idenmatrix.m

对于一类非最小二乘问题

function [A b]=idenMatrix(y,MOP)
%construct matrix A and b for identification
%y: measured output
%MOP: determin the order of estimated model
%%Ao*y(t)=Co*e(t);MOP=[length(Ao)-1 length(Co)-1];

%for AR
dataLen=length(y);
A=zeros(dataLen-MOP(1),MOP(1));
for i=1:dataLen-MOP(1)
    A(i,:)=-y(i:i+MOP(1)-1);
end

b=y(MOP(1)+1:end);