系统辨识-最小二乘法(共8页).doc

精选优质文档-倾情为你奉上5.3 Matlab源程序：%最小二乘估计clearu= 1.147 0.201 -0.787 -1.589 -1.052 0.866 1.152 1.573 0.626 0.433 -0.985 0.810 -0.044 0.947 -1.474 -0.719 -0.086 -1.099 1.450 1.151 0.485 1.633 0.043 1.326 1.706 -0.340 0.890 0.144 1.177 -0.390; n=normrnd(0, sqrt(0.1), 1, 31); %方差为0.1 z=zeros(1,30);for k=3:31 z(k)=-1.642*z(k-1)-0.715*z(k-2)+0.39*u(k-1)+0.35*u(k-2)+n(k)+1.642*n(k-1)+0.715*n(k-2);end h0=-z(2) -z(1) u(2) u(1)