, at, a, bt, b), t_values, initial_cond); %
plot(tv,Yv(:,1),'+',tv,Yv(:,2),'x',tv,Yv(:,3),'o');
legend('y1','y2','y3');
I am new to Matlab. I was reading this code snippet, but in some parts (marked with asterisks) I don't understand what it means, so if anybody could help would be very much appreciated
function [A1nmb] = moran(initsize, popsize)
% MORAN generates a trajectory of a Moran type process
% which gives the number of genes of allelic type A1 in a population
% of haploid individuals that can exist in either type A1 or type A2.
% The population size is popsize and the initial number of type A1
% individuals os initsize.
% Inputs: initsize - initial number of A1 genes
% popsize - the total population size (preserved)
if (nargin==0)
initsize=10;
popsize=30;
end
A1nmb=zeros(1,popsize);
A1nmb(1)=initsize;
**lambda = inline('(x-1).*(1-(x-1)./N)', 'x', 'N');
mu = inline('(x-1).*(1-(x-1)./N)', 'x', 'N');**
x=initsize;
i=1;
while (x>1 & x<popsize+1)
if (lambda(x,popsize)/(lambda(x,popsize)+mu(x,popsize))>rand)
x=x+1;
A1nmb(i)=x;
else
x=x-1;
A1nmb(i)=x;
end;
i=i+1;
end;
nmbsteps=length(A1nmb);
***rate = lambda(A1nmb(1:nmbsteps-1),popsize) ...
+mu(A1nmb(1:nmbsteps-1),popsize);***
**jumptimes=cumsum(-log(rand(1,nmbsteps-1))./rate);**
jumptimes=[0 jumptimes];
stairs(jumptimes,A1nmb);
axis([0 jumptimes(nmbsteps) 0 popsize+1]);
The first line you marked
lambda = inline('(x-1).*(1-(x-1)./N)', 'x', 'N');
creates something called an inline function. It is equivalent to defining a mathematical function. Example:
y = inline('x^2')
would allow you to do
>> y(2)
4
This immediately explains the second line you marked.
rate = lambda(A1nmb(1:nmbsteps-1),popsize) ...
+mu(A1nmb(1:nmbsteps-1),popsize);
will compute the value of the function lambda(x,N) at x = A1nmb(1:nmbsteps-1) and N = popsize.
I will say immediately here that you should take a look at anonymous functions, a different format used to accomplish the same as inline. Only, anonymous functions are generally better supported, and usually a lot faster than inline functions.
Then, for the final line,
jumptimes = cumsum(-log(rand(1,nmbsteps-1))./rate);
is a nested command. rand will create a matrix containing pseudorandom numbers, log is the natural logarithm ("ln"), and cumsum creates a new matrix, where all the elements in the new matrix are the cumulative sum of the elements in the input matrix.
You will find the commands doc and help very useful. Try typing
doc cumsum
or
help inline
on the Matlab command prompt. Try that again with the commands forming the previous statement.
As a general word of advice: spend an insane lot of time reading through the documentation. Really, for each new command you encounter, read about it and play with it in a sandbox until you feel you understand it. Matlab only becomes powerful if you know all its commands, and there are a lot to get to know.
It defines an inline function object. For example this
lambda = inline('(x-1).*(1-(x-1)./N)', 'x', 'N')
defines lambda as a function with 2 variables. When you call lambda(A,n) Matlab simply expands the function you define in the first string. Thus lambda(A,n) using the variables you provide in the function call. lambda(A,n) would will evaluate to:
(A-1).*(1-(A-1)./n)
it just expands the function using the parameters you supply. Take a look at this link for more specific details http://www.mathworks.co.uk/help/techdoc/ref/inline.html
The cumsum function just returns the cumulative sum of a matrix along a particular dimension. Say we call cumsum on a vector X, then the value at element i in the result is equal to the sum of elements in X from index 1 to i. For example X = [1 2 1 3] we would get
AA = cumsum(X);
we would have
AA = [1 3 5 8]
See this link for more details and examples http://www.mathworks.co.uk/help/techdoc/ref/cumsum.html
Perhaps this is more of a math question than a MATLAB one, not really sure. I'm using MATLAB to compute an economic model - the New Hybrid ISLM model - and there's a confusing step where the author switches the sign of the solution.
