3.m

随机数生成程序

load V10.txt;
u1=V10;
u=u1(1:100);
load T5.txt;
z1=T5;
z=z1(1:100);
N=4;
c3=eye(1,N);
h2=eye(1,N);
for i=1:N
    c3(1,i)=0.001;
    h2(1,i)=-z(k-i);
end
for j=N+1:2*N
    c3(1,i)=0.001;
    h2(1,i)=u(k-i);
end 
d=zeros(N,1);
%RLS递推最小二乘法
c0=c3';
p0=10^6*eye(N,N);
%E=0.00000000005;%相对误差E=0.00000000005 
c=[c0,zeros(N,14)];
e=zeros(N,15);
for k=N+1:100
    h1=h2'; 
    x=h1'*p0*h1+1; 
    x1=inv(x); 
    k1=p0*h1*x1;%求出K值 
    m1=z(k)-h1'*c0; 
    c1=c0+k1*m1;%辨识参数c 
   % v(k)=z(k)-h1'*c1; 
  e1=c1-c0; 
    e2=e1./c0; 
   e(:,k)=e2; 
    c0=c1; 
    c(:,k)=c1;%把递推出的辨识参数C的列向量加入辨识参数矩阵 
    p1=p0-k1*h1'*p0;%find p(k) 
    p0=p1;%给下次使用 
%if e2<=E break;%若参数收敛满足要求，终止计算 
%end%小循环结束 
end%大循环结束
d=[d,c1];
d%显示被辨识参数