ch4_7.m

清华大学《matlab 控制系统应用与实例》第一部分M文件的源码

% y = iddata(sin([1:500]'*1.2) + sin([1:500]'*1.5) + 0.2*randn(500,1),[]);
% miv = ivar(y,4);
% mls = ar(y,4);
% bode(miv,mls)

A=[1 -0.5 0.7];B=[0 1 0.5];
th0=poly2th(A,B);
u=idinput(300, 'rbs');
y=idsim([u,0.01*randn(300,1)],th0);
z=[y u];
% thm = rarmax(y,[2  2 ],'ff',0.98);
% plot(thm)
[thm,noise] = rarx(z,[2 2 1],'ng',0.1);
% noise is the adaptive estimate of the noise
% component of y
plot(thm)