untitled.m

关于系统辨识的一些仿真程序

%COR_LS一步完成法
%M序列作为输入
clc
clear
close all
J=60;
y1=1;y2=1;y3=1;y4=0;
for i=1:J;
    x1=xor(y3,y4);
    x2=y1;
    x3=y2;
    x4=y3;
    y(i)=y4;
    if y(i)>0.5,u(i)=-1;
    else u(i)=1;
    end
    y1=x1;y2=x2;y3=x3;y4=x4;
end
z=zeros(1,J);
var_v=1;
v=0.02*sqrt(var_v)*randn(1,J);%均值为0,方差为var_v的白噪声信号
ab=[-3.808 5.434 -3.445 0.8187 1 -3.935 5.806 -3.807 0.9362]';
for k=5:J
    z(k)=3.808*z(k-1)-5.434*z(k-2)+3.445*z(k-3)-0.8187*z(k-4)+u(k)-3.935*u(k-1)+5.806*u(k-2)-3.807*u(k-3)+0.9362*u(k-4)+v(k); 
end
c0=[0.001 0.001 0.001 0.001 0.001 0.001 0.001 0.001 0.001]';
p0=10^6*eye(9,9);
E=0.000000001;
c=[c0,zeros(9,J-1)];%被辨识参数矩阵的初始值及大小
e=zeros(9,J);%相对误差的初始值及大小