function par_std_rel = par_accuracy(iter, Nparam, param, par_std, pcov, parFlag, NparID) % print out standard deviations and relative standard deviations of estimated parameters % and correlation coefficients among them. % % Chapter 5: Filter Error Method % "Flight Vehicle System Identification - A Time Domain Methodology" % Author: Ravindra V. Jategaonkar % Published by AIAA, Reston, VA 20191, USA % % Inputs: % iter number of iterations % Nparam total number of parameters appearing in the postulated model % param vector of estimated parameters % par_std standard deviations of parameters at each iteration % pcov parameter error covariance matrix % parFlag flags for free and fixed parameters (=1, free parameter, 0: fixed) % NparID number of unknown parameters being estimated % % Outputs: % par_std_rel relative standard deviations if iter > 0, disp(' ') disp('Index Parameter Standard Dev. Rel. Std. Dev.') iPar=0; for ip=1:Nparam, if parFlag(ip) > 0, iPar = iPar + 1; par_std_rel = Inf; if param(ip) ~= 0, par_std_rel = 100*par_std(iPar,iter+1)/abs(param(ip)); end par_prnt = sprintf('%3i %13.5e %10.4e %8.2f',... ip, param(ip), par_std(iPar,iter+1), par_std_rel); disp(par_prnt) end end % Correlation coefficients matrix: pcorr(i,j) = pcov(i,j)/sqrt(pcov(i,i)*p_cov(j,j)) hlf = ones(NparID); for ip=1:NparID, hlf(ip,:) = hlf(ip,:) / sqrt(pcov(ip,ip)); end pcorr = pcov .* hlf .* hlf'; disp(' ') disp('The following free parameters have a correlation of more than 0.9:'); disp('par_i par_j corr_coeff'); for ip=2:NparID, for jp=1:ip-1, scorr = abs(pcorr(ip,jp)); if scorr > 0.9, cor_prnt = sprintf( '%3i %3i %8.2f', ip, jp, scorr ); disp(cor_prnt) end end end end