多变量系统辨识matlab程序

多变量系统辨识matlab程序y(i)=0.05129*u1_1+0.0418；u1_3=u1_2;u1_2=u1_1;u1_1；u2_3=u2_2;u2_2=u2_1;u2_1；y_3=y_2;y_2=y_1;y_1=y(i)；r_3=r_2;r_2=r_1;r_1=r(i)；end；plot(time,y,'b')；holdon；xi=y';；savesub.y(i)=0.05129*u1_1+0.0418*u2_1+0.6386*y_1+0.06268*u1_2+0.0346*u2_2-0.1179*y_2-0.004184*u1_3-0.00218*u2_3+0.006738*y_3+0.091*r_1-0.114*r_2+0.0509*r_3;u1_3=u1_2;u1_2=u1_1;u1_1=u1(i);u2_3=u2_2;u2_2=u2_1;u2_1=u2(i);y_3=y_2;y_2=y_1;y_1=y(i);r_3=r_2;r_2=r_1;r_1=r(i);endplot(time,y,'b')holdonxi=y';savesub.txtxi–ascii程序5clear%CRA模型基于模型阶次递增的辨识。clccloseallz=load('sub.txt');u1=load('prbs1.txt');u2=load('prbs2.txt');fori=1:1:100H(i,:)=[u1(20+i-1)u2(20+i-1)-1*z(20+i-1)];endtheta=(1e-3)*ones(3,1);P=(1e8)*eye(3);fori=1:1:100K=P*H(i,:)'./(H(i,:)*P*H(i,:)'+1);theta=theta+K*(z(i+20)-H(i,:)*theta);P=(eye(3)-K*H(i,:))*P;endtheta1=thetaH1=H;J(1)=(z(21:120)-H1*theta1)'*(z(21:120)-H1*theta1);ZZ=inv(H1'*H1);%**************************forn=2:1:10fori=1:1:100H2(i,:)=[u1(20+i-n)u2(20+i-n)-1*z(20+i-n)];endB=inv(H2'*H2-H2'*H1*ZZ*H1'*H2);A=ZZ*H1'*H2*B;theta2=B*H2'*(z(21:120)-H1*theta1);theta1=theta1-A*H2'*(z(21:120)-H1*theta1);theta1=[theta1;theta2]ZZ1=[ZZ+A*H2'*H1*ZZ-A];ZZ2=[-A'B];ZZ=[ZZ1;ZZ2];J(n)=(z(21:120)-H1*theta1)'*(z(21:120)-H1*theta1);F(n-1)=((J(n-1)-J(n))/2)/((J(n))/(100-2*n));time(n-1)=n;TEST(n-1)=3;endplot(time,F,'r-*',time,TEST)title('F统计值随系统阶次的变化')xlabel('系统阶次')ylabel('F统计值')legend('F(2(n_2-n_1),100-2n_2)','F(2,100)')程序6clear%****************CAR模型最佳辨识的验证，同时获取CARMA模型的残差序列，存于error.txt中。clcu1=load('prbs1.txt');u2=load('prbs2.txt');z=load('sub.txt')u1_6=0;u1_5=0;u1_4=0;u1_1=0;u1_2=0;u1_3=0;u2_6=0;u2_5=0;u2_4=0;u2_1=0;u2_2=0;u2_3=0;y_6=0;y_5=0;y_4=0;y_1=0;y_2=0;y_3=0;r_1=0;r_2=0;r_3=0;fori=1:1:120time(i)=i;y(i)=0.0496*u1_1+0.0417*u2_1-0.6724*y_1+0.1300*u1_2+0.0902*u2_2-0.4219*y_2+0.1352*u1_3+0.0911*u2_3-0.1887*y_3+0.1032*u1_4+0.0707*u2_4+-0.0188*y_4+0.0639*u1_5+0.0401*u2_5+00.1125*y_5+0.0210*u1_6+0.0132*u2_6-0.0101*y_6;u1_6=u1_5;u1_5=u1_4;u1_4=u1_3;u1_3=u1_2;u1_2=u1_1;u1_1=u1(i);u2_6=u2_5;u2_5=u2_4;u2_4=u2_3;u2_3=u2_2;u2_2=u2_1;u2_1=u2(i);y_6=y_5;y_5=y_4;y_4=y_3;y_3=y_2;y_2=y_1;y_1=y(i);endplot(time,y,'g')holdone=z-y';saveerror.txte–ascii程序7clear%子模型基于模型阶次递增的辨识。