多变量系统辨识matlab程序.docVIP

多变量系统辨识matlab程序 y(i)=0.05129*u1_1+0.0418；u1_3=u1_2;u1_2=u1_1;u1_1；u2_3=u2_2;u2_2=u2_1;u2_1；y_3=y_2;y_2=y_1;y_1=y(i)；r_3=r_2;r_2=r_1;r_1=r(i)；end；plot(time,y,b)；holdon；xi=y;；savesub. u1_3=u1_2;u1_2=u1_1;u1_1=u1(i); u2_3=u2_2;u2_2=u2_1;u2_1=u2(i); y_3=y_2;y_2=y_1;y_1=y(i); r_3=r_2;r_2=r_1;r_1=r(i); end plot(time,y,b) hold on xi=y; save sub.txt xi –ascii 程序5 clear %CRA模型基于模型阶次递增的辨识。 clc close all z=load(sub.txt); u1=load(prbs1.txt); u2=load(prbs2.txt); for i=1:1:100 H(i,:)=[u1(20+i-1) u2(20+i-1) -1*z(20+i-1)]; end theta=(1e-3)*ones(3,1); P=(1e8)*eye(3); for i=1:1:100 K=P*H(i,:)./(H(i,:)*P*H(i,:)+1); theta=theta+K*(z(i+20)-H(i,:)*theta); P=(eye(3)-K*H(i,:))*P; end theta1=theta H1=H; J(1)=(z(21:120)-H1*theta1)*(z(21:120)-H1*theta1); ZZ=inv(H1*H1); %************************** for n=2:1:10 for i=1:1:100 H2(i,:)=[u1(20+i-n) u2(20+i-n) -1*z(20+i-n)]; end B=inv(H2*H2-H2*H1*ZZ*H1*H2); A=ZZ*H1*H2*B; theta2=B*H2*(z(21:120)-H1*theta1); theta1=theta1-A*H2*(z(21:120)-H1*theta1); theta1=[theta1;theta2] ZZ1=[ZZ+A*H2*H1*ZZ -A]; ZZ2=[-A B]; ZZ=[ZZ1;ZZ2]; J(n)=(z(21:120)-H1*theta1)*(z(21:120)-H1*theta1); F(n-1)=((J(n-1)-J(n))/2)/((J(n))/(100-2*n)); time(n-1)=n; TEST(n-1)=3; end plot(time,F,r-*,time,TEST) title(F统计值随系统阶次的变化) xlabel(系统阶次) ylabel(F统计值) legend(F(2(n_2-n_1),100-2n_2),F(2,100)) 程序6 clear %****************CAR模型最佳辨识的验证，同时获取CARMA模型的残差序列，存于error.txt中。 clc u1=load(prbs1.txt); u2=load(prbs2.txt); z=load(sub.txt) u1_6=0;u1_5=0;u1_4=0;u1_1=0;u1_2=0;u1_3=0; u2_6=0;u2_5=0;u2_4=0;u2_1=0;u2_2=0;u2_3=0; y_6=0;y_5=0;y_4=0;y_1=0;y_2=0;y_3=0; r_1=0;r_2=0;r_3=0; for i=1:1:120 time(i)=i; y(i)=0.0496*u1_1+0.0417*u2_1-0.6724*y_1+0.1300*u1_2+0.0902*u2_2-0.4219*y_2+0.1352*u1_3+0.0911*u2_3-0.1887*y_3+0.1032*u1_4+0.0707*u2_4+-0.0188*y_4+0.0639*u1_5+0.0401*u2_5+00.1125*y_5+ 0.0210*u1_6+0.0132*u2_6-0.0101*y_6; u1_6=u1_5;u1_5=u1_4;u1_4=u1_3;u1_3=u1_2;u1_2=u1_1;u1_1=u1(i); u2_6=u2_5;u2_5=u2_4;u2_4=u2_3;u2_3=u2_2;u2_2=u2_1;u2_1=u2(i); y_6=y_5;y_5=y_4;y_4=y_3;y_3=y_2;y_2=y_1;y_1=y(i); end plot(time,y