feixianxing.rar_prediction_非线性 辨识_非线性 预测

clear all load('data'); u=data(1,:); y=data(2,:); N=5; %参数维度 theta=ones(N,1); for i=1:N theta(i)=0.008; end ex=998/1001; I=eye(N); P=1e6*eye(N); m=length(u); for i=2:m detau(i)=u(i)-u(i-1); H=[1,-1,theta(2)*u(i-1)*y(i-1),u(i-1)^2*y(i-1)^2/2,u(i-1)^3*y(i-1)^3/6]'; e(i)=y(i)-H'*theta; if i==2 ganma(i)=0; S=H'*P*H+1; ru(i)=1; mu(i)=1; else ru(i)=(i+1)^(-ex); mu(i)=(ru(i-1)/ru(i))*(1-ru(i)); ganma(i)=ganma(i-1)+ru(i)*(e(i)^2-ganma(i-1)); S=H'*P*H+mu(i)*ganma(i); end K=P*H*(1/S); theta=theta+K*(y(i)-H'*theta); P=(1/mu(i))*(eye(N)-K*H')*P*(eye(N)-K*H')'+K*ganma(i)*K'; bada(i)=theta(1);gama(i)=theta(2);aita(i)=theta(3);a(i)=theta(4);b(i)=theta(5); end figure subplot(341); plot(bada); subplot(342); plot(gama); subplot(343); plot(aita); subplot(344); plot(a); subplot(345); plot(b); % 不需要最优化 fino=theta; save o fino;