mksstrndata.m

来自「《自适应信号处理》书中各个章节的matlab仿真的源程序！对于学习自适应信号处理」· M 代码 · 共 16 行

function [X, y] = mksstrndata(Xi, p)
% [X, y] = mksstrndata(Xi, p)
%       returns in X a k =n -p by p matrix of input trining data,
%       where each row is an input vector, and the coreesponding desired
%		 output vector in y for a one-step prediction problem in the
% 		 scalar time series Xi of length n.
%

Xi = Xi(:);
n  = length(Xi);
k  = n - p;
X  = zeros(k, p);
for i=0:(k-1)
   X(i+1, :) = Xi((1+i):(p+i))';
end
y=Xi((p+1):n);