ZC_lianshuang的博客

%-----AR(3)-------- clear; clc; close all; N=1000; %步长 rand('seed',10); %改变种子改变数据 a=-[ -1.2000 0.2900 -0.0180]; %poly([0.1 0.2 0.9]) e=0.6*randn(1...

%-----CAR(2)-------- clear; clc; close all; N=4000; %步长 rand('seed',10); %改变种子改变数据 e=0.6*randn(1,N+1); %白噪声序列 a=-[-0.5000 0.0400]; ...

%*****ARMA(2，2)******* clear; clc; close all; N=2000;n=2;lamda=0.998; rand('seed',10); e=0.6*randn(1,N+1);%a(t) a=-[-1.7000 0.7200];%poly([0.8 0.9]) d=[-0.3 0.02]; y(1)=e(1); y(2)=a(1)*y(1)+e(2)+d...

%*****ARMA(2，2)模型的RLS-RELS参数估计******* clear; clc; close all; N=2000; n=2; lamda=1; rand('seed',10); e=0.6*randn(1,N+1);%a(t) a=-[-1.7000 0.7200];%poly([0.8 0.9]) d=[-0.3 0.02]; y(1)=e(1); y(2)=a(1...