data = readmatrix('exchanger.xlsx');
lb = [-2.0 0.3 0.0 -0.4 -40 30 -30 55];
ub = [-1.0 0.9 0.4 -0.1 -25 50 -20 75];
particle(i).position = lb + rand(1,dim).*(ub-lb);
particle(i).velocity = zeros(1,dim);
particle(i).cost = fitness_functionh( ...
particle(i).position,x,g,M);
particle(i).best.position = particle(i).position;
particle(i).best.cost = particle(i).cost;
global_best = particle(idx).best;
BestCost = zeros(maxIter,1);
theta_history = zeros(maxIter,dim);
mse_history = zeros(maxIter,1);
particle(i).velocity = ...
w*particle(i).velocity ...
+ c1*rand*(particle(i).best.position-particle(i).position) ...
+ c2*rand*(global_best.position-particle(i).position);
particle(i).position = ...
particle(i).position + particle(i).velocity;
particle(i).position = max(particle(i).position,lb);
particle(i).position = min(particle(i).position,ub);
particle(i).cost = fitness_functionh( ...
particle(i).position,x,g,M);
if particle(i).cost < particle(i).best.cost
particle(i).best.position = particle(i).position;
particle(i).best.cost = particle(i).cost;
if particle(i).best.cost < global_best.cost
global_best = particle(i).best;
theta_history(iter,:) = global_best.position;
mse_history(iter) = global_best.cost;
BestCost(iter) = global_best.cost;
fprintf('Iteration %d Best Cost = %e\n', ...
end
Iteration 1 Best Cost = 9.556211e+03
Iteration 2 Best Cost = 9.395876e+03
Iteration 3 Best Cost = 9.395876e+03
Iteration 4 Best Cost = 9.395876e+03
Iteration 5 Best Cost = 9.395876e+03
Iteration 6 Best Cost = 9.395876e+03
Iteration 7 Best Cost = 9.395876e+03
Iteration 8 Best Cost = 9.395876e+03
Iteration 9 Best Cost = 9.395876e+03
Iteration 10 Best Cost = 9.395876e+03
Iteration 11 Best Cost = 9.395876e+03
Iteration 12 Best Cost = 9.395876e+03
Iteration 13 Best Cost = 9.395876e+03
Iteration 14 Best Cost = 9.395876e+03
Iteration 15 Best Cost = 9.395876e+03
Iteration 16 Best Cost = 9.395876e+03
Iteration 17 Best Cost = 9.395876e+03
Iteration 18 Best Cost = 9.395876e+03
Iteration 19 Best Cost = 9.395876e+03
Iteration 20 Best Cost = 9.395876e+03
Iteration 21 Best Cost = 9.395876e+03
Iteration 22 Best Cost = 9.395876e+03
Iteration 23 Best Cost = 9.395876e+03
Iteration 24 Best Cost = 9.395876e+03
Iteration 25 Best Cost = 9.395876e+03
Iteration 26 Best Cost = 9.395876e+03
Iteration 27 Best Cost = 9.395876e+03
Iteration 28 Best Cost = 9.395876e+03
Iteration 29 Best Cost = 9.395876e+03
Iteration 30 Best Cost = 9.395876e+03
Iteration 31 Best Cost = 9.395876e+03
Iteration 32 Best Cost = 9.395876e+03
Iteration 33 Best Cost = 9.395876e+03
Iteration 34 Best Cost = 9.395876e+03
Iteration 35 Best Cost = 9.395876e+03
Iteration 36 Best Cost = 9.395876e+03
Iteration 37 Best Cost = 9.395876e+03
Iteration 38 Best Cost = 9.395876e+03
Iteration 39 Best Cost = 9.395876e+03
Iteration 40 Best Cost = 9.395876e+03
Iteration 41 Best Cost = 9.395876e+03
Iteration 42 Best Cost = 9.395876e+03
Iteration 43 Best Cost = 9.395876e+03
Iteration 44 Best Cost = 9.395876e+03
Iteration 45 Best Cost = 9.395876e+03
Iteration 46 Best Cost = 9.395876e+03
Iteration 47 Best Cost = 9.395876e+03
Iteration 48 Best Cost = 9.395876e+03
Iteration 49 Best Cost = 9.395876e+03
Iteration 50 Best Cost = 9.395876e+03
Iteration 51 Best Cost = 9.395876e+03
Iteration 52 Best Cost = 9.395876e+03
Iteration 53 Best Cost = 9.395876e+03
Iteration 54 Best Cost = 9.395876e+03
Iteration 55 Best Cost = 9.395876e+03
Iteration 56 Best Cost = 9.395876e+03
Iteration 57 Best Cost = 9.395876e+03
Iteration 58 Best Cost = 9.395876e+03
Iteration 59 Best Cost = 9.395876e+03
Iteration 60 Best Cost = 9.395876e+03
Iteration 61 Best Cost = 9.395876e+03
Iteration 62 Best Cost = 9.395876e+03
Iteration 63 Best Cost = 9.395876e+03
