function [Yhat, par_std, par_std_rel, R2Stat] = LS_Stat(X, Y, parEst) % Compute model output Yhat, the standard deviations of estimates par_std, % the relative standard deviations par_std_rel, and the R-square statistics: % caters to multivariate LS/TLS estimation % % Chapter 7, Equation Error Methods % Flight Vehicle System Identification - A Time Domain Methodology % Author: Ravindra V. Jategaonkar % Published by AIAA, Reston, VA 20191, USA % % Inputs: % X Independent variables % Y Dependent variables % parEst Estimated parameters % % Outputs: % Yhat Model estimated outputs % par_std Absolute standard deviations % par_std_rel Relative standard deviations % R2Stat R-square statistics [Npt, Npar] = size(X); [Npar, Nmultiv] = size(parEst); for imulV=1:Nmultiv, Yhat = X*parEst(:,imulV); sigma2 = sum( (Y(:,imulV)-Yhat).^2 ) / (Npt-Npar); pCov = sigma2*inv(X'*X); par_std = sqrt(diag(pCov)); par_std_rel = par_std*100./abs(parEst(:,imulV)); Yavg = sum(Y(:,imulV))/Npt; R2Stat = sum( (Yhat-Yavg).^2 ) / sum( (Y(:,imulV)-Yavg).^2 ); disp('No. value Std. Deviation Relative Std. Deviation') for ip=1:Npar, par_prnt = sprintf('%3i %13.5e %10.4e %8.2f',... ip, parEst(ip,imulV), par_std(ip), par_std_rel(ip)); disp(par_prnt) end par_prnt = sprintf('R-square statistics: = %13.5e',R2Stat); disp(par_prnt) end return