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pwlinear

Class representing piecewise-linear nonlinear estimator for Hammerstein-Wiener models

Syntax

t=pwlinear('NumberOfUnits',N)
t=pwlinear('BreakPoints',BP)
t=pwlinear(Property1,Value1,...PropertyN,ValueN)

Description

pwlinear is an object that stores the piecewise-linear nonlinear estimator for estimating Hammerstein-Wiener models.

You can use the constructor to create the nonlinearity object, as follows:

t=pwlinear('NumberOfUnits',N) creates a piecewise-linear nonlinearity estimator object with N breakpoints.

t=pwlinear('BreakPoints',BP) creates a piecewise-linear nonlinearity estimator object with breakpoints at values BP.

t=pwlinear(Property1,Value1,...PropertyN,ValueN) creates a piecewise-linear nonlinearity estimator object specified by properties in pwlinear Properties.

Use evaluate(p,x) to compute the value of the function defined by the pwlinear object p at x.

pwlinear Properties

You can include property-value pairs in the constructor to specify the object.

After creating the object, you can use get or dot notation to access the object property values. For example:

% List all property values
get(p)
% Get value of NumberOfUnits property
p.NumberOfUnits
Property NameDescription
NumberOfUnits

Integer specifies the number of breakpoints.
Default=10.

For example:

pwlinear('NumberOfUnits',5)
BreakPoints

2-by-n matrix containing the breakpoint x and y value, specified using the following format:

[x1,x2, ...., xn;y1, y2, ..., yn].

If set to a 1-by-n vector, the values are interpreted as x-values and the corresponding y-values are set to zero.

Examples

Use pwlinear to specify the piecewise nonlinearity estimator in Hammerstein-Wiener models. For example:

m=nlhw(Data,Orders,pwlinear('Br',[-1:0.1:1]),[]);

The piecewise nonlinearity is initialized at the specified breakpoints. The breakpoint values are adjusted to the estimation data by nlhw.

More About

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Tips

Use pwlinear to define a nonlinear function , where F is a piecewise-linear (affine) function of x and there are n breakpoints (xk,yk), k = 1,...,n. yk = F(xk). F is linearly interpolated between the breakpoints. y and x are scalars.

F is also linear to the left and right of the extreme breakpoints. The slope of these extension is a function of xi and yi breakpoints. The breakpoints are ordered by ascending x-values, which is important when you set a specific breakpoint to a different value.

There are minor deviations from the breakpoint values you set and the values actually stored in the object because the toolbox represent breakpoints differently internally.

See Also

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