clear all
close all
clc
%产生N(0,1)正态分布的随机噪声
randn('seed',100);
v=randn(1,60);
%产生M序列
L=60;% M序列的周期
y1=1;y2=1;y3=1;y4=0;%四个移位积存器的输出初始值
for i=1:L;
x1=xor(y3,y4);
x2=y1;
x3=y2;
x4=y3;
y(i)=y4;
if y(i)>0.5,u(i)=-5;%M序列的幅值为5
else u(i)=5;
end
y1=x1;y2=x2;y3=x3;y4=x4;
end
figure(1);
stem(u),grid on
% 递推最小二乘辨识程序
z(2)=0;z(1)=0;
%观测值由理想输出值加噪声
for k=3:60;%循环变量从3到15
z(k)=-1.5*z(k-1)-0.7*z(k-2)+u(k-1)+0.5*u(k-2)+0.5*v(k);
end
%RLS递推最小二乘辨识
c0=[0.001 0.001 0.001 0.001]';
p0=10^3*eye(4,4);
E=0.000000005;%相对误差
c=[c0,zeros(4,59)];%被辨识参数矩阵的初始值及大小
e=zeros(4,60);%相对误差的初始值及大小
lamt=1;
for k=3:60;
h1=[-z(k-1),-z(k-2),u(k-1),u(k-2)]';
k1=p0*h1*inv(h1'*p0*h1+1*lamt);%求出K的值
new=z(k)-h1'*c0;
c1=c0+k1*new;%求被辨识参数c
p1=1/lamt*(eye(4)-k1*h1')*p0;
e1=(c1-c0)./c0;%求参数当前值与上一次的值的差值
e(:,k)=e1; %把当前相对变化的列向量加入误差矩阵的最后一列
c(:,k)=c1;%把辨识参数c 列向量加入辨识参数矩阵的最后一列
c0=c1;%新获得的参数作为下一次递推的旧参数
p0=p1;
if norm(e1)<=E
break;%若参数收敛满足要求,终止计算
end
end
%分离参数
a1=c(1,:); a2=c(2,:); b1=c(3,:); b2=c(4,:);
ea1=e(1,:); ea2=e(2,:); eb1=e(3,:); eb2=e(4,:);
figure(2);
i=1:60;
plot(i,a1,'k',i,a2,'b',i,b1,'r',i,b2,'g') %画出辨识结果
legend('a1','a2','b1','b2');
title('递推最小二乘参数辨识')
figure(3);
i=1:60;
plot(i,ea1,'k',i,ea2,'b',i,eb1,'r',i,eb2,'g') %画出辨识结果的收敛情况
legend('a1','a2','b1','b2');
title('辨识精度')
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几个最小二乘法的算例,用于系统识别,测试可行。
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