clear all my=3; % number of the states of y and u "my" lambda=0.9; % forgetting factor "lambda" m=4; % maximum order of possible models "m" rand('seed',39); sn=100; % shift numbers % original data: uz and yz load cw % inputs and outputs data uz=cw(:,1); yz=cw(:,2); yz=sin(5*pi*yz(:,1)); %added non-linearity clear cw [T,Tc]=size(uz); % overall simulation length "T" % discretization global T my sn [y,yl1,yl2,ymin,ymax]=disc(yz); [u,ul1,ul2,umin,umax]=disc(uz); % prediction of simple models global T y u my p m sn dn epsi ymin ymax lambda yl1 yl2 [simpre,ypred]=spred(u,y,ypred); % pooling global my m sn finpre=poolt(ypred); % model order morder=order(finpre) hold off plot(yz)