clccloseallz=load('sub.txt');u1=load('prbs1.txt');u2=load('prbs2.txt');e=load('error.txt');fori=1:1:100endtheta=(1e-3)*ones(4,1);P=(1e8)*eye(4);fori=1:1:100K=P*H(i,:)'./(H(i,:)*P*H(i,:)'+1);theta=theta+K*(z(i+20)-H(i,:)*theta);P=(eye(4)-K*H(i,:))*P;endtheta1=thetaH1=H;J(1)=(z(21:120)-H1*theta1)'*(z(21:120)-H1*theta1);ZZ=inv(H1'*H1);%**************************forn=2:1:10fori=1:1:100H2(i,:)=[u1(20+i-n)u2(20+i-n)-1*z(20+i-n)e(20+i-n)];endB=inv(H2'*H2-H2'*H1*ZZ*H1'*H2);A=ZZ*H1'*H2*B;theta2=B*H2'*(z(21:120)-H1*theta1);theta1=theta1-A*H2'*(z(21:120)-H1*theta1);theta1=[theta1;theta2]ZZ1=[ZZ+A*H2'*H1*ZZ-A];ZZ2=[-A'B];ZZ=[ZZ1;ZZ2];H1=[H1H2];J(n)=(z(21:120)-H1*theta1)'*(z(21:120)-H1*theta1);F(n-1)=((J(n-1)-J(n))/3)/((J(n))/(100-3*n));time(n-1)=n;TEST(n-1)=3;endplot(time,F,'r-*',time,TEST)title('F统计值随系统阶次的变化')xlabel('系统阶次')ylabel('F统计值')legend('F(2(n_2-n_1),100-2n_2)','F(2,100)')程序8clear%****************CARMA模型最佳辨识的验证，同时获取子子模型的输出，分别存于ssub1.txt与ssub2.txt中。clcu1=load('prbs1.txt');u2=load('prbs2.txt');z=load('sub.txt');e=load('error.txt');u1_1=0;u1_2=0;u1_3=0;u1_4=0;y_1=0;y_2=0;y_3=0;y_4=0;e_4=0;e_1=0;e_2=0;e_3=0;y1_1=0;y1_2=0;y1_3=0;y1_4=0;y2_1=0;y2_2=0;y2_3=0;y2_4=0;r_1=0;r_2=0;r_3=0;fori=1:1:120time(i)=i;y(i)=0.0507*u1_1+0.0426*u2_1-0.8329*y_1+0.2335*e_1+0.1383*u1_2+0.0974*u2_2-0.2791*y_2-0.1006*e_2+0.1437*u1_3+0.0956*u2_3+0.4623*y_3-0.7050*e_3+0.0654*u1_4+0.0400*u2_4-0.0736*y_4-0.0502*e_4;y1(i)=0.0507*u1_1-0.8329*y1_1+0.1383*u1_2-0.2791*y1_2+0.1437*u1_3+0.4623*y1_3+0.0654*u1_4-0.0736*y1_4;y2(i)=0.0426*u2_1-0.8329*y2_1+0.0974*u2_2-0.2791*y2_2+0.0956*u2_3+0.4623*y2_3+0.0400*u2_4-0.0736*y2_4;u1_4=u1_3;u1_3=u1_2;u1_2=u1_1;u1_1=u1(i);u2_4=u2_3;u2_3=u2_2;u2_2=u2_1;u2_1=u2(i);y_4=y_3;y_3=y_2;y_2=y_1;y_1=y(i);e_4=e_3;e_3=e_2;e_2=e_1;e_1=e(i);y1_4=y1_3;y1_3=y1_2;y1_2=y1_1;y1_1=y1(i);y2_4=y2_3;y2_3=y2_2;y2_2=y2_1;y2_1=y2(i);endplot(time,y,'m',time,y1+y2,'k')holdonsavessub1.txty1-asciisavessub2.txty2–ascii程序9clear%子子模型1的基于阶次递增的辨识。clc%closeallz=load('ssub1.txt');u=load('prbs1.txt');fori=1:1:100H(i,:)=[u(20+i-1)-1*z(20+i-1)];endtheta=(1e-3)*ones(2,1);P=(1e8)*eye(2);fori=1:1:100K=P*H(i,:)'./(H(i,:)*P*H(i,:)'+1);theta=theta+K*(z(i+20)-H(i,:)*theta);P=(eye(2)-K*H(i,:))*P;endtheta1=thetasigmaF(1)=(z(21:120)'-H1*theta1)'*(z(21:120)'-H1*theta1)/100;AIC(1)=100*log10(sigmaF(1))+2*(1+1);ZZ=inv(H1'*H1);ZZ=inv(H1'*H1);THETA=zeros(10,20);%THETA(2,:)=theta1;%**************************forn=2:1:10fori=1:1:100H2(i,:)=[u(20+i-n)-1*z(20+i-n)];endB=inv(H2'*H2-H2'*H1*ZZ*H1'*H2);A=ZZ*H1'*H2*B;theta2=B*H2'*(z(21:120)'-H1*theta1);theta1=theta1-A*H2'*(z(21:120)'-H1*theta1);theta1=[theta1;theta2]ZZ1=[ZZ+A*H2'*H1*ZZ-A];ZZ2=[-A'B];ZZ=[ZZ1;ZZ2];H1=[H1H2];time(n-1)=n;sigmaF(n)=(z(21:120)'-H1*theta1)'*(z(21:120)'-H1*theta1)/100;AIC(n-1)=100*log10(sigmaF(n))+2*(n+n);endplot(time,AIC,'r-*')title('信息准则AIC值随系统阶次的变化')xlabel('系统阶次')ylabel('信息准则AIC值')