close?all;
clear?all;

%%%%%%%%%%%人機對話%%%%%%%%%%%%%%%%%
lambda=input（‘噪聲標準差為（0.0或0.1或0.5或1.0）??‘）;
L=input（‘數據長度為（100或300或500）??‘）;
miu=input（‘遺忘因子為（01之間）??‘）;
%%%%%%%%設定模型階次從2到6，即Nbeg=2Nend=6（假定na=nb）%%%%%%%%%

%%%%%%%%%%%%%%%賦初值并生成M序列和噪聲序列%%%%%%%%%%
%%%%%%%%%%%%%%生成a=1P=4的M序列%%%%%%%%%%%%%%%%%
M=[0?1?0?1?0?];
Np=2^4-1;
for?k=1:534
?????if?M（5）==0?
????????u（k）=1;end;
?????if?M（5）==1??
????????u（k）=-1;end;
?????for?i=5:-1:2
????????M（i）=M（i-1）;
?????end
?????M（1）=M（2）+M（5）;
?????if?M（1）==2?
????????M（1）=0;end;
end
%%%%%%%%%%%%%%%生成白噪聲v（k）%%%%%%%%%%%%%%%%%%%%
A=179;??xi=11;??M=32768;
for?k=1:534???????
????ksai=0;
????for?i=1:12
????????xi=A*xi;
????????xi=mod（xiM）;
????????ksai=ksai+（xi/M）;
????end
v（k）=ksai-6;
end

%%%%%%%%%%%%%%%%%過程仿真%%%%%%%%%%%%%%%%
z（1）=0;
z（2）=0;
for?k=3:length（u）
????z（k）=1.5*z（k-1）-0.7*z（k-2）+u（k-1）+0.5*u（k-2）+lambda*v（k）;%
end

%%%%%%%%%%%%%%%%%%模型參數估計，RLS算法%%%%%%%%%%%%
for?n=2:6
????for?i=1:2*n
????????theta（in）=eps;
????end
????P=eye（2*n）;
????for?i=1:L
????????for?j=1:n
????????????if?（i-j）<=0
????????????????H（ji）=0;
????????????else
????????????H（ji）=-z（i-j）;
????????????end
????????end?
????????for?m=（n+1）:2*n
????????????if?（i-m+n）<=0
????????????????H（mi）=0;
????????????else
????????????H（mi）=u（i-m+n）;
????????????end
????????end
????end
????J（n）=0;
????
????for?k=1:L
????????K=P*H（:k）*inv（H（:k）‘*P*H（:k）+miu）;
????????J（n）=miu*（J（n）+（（z（k）-H（:k）‘*theta（:n））^2/（H（:k）‘*P*H（:k）+miu）））;
????????theta（:n）=theta（:n）+K*（z（k）-H（:k）‘*theta（:n））;
????????P=（（eye（2*n）-K*H（:k）‘）*P）/miu;
????end
end

%%%%%%%%%%%%%%%模型階次識別%%%%%%%%%%%%%%%%??
if?L==100
????for?n=1:5
????????if?（J（n）-J（n+1））*（L-2*n-2）/（2*J（n+1））<=3.09
???????????N=n+1
???????????break
????????end
????end
end
if?L==300
?????for?n=1:5
????????if?（J（n）-J（n+1））*（L-2*n-2）/（2*J（n+1））<=3.03
???????????N=n+1
???????????break
????????end
?????end
end
if?L==500
?????for?n=1:5
????????if?（J（n）-J（n+1））*（L-2*n-2）/（2*J（n+1））<=3.01
???????????N=n+1
???????????break
????????end
?????end
end

%%%%%%%%%%%%%%%輸出結果%%%%%%%%%%%%%%%%
if?N==2
????A=theta（1:2N）
????B=theta（3:4N）
end
if?N==3
????A=theta（1:3N）
????B=theta（4:6N）
end???
if?N==4
????A=theta（1:4N）
????B=theta（5:8N）
end
if?N==5
????A=theta（1:5N）
????B=theta（6:10N）
end
if?N==6
????A=theta（1:6N）
????B=theta（7:12N）
end

%%%%%%%%%%%%%%%%%%%計算性能指標%%%%%%%%%%%%%%%%%%
lam1=sqrt（J（N）/（L-2*N））%%%%%%%%%%%%%%噪聲標準差的估計
lam2=sum（B）/（1+sum（A））%%%%%%%%%%%%%模型靜態增益估計
a0=1;a1=-1.5;a2=0.7;b0=0;b1=1;b2=0.5;
thetazhen=[a1a2b1b2]‘;
chazhi=thetazhen-theta（1:42）;
lam3=sqrt（sum（（chazhi./thetazhen）.^2））%%%%%%參數估計平方相對偏差
lam4=sqrt（sum（chazhi.^2）/sum（thetazhen.^2））%%%%%%%%%參數估計平方根偏差
Kzhen=（1+0.5）/（1-1.5+0.7）;
lam5=sqrt（abs（lam2-Kzhen）/Kzhen）%%%%%%%%%靜態增益估計相對偏差
a02=a0;a12=a1;a22=a2;
a01=（a02*a02-a22*a22）/a02;
a11=（a02*a12-a22*a12）/a02;
a00=（a01*a01-a11*a11）/a01;
b02=b0;b12=b1;b22=b2;
b11=

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件?????418613??2011-10-18?15:57??實驗二報告.docx

?????文件???????3310??2011-04-26?21:04??main2.m

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???????????????421923????????????????????2