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- % === Problem 3a: Effect of Noise on Parameter Estimation ===
-
- clear; close all;
-
- % True system parameters
- m = 0.75;
- L = 1.25;
- c = 0.15;
- g = 9.81;
-
- mL2_true = m * L^2;
- mgL_true = m * g * L;
- theta_true = [mL2_true; c; mgL_true];
-
- % Load clean data
- data = readtable('output/problem1_data.csv');
- t = data.t;
- q_clean = data.q;
- u = data.u;
- Ts = t(2) - t(1);
- N = length(t);
-
- % Derivatives from clean q
- dq_clean = zeros(N,1);
- ddq_clean = zeros(N,1);
- for k = 2:N-1
- dq_clean(k) = (q_clean(k+1) - q_clean(k-1)) / (2*Ts);
- ddq_clean(k) = (q_clean(k+1) - 2*q_clean(k) + q_clean(k-1)) / Ts^2;
- end
-
- % LS estimation on clean data
- X_clean = [ddq_clean, dq_clean, q_clean];
- theta_hat_clean = (X_clean' * X_clean) \ (X_clean' * u);
- rel_error_clean = abs((theta_hat_clean - theta_true) ./ theta_true) * 100;
-
- % Reconstruct q̂_clean
- q_hat_clean = zeros(N, 1);
- dq_hat_clean = zeros(N, 1);
- q_hat_clean(1) = q_clean(1);
- dq_hat_clean(1) = dq_clean(1);
- for k = 2:N
- ddq_hat_clean_k = (1/theta_hat_clean(1)) * ...
- (u(k-1) - theta_hat_clean(2)*dq_clean(k-1) - theta_hat_clean(3)*q_clean(k-1));
- dq_hat_clean(k) = dq_hat_clean(k-1) + Ts * ddq_hat_clean_k;
- q_hat_clean(k) = q_hat_clean(k-1) + Ts * dq_hat_clean(k-1);
- end
-
- % === Loop over noise levels ===
- noise_levels = [0.001, 0.0025];
-
- for i = 1:length(noise_levels)
- noise_std = noise_levels(i);
- q_noisy = q_clean + noise_std * randn(size(q_clean));
-
- % Derivatives from noisy q
- dq_noisy = zeros(N,1);
- ddq_noisy = zeros(N,1);
- for k = 2:N-1
- dq_noisy(k) = (q_noisy(k+1) - q_noisy(k-1)) / (2*Ts);
- ddq_noisy(k) = (q_noisy(k+1) - 2*q_noisy(k) + q_noisy(k-1)) / Ts^2;
- end
-
- % LS estimation on noisy data
- X_noisy = [ddq_noisy, dq_noisy, q_noisy];
- theta_hat_noisy = (X_noisy' * X_noisy) \ (X_noisy' * u);
- rel_error_noisy = abs((theta_hat_noisy - theta_true) ./ theta_true) * 100;
-
- % Reconstruct q̂_noisy
- q_hat_noisy = zeros(N,1);
- dq_hat_noisy = zeros(N,1);
- q_hat_noisy(1) = q_noisy(1);
- dq_hat_noisy(1) = dq_noisy(1);
- for k = 2:N
- ddq_hat_noisy_k = (1/theta_hat_noisy(1)) * ...
- (u(k-1) - theta_hat_noisy(2)*dq_noisy(k-1) - theta_hat_noisy(3)*q_noisy(k-1));
- dq_hat_noisy(k) = dq_hat_noisy(k-1) + Ts * ddq_hat_noisy_k;
- q_hat_noisy(k) = q_hat_noisy(k-1) + Ts * dq_hat_noisy(k-1);
- end
-
- % Print results
- fprintf('\n--- Noise std = %.4f ---\n', noise_std);
- fprintf('Clean: mL2=%.4f (%.2f%%), c=%.4f (%.2f%%), mgL=%.4f (%.2f%%)\n', ...
- theta_hat_clean(1), rel_error_clean(1), ...
- theta_hat_clean(2), rel_error_clean(2), ...
- theta_hat_clean(3), rel_error_clean(3));
- fprintf('Noisy: mL2=%.4f (%.2f%%), c=%.4f (%.2f%%), mgL=%.4f (%.2f%%)\n', ...
- theta_hat_noisy(1), rel_error_noisy(1), ...
- theta_hat_noisy(2), rel_error_noisy(2), ...
- theta_hat_noisy(3), rel_error_noisy(3));
-
- % === Combined plot ===
- figure('Name', sprintf('Noise std = %.4f', noise_std), 'Position', [100, 100, 1000, 800]);
-
- subplot(2,1,1);
- plot(t, q_clean, 'b', ...
- t, q_hat_clean, 'g--', ...
- t, q_hat_noisy, 'r:');
- legend('Actual q(t)', 'Estimated (clean)', 'Estimated (noisy)');
- title(sprintf('Estimated Output (σ = %.4f)', noise_std));
- ylabel('q(t) [rad]');
- grid on;
-
- subplot(2,1,2);
- bar([rel_error_clean, rel_error_noisy]);
- set(gca, 'XTickLabel', {'mL^2', 'c', 'mgL'});
- legend({'No Noise', sprintf('With Noise (σ=%.4f)', noise_std)}, 'Location', 'northwest');
- ylabel('Relative Error [%]');
- title('Estimation Error');
- grid on;
-
- % Save figure
- filename = sprintf('output/Prob3a_NoiseStd%.4f.png', noise_std);
- saveas(gcf, filename);
- end
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