东南大学系统辨识大作业任务一.doc

任务一：请仿真一个 Ay=Bu+w/C 模型,并用广义最小二乘法及FPE-检验法来辨识这个模型。 Clear all; Load u11; u=uu(2,:); a=[1 -1.5 0.7]; b=[0 0 0.2]; y=filter(b,a,u); lenth=size(uu,2); a1=sqrt(cov(y)); %?óμ?D?o?μ?±ê×?2? r=normrnd(0,1,1,lenth); %2úéú·?2??a1μ?°×??éù a=[1 -2 1.45 -0.35]; x= filter(1,a,r); b1=sqrt(cov(x)); y1=y+x*0.2*a1/b1; %??D?±èéè?a0.2 plot(y1) y(2,:)=u; y(1,:)=y1; save modely ls0 function [zta,m,tao]=ls0(tt,m,tao,ll) %×?D??t3?·¨for MISO,ttμ???ê??a￡oμúò?áDê??μí3ê?3?êy?Y￡????üáDê???ó|μ?ê?è?êy?Y %m?a?÷?à??ê??D2?êy??êy￡?ó|ó?ttμ?áDêyò???￡?tao?aê±?ó￡?ll=size(tt); n=max(m)+max(tao); %??3?ò???·?3ì×??àê1ó?μ?êy?Y lll=ll(1)-n; %??3??éáD3?μ?·?3ìêy in1=ll(2); %11?ì1?2aêy?Y???óff kn=0; for k=1:in1 %??ò?DD?Dμ?±?á??-?· fori=1:lll %áD?-?· for j=1:m(k) %??DD±?á??Dμ?1?2aêy?Y?-?· jtao=j+tao(k); %11?ìê±????ê±?ó if k1 ff(i,j+kn)=tt(i+n-jtao+1,k);end if k==1, ff(i,j)=-tt(i+n-jtao,k);end%ê?3?±?á?±?o? %ff(i,j+kn)=tt(i+n-jtao,k); %if k==1, ff(i,j+(k-1)*n)=-ff(i,j+(k-1)*n);end %ê?3?±?á?±?o? end;end; kn=kn+m(k); %??3?DD±?á?μ???ê????? end; fori=1:lll yy(i)=tt(i+n,1); %11?ìê?3??òá? end; fa=ff*ff; %×?D??t3????? fay=ff*yy; zz=inv(fa); zta=zz*fay %??ê?2?êyoí?á11 m tao Gls clearall; %1?ò?×?D??t3?·¨for MISO loadmodel; %tt=t3t; tt(:,1)=y(1,:); %?áè?êy?Y￡?2￠?3??±?á?tt?￡ tt(:,2)=y(2,:); %ttμ???ê??a￡oμúò?áDê??μí3ê?3?êy?Y￡????üáDê???ó|μ?ê?è?êy?Y cleary; plot(tt(:,1)) ll=size(tt); %μ?μ?êy?Y??êy in1=ll(2); r=in1-1; m(1)=input(ê?è? A(z)μ??×′?); %???¨?￡Dí?á11 tao(1)=0; fori=1:r i%??3?ê?è?±ào? m(i+1)=input(ê?è? B(z)μ??×′?)+1; %?×′??óò?￡?±íê?2?êy??êy tao(i+1)=input(ê?è?B(z)μ?ê±?ó); end %if m(1)max(m),m(1)=max(m);end %?T??A(z)μ??×′?2?μíóúè?o?B(z)μ?ê±?ó mc=input(ê?è???éù?￡DíC(z)μ??×′?); c=[1];d=[1]; %3?ê??ˉ??2¨?÷ lb=1;xci=100000;xci0=1000000; while abs(xci0-xci)0.01 %??2¨?-?· xci0=xci; tt1=filter(c,d,tt); %ê?è?ê?3???2¨. [zta,m,tao]=ls0(tt1,m