Iteration 64 Best Cost = 9.395876e+03
Iteration 65 Best Cost = 9.395876e+03
Iteration 66 Best Cost = 9.395876e+03
Iteration 67 Best Cost = 9.395876e+03
Iteration 68 Best Cost = 9.395876e+03
Iteration 69 Best Cost = 9.395876e+03
Iteration 70 Best Cost = 9.395876e+03
Iteration 71 Best Cost = 9.395876e+03
Iteration 72 Best Cost = 9.395876e+03
Iteration 73 Best Cost = 9.395876e+03
Iteration 74 Best Cost = 9.395876e+03
Iteration 75 Best Cost = 9.395876e+03
Iteration 76 Best Cost = 9.395876e+03
Iteration 77 Best Cost = 9.395876e+03
Iteration 78 Best Cost = 9.395876e+03
Iteration 79 Best Cost = 9.395876e+03
Iteration 80 Best Cost = 9.395876e+03
Iteration 81 Best Cost = 9.395876e+03
Iteration 82 Best Cost = 9.395876e+03
Iteration 83 Best Cost = 9.395876e+03
Iteration 84 Best Cost = 9.395876e+03
Iteration 85 Best Cost = 9.395876e+03
Iteration 86 Best Cost = 9.395876e+03
Iteration 87 Best Cost = 9.395876e+03
Iteration 88 Best Cost = 9.395876e+03
Iteration 89 Best Cost = 9.395876e+03
Iteration 90 Best Cost = 9.395876e+03
Iteration 91 Best Cost = 9.395876e+03
Iteration 92 Best Cost = 9.395876e+03
Iteration 93 Best Cost = 9.395876e+03
Iteration 94 Best Cost = 9.395876e+03
Iteration 95 Best Cost = 9.395876e+03
Iteration 96 Best Cost = 9.395876e+03
Iteration 97 Best Cost = 9.395876e+03
Iteration 98 Best Cost = 9.395876e+03
Iteration 99 Best Cost = 9.395876e+03
Iteration 100 Best Cost = 9.395876e+03
Iteration 101 Best Cost = 9.395876e+03
Iteration 102 Best Cost = 9.395876e+03
Iteration 103 Best Cost = 9.395876e+03
Iteration 104 Best Cost = 9.395876e+03
Iteration 105 Best Cost = 9.395876e+03
Iteration 106 Best Cost = 9.395876e+03
Iteration 107 Best Cost = 9.395876e+03
Iteration 108 Best Cost = 9.395876e+03
Iteration 109 Best Cost = 9.395876e+03
Iteration 110 Best Cost = 9.395876e+03
Iteration 111 Best Cost = 9.395876e+03
Iteration 112 Best Cost = 9.395876e+03
Iteration 113 Best Cost = 9.395876e+03
Iteration 114 Best Cost = 9.395876e+03
Iteration 115 Best Cost = 9.395876e+03
Iteration 116 Best Cost = 9.395876e+03
Iteration 117 Best Cost = 9.395876e+03
Iteration 118 Best Cost = 9.395876e+03
Iteration 119 Best Cost = 9.395876e+03
Iteration 120 Best Cost = 9.395876e+03
Iteration 121 Best Cost = 9.395876e+03
Iteration 122 Best Cost = 9.395876e+03
Iteration 123 Best Cost = 9.395876e+03
Iteration 124 Best Cost = 9.395876e+03
Iteration 125 Best Cost = 9.395876e+03
Iteration 126 Best Cost = 9.395876e+03
Iteration 127 Best Cost = 9.395876e+03
Iteration 128 Best Cost = 9.395876e+03
Iteration 129 Best Cost = 9.395876e+03
Iteration 130 Best Cost = 9.395876e+03
Iteration 131 Best Cost = 9.395876e+03
Iteration 132 Best Cost = 9.395876e+03
Iteration 133 Best Cost = 9.395876e+03
Iteration 134 Best Cost = 9.395876e+03
Iteration 135 Best Cost = 9.395876e+03
Iteration 136 Best Cost = 9.395876e+03
Iteration 137 Best Cost = 9.395876e+03
Iteration 138 Best Cost = 9.395876e+03
Iteration 139 Best Cost = 9.395876e+03
Iteration 140 Best Cost = 9.395876e+03
Iteration 141 Best Cost = 9.395876e+03
Iteration 142 Best Cost = 9.395876e+03
Iteration 143 Best Cost = 9.395876e+03
Iteration 144 Best Cost = 9.395876e+03
Iteration 145 Best Cost = 9.395876e+03
Iteration 146 Best Cost = 9.395876e+03
Iteration 147 Best Cost = 9.395876e+03
Iteration 148 Best Cost = 9.395876e+03
Iteration 149 Best Cost = 9.395876e+03
Iteration 150 Best Cost = 9.395876e+03
Iteration 151 Best Cost = 9.395876e+03
Iteration 152 Best Cost = 9.395876e+03
Iteration 153 Best Cost = 9.395876e+03
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Iteration 155 Best Cost = 9.395876e+03
Iteration 156 Best Cost = 9.395876e+03
Iteration 157 Best Cost = 9.395876e+03
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Iteration 160 Best Cost = 9.395876e+03
