clear
clc
L=500;
L0=400;
na=2;nb=2;
y1=1;y2=0;y3=1;y4=0;
for i=1:L
x1=xor(y3,y4);
x2=y1;
x3=y2;
x4=y3;
y(i)=y4;
if y(i)==0
u1(i)=-1;
else
u1(i)=1;
end
y1=x1;y2=x2;y3=x3;y4=x4;
end
figure(1);
stem(u1)
v1=1.75*normrnd(0,sqrt(1),1,10000);
figure(2)
plot(v1);
z1=zeros(1,L);
P0=10^6*eye(4,4);
c0=[0.001,0.001,0.001,0.001]';
v=zeros(1,L);
e=zeros(1,L);
yy=zeros(1,L);
%v=randn(1,L);
for i=3:L
e(i)=1.5*e(i-1)-0.7*e(i-2)+v1(i)-v1(i-1)+0.2*v1(i-2);
yy(i)=1.5*yy(i-1)-0.7*yy(i-2)+u1(i-1)+0.5*u1(i-2);
z2(i)= e(i)+yy(i);
z1(i)=1.5*z1(i-1)-0.7*z1(i-2)+u1(i-1)+0.5*u1(i-2)+v1(i)-v1(i-1)+0.2*v1(i-2);%输出测量值
end
NSR=std(e)/std(yy)
for i=5:L
h1=[-z1(i-1),-z1(i-2),u1(i-1),u1(i-2)]';
h2=[u1(i-1),u1(i-2),u1(i-3),u1(i-4)]';
K=P0*h2*inv((h1'*P0*h2+1));
P=(eye(4)-K*h1')*P0;
c=c0+K*(z1(i)-h1'*c0);
c1(:,i-4)=c;
c0=c;P0=P;
end
c0
i=1:L-4;
figure(3)
plot(i,c1)
grid on