First, the author declares symbolic variables and sets up a system of difference equations. Note that the suffixes "a" and "2t" both mean "time t+1", "2a" means "time t+2" and "t" means "time t":
%% --------------------------[2] MODEL proc-----------------------------%%
% Define endogenous vars ('a' denotes t+1 values)
syms y2a pi2a ya pia va y2t pi2t yt pit vt ;
% Monetary policy rule
ia = q1*ya+q2*pia;
% ia = q1*(ya-yt)+q2*pia; %%option speed limit policy
% Model equations
IS = rho*y2a+(1-rho)*yt-sigma*(ia-pi2a)-ya;
AS = beta*pi2a+(1-beta)*pit+alpha*ya-pia+va;
dum1 = ya-y2t;
dum2 = pia-pi2t;
MPs = phi*vt-va;
optcon = [IS ; AS ; dum1 ; dum2; MPs];
Edit: The equations that are going into the matrix, as they would appear in a textbook are as follows (curly braces indicate time period values, greek letters are parameters):
First equation:
y{t+1} = rho*y{t+2} + (1-rho)*y{t} - sigma*(i{t+1}-pi{t+2})
Second equation:
pi{t+1} = beta*pi{t+2} + (1-beta)*pi{t} + alpha*y{t+1} + v{t+1}
Third and fourth are dummies:
y{t+1} = y{t+1}
pi{t+1} = pi{t+1}
Fifth is simple:
v{t+1} = phi*v{t}
Moving on, the author computes the matrix A:
%% ------------------ [3] Linearization proc ------------------------%%
% Differentiation
xx = [y2a pi2a ya pia va y2t pi2t yt pit vt] ; % define vars
jopt = jacobian(optcon,xx);
% Define Linear Coefficients
coef = eval(jopt);
B = [ -coef(:,1:5) ] ;
C = [ coef(:,6:10) ] ;
% B[c(t+1) l(t+1) k(t+1) z(t+1)] = C[c(t) l(t) k(t) z(t)]
A = inv(C)*B ; %(Linearized reduced form )
As far as I understand, this A is the solution to the system. It's the matrix that turns time t+1 and t+2 variables into t and t+1 variables (it's a forward-looking model). My question is essentially why is it necessary to reverse the signs of all the partial derivatives in B in order to get this solution? I'm talking about this step:
B = [ -coef(:,1:5) ] ;
Reversing the sign here obviously reverses the sign of every component of A, but I don't have a clear understanding of why it's necessary. My apologies if the question is unclear or if this isn't the best place to ask.
I think the key is that the model is forward-looking, so the slopes (the partial derivatives) need to be reversed to go backward in time. One way to think of it is to say that the jacobian() function always calculates derivatives in the forward-time direction.
You've got an output vector of states called optcon = [IS;AS;dum1;dum2;MPs], and two vectors of input states [y2 pi2 y pi v]. The input vector at time t+1 is [y2a pi2a ya pia va], and the input vector at time t is [y2t pi2t yt pit vt]. These two are concatenated into a single vector for the call to jacobian(), then separated after. The same thing could have been done in two calls. The first 5 columns of the output of jacobian() are the partial derivatives of optcon with respect to the input vector at time t+1, and the second 5 columns are with respect to the input vector at time t.
In order to get the reduced form, you need to come up with two equations for optcon at time t+1. The second half of coef is just what is needed. But the first half of coef is the equation for optcon at time t+2. The trick is to reverse the signs of the partial derivatives to get linearized coefficients that take the input vector at t+1 to the output optcon at t+1.