elsm.m

来自「关于系统辨识的一些仿真程序」· M 代码 · 共 39 行

function [e,dif,c,z,zm,zs]=elsm(A,B,u)
a=length(u);
dif=zeros(1,a);
rz=zeros(1,a);
v=randn(1,a);
z=zeros(1,a);
zs=zeros(1,a);
zm=zeros(1,a);
zmd=zeros(1,a);
c=zeros(14,a);
c(:,1)=0.0010;
c0=c(:,1);
p0=10^6*eye(14,14);
E=10^(-7);
e=zeros(14,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)+v(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) v(k) v(k-1) v(k-2) v(k-3) v(k-4)]';
    x=h1'*p0*h1+1;
    x1=inv(x);
    k1=p0*h1*x1;
    d1=z(k)-h1'*c0;
    c1=c0+k1*d1;
    zs(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);
    zm(k)=[-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)]*[c1(1) c1(2) c1(3) c1(4) c1(5) c1(6) c1(7) c1(8) c1(9)]';
    zmd(k)=h1'*c1;
    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