%%%?arxexercise.m;?M?file?for?ARX?model?estimation?%%%

function?[]?=?arxexercise（?）

%?Create?low-pass?GBN?with?ETsw?=?20
N?=?1000;
U?=?gbngen（N20）;

%?Simulate?the?process
Ao?=?[1?-0.97];
Bo?=?[0?0.5];
Yo?=?filter（BoAoU）;

%?Add?1%?and?10%?output?disturbances
v?=?filter（1[1?-0.9]randn（N1））;
v01?=?v/std（v）*sqrt（0.01）*std（Yo）;
Y01?=?Yo?+?v01;
v10?=?v/std（v）*sqrt（0.1）*std（Yo）;
Y10?=?Yo?+?v10;

%?Estimate?1st?order?ARX?models
THarx01?=?arx（[Y01?U][1?1?1]）;
THarx10?=?arx（[Y10?U][1?1?1]）;

%?Estimate?1st?order?output?error?model?for?10%?noise?data
THoe10?=?oe（[Y10?U][1?1?1]）;

%?Simulation?of?the?models
Yh01?=?idsim（UTHarx01）;
Yh10?=?idsim（UTHarx10）;

%?Calculate?step?responses
Nstp?=?200;
STPo?=?filter（BoAoones（Nstp1））;
STP01?=?idsim（ones（Nstp1）THarx01）;
STP10?=?idsim（ones（Nstp1）THarx10）;
STPoe10?=?idsim（ones（Nstp1）THoe10）;

%?Plot?model?fit
t?=1:N;
figure;
subplot（211）plot（t?Y01‘-r‘t?Yh01‘--b‘）;
title（‘Fit?of?1st?order?ARX?model?estimation?data‘）;
%axis（[0?N?-20?20]）
subplot（212）plot（t?Y10‘-r‘t?Yh10‘--b‘）;
title（‘Fit?of?1st?order?ARX?model?estimation?data‘）;
%axis（[0?N?-20?20]）
xlabel（‘Samples‘）

%?Plot?step?responses
figure;
subplot（211）plot（1:NstpSTPo‘-r‘1:NstpSTP01‘--b‘）;
title（‘Step?responses?of?the?process?（solid）?and?of?ARX?model?1%?noise‘）;
subplot（212）plot（1:NstpSTPo‘-r‘1:NstpSTP10‘--b‘1:NstpSTPoe10‘-.k‘）;
title（‘Step?responses?of?the?process?（solid）?and?of?ARX?model?10%?noise‘）;
xlabel（‘Samples‘）

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件????????1536??2000-02-09?10:38??m-files\arxexercise.m
?????文件????????1797??2000-02-22?09:39??m-files\arxordersel.m
?????文件???????24576??2006-01-26?14:02??m-files\asymest.dll
?????文件?????????437??2006-01-26?14:07??m-files\asymest_help.m
?????文件????????1253??2000-03-14?10:35??m-files\bj_oe.m
?????文件????????1719??2006-01-26?14:19??m-files\bj_oe_asym.m
?????文件????????1749??2001-05-10?10:28??m-files\bj_oe_smi.m
?????文件?????????809??2000-01-27?13:37??m-files\colorednoise.m
?????文件?????????345??1998-09-27?21:22??m-files\dfreq.m
?????文件????????1886??2000-02-09?10:13??m-files\firexercise.m
?????文件????????1190??2000-03-28?12:07??m-files\foe_fpe.m
?????文件?????????891??2000-01-25?14:28??m-files\gbnexercise.m
?????文件?????????725??2000-01-25?13:34??m-files\gbngen.m
?????文件???????40960??2000-03-29?12:44??m-files\glassdata2.mat
?????文件????????3239??2000-03-29?15:30??m-files\glassid.m
?????文件????????3238??2000-03-30?12:24??m-files\glassorder.m
?????文件????????4167??2000-04-13?13:39??m-files\glassvalid.m
?????文件?????????535??2001-05-10?10:31??m-files\moesp.m
?????文件????????1791??2000-02-22?09:48??m-files\oeordersel.m
?????文件?????????871??2004-04-20?14:24??m-files\prbssignal.asv
?????文件?????????895??2004-04-20?14:39??m-files\prbssignal.m
?????文件????????1342??2000-04-06?11:23??m-files\resid2.m
?????文件????????1205??2000-10-02?13:35??m-files\roe_oe.m
?????文件???????53248??2006-01-26?14:02??m-files\sisoasym.dll
?????文件?????????554??2006-01-26?14:07??m-files\sisoasym_help.m
?????文件???????53248??2000-12-12?16:02??m-files\sisoasym_mt5.dll
?????文件?????????573??2000-12-08?10:57??m-files\sisoasym2.m
?????文件?????????830??2000-02-21?11:11??m-files\smmethod.m
?????文件????????1184??2000-12-08?16:04??m-files\testasym.m
?????文件????????1713??2000-02-22?12:30??m-files\testiv.m
?????文件????????1641??2000-02-22?12:30??m-files\testoe.m
............此處省略2個文件信息