ARARX模型的辨识算法.docVIP

Homework Recursive extended least squares identification In this section, I focus on the following ARMAX model where {} and {} are respectively input and output series, is white noise, and are some polynomials with respect to the backward operator : , , and for t ≤ 0. I use the residual based recursive extened least squares algorithm. The procedure of MATLAB: clc;clear all; t=500; for k=1:t u(k)=1; end v=randn(1,t)/100; y(1)=v(1);y(2)=1.5*y(1)+0.5*u(1)+v(2)-v(1); y(3)=1.5*y(2)-0.7*y(1)+0.5*u(1)+u(2)+v(3)-v(2)+0.2*v(1); for k=4:t y(k)=1.5*y(k-1)-0.7*y(k-2)+u(k-1)+0.5*u(k-2)+v(k)