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...