% control design for MC 
% July 2, 1997

clear all

% parameters

my=3;                               % number of the states of y and u "my" 
rand('seed',39);
T=300;                              % similation length
T0=3;                               % memory length of tank system
randn('seed',13)
F=2;                                % filter number
m=4;                                % discretization interval number

% initial states

for t=1:T0
Y(t)=3;                       % initial states of system output
U(t)=1;                       % initial states of system input
y(t)=1;
end
U(T0+1)=1;
sita=0.005*ones(my*F*(m-2),my^2);          % transition probability matrix
n=zeros(my*F*(m-2),my^2);                  % sufficient statistics

% ideal system
    
    IS=(0.01/(my-1))*ones(my,my^2);
    IS(1,:)=0.99*ones(1,my^2);
    
% ideal controller
  
    IC=(1/my)*ones(my,my);
        
% optimal controller
  
   for t=T0+1:T-1
     Y(t)=system(Y,U,t);               % simulated system
   for fil=1:F                         % filter loop
     fy(t)=filt(Y,t,fil);
     fu(t)=filt(U,t,fil);
   for dis=1:m-2                       % discretization loop
     y(t)=discry(fy,my,t,dis,fil,m);
     u(t)=discru(fu,my,t,dis,fil,m);
     [n,sita]=identi(sita,y,u,t,my,n,m,F,fil,dis);
     c=design(sita,IS,IC,my,fil,dis,m);
     pred(:,dis)=finer(c(:,y(t)),dis,m);
   end
     cp(fil,:)=poolt(pred,m);
     up(fil)=contin(cp,m,fil);
   end
     U(t+1)=up*ones(F,1);
    % U(t+1)=redefine(u1,F,m,cp);
   end
   
hold off

plot(Y);