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POWhy variable do not change?
 

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  1. POWhy variable do not change?
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    <p>I have following code *. I this I change variable "epsf1" by previous value"epsf1 = eps[ii,1]-c1*epsf1". I print its value and it is 0. But it should be something completelly different. I can not find why it is happening and I am not able to make shorter code with same problem. It looks like value from "eps[ii]" is not used in "epsf1 = eps[ii,1]-c1*epsf1;" statement.</p> <p>*:</p> <pre><code>delka_experimentu = 1000; lambda = 1; Q = diag(3); e = rnorm(delka_experimentu); u = rnorm(delka_experimentu);#rep(10,delka_experimentu) y = rep(0,delka_experimentu); y[1] = e[1]; for(ii in c(2:delka_experimentu)){ y[ii] = 0.5*y[ii-1]+0.3*u[ii-1]+e[ii]-0.2*e[ii]; } Res = matrix(0,delka_experimentu,6); P = 1000*diag(3); R1 = 0.1*diag(3); K = matrix(0,3,1); eps = matrix(0,delka_experimentu,1) epsf1 = y[1]; print(c(epsf1)) epsf2 = 0; ef3 = 0; yf1 = y[1]; yf2 = 0; yf3 = 0; uf1 = u[1]; uf2 = 0; uf3 = 0; eps[1,1] = y[1]; epst1 = 0; pomocna1 = 0; pomocna2 = 0; theta = matrix(0,3,1); for(ii in 2:30){ #delka_experimentu a1 = theta[1]; b1 = theta[2]; c1 = theta[3]; pomocna1 = epsf1; epsf1 = eps[ii,1]-c1*epsf1; epsf2 = pomocna1; print(c(epsf1)) pomocna1 = yf1; yf1 = y[ii]-c1*yf1; yf2 = pomocna1; pomocna1 = uf1; uf1 = u[ii]-c1*uf1; uf2 = pomocna1; eps[ii,1] = y[ii]+a1*y[ii-1]-b1*u[ii-1]-c1*eps[ii-1] #if(eps[ii]*eps[ii]&gt;100){paste("problem",ii)} psi = matrix(c(yf2,uf2,epsf2),3,1); b = t(psi)%*%P%*%psi; P = (P - P%*%psi%*%solve(1+b[1,1])%*%t(psi)%*%P)/lambda #lambda*solve(Q) K = P%*%psi%*%solve(1+b[1,1]); #lambda*solve(Q) theta = theta + K%*%eps[ii]; Res[ii,] = theta; } plot(c(0,delka_experimentu),c(min(Res,-0.5),max(Res,1)),col="white") lines(Res[,1],col="red") #lines(Res[,2],col="red",type=o) lines(Res[,3],col="blue") #lines(Res[,4],col="blue") lines(Res[,5]) #lines(Res[,6]) lines(c(0,delka_experimentu),c(-0.5,-0.5),col="red") lines(c(0,delka_experimentu),c(0.3,0.3),col="blue") lines(c(0,delka_experimentu),c(-0.2,-0.2)) </code></pre>
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    1. USboucekv
    1. USboucekv
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      1. POWhy variable do not change?
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    2. VO
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    1. COAren't you printing it in the wrong place (i.e. outside the loop)?
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      1. USthemel
    2. COThat's some strange looking `C`comments...
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      1. USStoryTeller
    3. COAre you sure this is C?
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      1. USunwind
 

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