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Iteration 164 Best Cost = 9.395876e+03
Iteration 165 Best Cost = 9.395876e+03
Iteration 166 Best Cost = 9.395876e+03
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Iteration 170 Best Cost = 9.395876e+03
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Iteration 172 Best Cost = 9.395876e+03
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Iteration 175 Best Cost = 9.395876e+03
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Iteration 179 Best Cost = 9.395876e+03
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Iteration 181 Best Cost = 9.395876e+03
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Iteration 190 Best Cost = 9.395876e+03
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Iteration 200 Best Cost = 9.395876e+03
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Iteration 300 Best Cost = 9.395876e+03
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Iteration 350 Best Cost = 9.395876e+03
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Iteration 355 Best Cost = 9.395876e+03
Iteration 356 Best Cost = 9.395876e+03
Iteration 357 Best Cost = 9.395876e+03
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Iteration 364 Best Cost = 9.395876e+03
Iteration 365 Best Cost = 9.395876e+03
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Iteration 370 Best Cost = 9.395876e+03
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Iteration 373 Best Cost = 9.395876e+03
Iteration 374 Best Cost = 9.395876e+03
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Iteration 377 Best Cost = 9.395876e+03
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Iteration 390 Best Cost = 9.395876e+03
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Iteration 400 Best Cost = 9.395876e+03
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Iteration 498 Best Cost = 9.395876e+03
Iteration 499 Best Cost = 9.395876e+03
Iteration 500 Best Cost = 9.395876e+03
theta = global_best.position;
disp('Estimated Parameters')
disp(theta)
-1.0000 0.9000 0 -0.4000 -40.0000 50.0000 -30.0000 75.0000
c(k) = ((k-2)-alpha)/(k-1)*c(k-1);
Sx1 = Sx1 + c(j)*xhat(t-j);
Sk1 = Sk1 + c(j)*khat(t-j);
Sx2 = Sx2 + c(j)*xhat(t-1-j);
Sk2 = Sk2 + c(j)*khat(t-1-j);
theta = global_best.position;
disp('======================================');
======================================
disp('Estimated Parameters');
disp('======================================');
======================================
fprintf('sigma1 = %12.6f\n',theta(1));
fprintf('sigma2 = %12.6f\n',theta(2));
fprintf('delta1 = %12.6f\n',theta(3));
fprintf('delta2 = %12.6f\n',theta(4));
fprintf('l1 = %12.6f\n',theta(5));
fprintf('l2 = %12.6f\n',theta(6));
fprintf('l3 = %12.6f\n',theta(7));
fprintf('l4 = %12.6f\n',theta(8));
disp(theta)
-1.0000 0.9000 0 -0.4000 -40.0000 50.0000 -30.0000 75.0000
FinalMSE = mean((x-xhat).^2);
fprintf('\nFinal MSE = %e\n',FinalMSE);
ParameterTable = array2table(theta);
ParameterTable.Properties.VariableNames = ...
{'sigma1','sigma2','delta1','delta2','l1','l2','l3','l4'};
writetable(ParameterTable,'Estimated_Parameters.xlsx');
Result = table((1:M)',x,xhat,...
'VariableNames',{'Sample','Actual','Estimated'});
writetable(Result,'Estimated_Output.xlsx');
plot(1:M,x,'b','LineWidth',2)
plot(1:M,xhat,'r--','LineWidth',2)
legend('Actual Output','Estimated Output','Location','best')
title('Actual vs Estimated Output')
semilogy(BestCost,'LineWidth',2)
ylabel('Best Cost (MSE)')
title('PSO Convergence')
Warning: Graphics acceleration hardware is unavailable. Graphics quality and performance might be diminished. See
MATLAB System Requirements.
function j = fitness_functionh(xext,x,g,M)