avlsm.m

关于系统辨识的一些仿真程序

function [e,c,z,dif]=avlsm(u,A,B)
a=length(u);
c=zeros(9,a);
c(:,1)=0.0010;
c0=c(:,1);
p0=10^6*eye(9,9);
E=10^(-7);
e=zeros(9,a);
z=zeros(1,a);
rz=zeros(1,a);
dif=zeros(1,a);
for k=5:a;
    z(k)=-A(2)*z(k-1)-A(3)*z(k-2)-A(4)*z(k-3)-A(5)*z(k-4)+B(1)*u(k)+B(2)*u(k-1)+B(3)*u(k-2)+B(4)*u(k-3)+B(5)*u(k-4);
    h1=[-z(k-1) -z(k-2) -z(k-3) -z(k-4) u(k) u(k-1) u(k-2) u(k-3) u(k-4)]';
    ha=[-u(k-5) -u(k-6) -u(k-7) -u(k-8) u(k) u(k-1) u(k-2) u(k-3) u(k-4)]';
    x=h1'*p0*ha+1;
    x1=inv(x);
    k1=p0*ha*x1;
    d1=z(k)-h1'*c0;
    c1=c0+k1*d1;
    e1=c1-c0;
    e2=e1./c0;
    e(:,k)=e2
    c0=c1;
    c(:,k)=c1
    p1=p0-k1*k1'*(h1'*p0*h1+1); 
    p0=p1;
    rz(k)=h1'*c1;
    dif(k)=rz(k)-z(k);
    if e2<=E
        break;
    end
end