examp4_11.m

matlab的大量实例代码

G=tf([1,7,24,24],[1,10,35,50,24]); T=0.02;
[F,G0,D,C]=sc2d(G,1,T)

n_point=30000; r=randn(n_point+4,1); r=r-mean(r);
y=zeros(n_point,1); x=zeros(4,1); d0=0;
for i=1:n_point
   x=F*x+G0*d0+D*r(i:i+3); y(i)=C*x;
end
t=0:.02:(n_point-1)*0.02; plot(t,y)

v=covar(G,1); [v, cov(y)]

xx=linspace(-2.5,2.5,30); yy=hist(y,xx);
yy=yy/(30000*(xx(2)-xx(1))); yp=exp(-xx.^2/(2*v))/sqrt(2*pi*v);
bar(xx,yy), hold on; plot(xx,yp)