nbastrom2.m

以《随机控制理论导论》为基础

function G=nbastrom2(num,den)

if length(num)~=length(den)
    error('Same length of numerator and denominator is required');
end

n=length(den);
A=zeros(n);
B=zeros(n,1);

for i=1:n
    A(i,:)=[den(i:n) zeros(1,i-1)]+[zeros(1,i-1) den(1:n-i+1)];
    for j=1:n-i+1
        B(i,1)=B(i,1)+2*num(j)*num(j+i-1);
    end
end

G=inv(A)*B;

G=G(1);