第一部分：程序设计思路、辨识结果分析和算法特点总结.......................................................2
一：RLS 遗忘因子法 ..............................................................................................................2
RLS 遗忘因子法仿真思路和辨识结果...........................................................................2
遗忘因子法的特点：.......................................................................................................3
二：RFF 遗忘因子递推算法....................................................................................................4
仿真思路和辨识结果.......................................................................................................4
遗忘因子递推算法的特点：...........................................................................................5
三：RFM 限定记忆法................................................................................................................5
仿真思路和辨识结果.......................................................................................................5
RFM 限定记忆法的特点：................................................................................................7
四：RCLS 偏差补偿最小二乘法..............................................................................................7
仿真思路和辨识结果.......................................................................................................7
RCLS 偏差补偿最小二乘递推算法的特点：..................................................................9
五：增广最小二乘法...............................................................................................................9
仿真思路和辨识结果.......................................................................................................9
RELS 增广最小二乘递推算法的特点：........................................................................ 11
六：RGLS 广义最小二乘法....................................................................................................12
仿真思路和辨识结果.....................................................................................................12
RGLS 广义最小二乘法的特点：....................................................................................14
七：RIV 辅助变量法..............................................................................................................14
仿真思路和辨识结果.....................................................................................................14
RIV 辅助变量法的特点：..............................................................................................16
八：Cor-ls 相关最小二乘法（二步法）............................................................................17
仿真思路和辨识结果.....................................................................................................17
Cor-ls 相关最小二乘法（二步法）特点：................................................................18
九：MLS 多级最小二乘法......................................................................................................19
仿真思路和辨识结果.....................................................................................................19
MLS 多级最小二乘法的特点：......................................................................................22
十：yule_walker 辨识算法..................................................................................................23
仿真思路和辨识结果.....................................................................................................23
yule_walker 辨识算法的特点：..................................................................................24
第二部分：matlab 程序................................................................................................................24
一：RLS 遗忘因子算法程序..................................................................................................24
二：RFF 遗忘因子递推算法..................................................................................................26
三：RFM 限定记忆法..............................................................................................................28
四：RCLS 偏差补偿最小二乘递推算法................................................................................31
五：RELS 增广最小二乘的递推算法....................................................................................33
六;RGLS 广义最小二乘的递推算法.....................................................................................36
七：Tally 辅助变量最小二乘的递推算法..........................................................................39
八：Cor-ls 相关最小二乘法（二步法）............................................................................42
九：MLS 多级最小二乘法......................................................................................................45
十 yule_walker 辨识算法.....................................................................................................49
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