多變量系統(tǒng)辨識matlab程序

1、多變量系統(tǒng)辨識matlab程序i=jI三my(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.

2、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)hold onxi=y;save sub.txt xi - ascii程序5clear%CRA模型基于模型階次遞增的辨識。clcclose allz=load(sub.txt);u1=load(prbs1.txt);u2=load(prbs2.txt);f

3、or i=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);for i=1:1:100K=P*H(i,:)./(H(i,:)*P*H(i,:)+1);theta二theta+K*(z(i+20)-H(i,:)*theta);P=(eye(3)-K*H(i,:)*P;endtheta1二thetaH1=H;J(1) 二 (z(21:120)-H1*theta1)*(z(21:120)-H1*theta1);ZZ=inv(H1*H1);%*for n=2:1:10f

4、or i=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;theta2二B*H2*(z(21:120)-H1*theta1);theta1=theta1-A*H2*(z(21:120)-H1*theta1);theta1=theta1;theta2ZZ1=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(

5、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統(tǒng)計值隨系統(tǒng)階次的變化)xlabel(系統(tǒng)階次)ylabel(F 統(tǒng)計值)legend(F(2(n_2-n_1),100-2n_2),F(2,100)程序6clear%*CAR模型最佳辨識的驗證，同時獲取CARMA模型的殘差序 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=

6、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;for i=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+0.040

7、1*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);plot(time,y,g)hold :ne-z-y ;save error.txt e - ascii程序7clear%子模型基于模型階次遞增的

8、辨識。clcclose allz-load(sub.txt);u1-loadCprbs1.txt);u2-loadCprbs2.txt);e-load(error.txt);for i-1:1:100endtheta-(1e-3)*ones(4,1);P-(1e8)*eye(4);for i-1:1:100K-P*H(i,:)./(H(i,:)*P*H(i,:)+1)theta二theta+K*(z(i+20)-H(i,:)*theta);P=(eye(4)-K*H(i,:)*P;endthetal二thetaH1=H;J(1) 二 (z(21:120)-H1*theta1)*(z(21:12

9、0)-H1*theta1);ZZ=inv(H1*H1);%*for n=2:1:10for i=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;theta2二B*H2*(z(21:120)-H1*theta1);theta1=theta1-A*H2*(z(21:120)-H1*theta1);theta1=theta1;theta2ZZ1=ZZ+A*H2*H1*ZZ -A;ZZ2=-A B;ZZ=ZZ1;ZZ2;H1=H1 H2;J

10、(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統(tǒng)計值隨系統(tǒng)階次的變化)xlabel(系統(tǒng)階次)ylabel(F 統(tǒng)計值)legend(F(2(n_2-n_1),100-2n_2),F(2,100)程序8clear%*CARMA模型最佳辨識的驗證，同時獲取子子模型的輸出， 分別存于 ssub1.txt 與 ssub2.txt 中。clcu1=l

11、oad(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=O;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;for i=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*u

12、1_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

13、 +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);plot(time,y,m,time,y1+y2,k)hold

14、onsave ssub1.txt y1 -asciisave ssub2.txt y2 - ascii程序9clear%子子模型1的基于階次遞增的辨識。clc% close allz=load(ssub1.txt);u=load(prbs1.txt);for i=1:1:100H(i,:) = u(20+i-1) -1*z(20+i-1);endtheta=(1e-3)*ones(2,1);P=(1e8)*eye(2);for i=1:1:100K=P*H(i,:)./(H(i,:)*P*H(i,:)+1);theta二theta+K*(z(i+20)-H(i,:)*theta);P=(eye

15、(2)-K*H(i,:)*P;endthetal二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;%*for n=2:1:10for i=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;th

16、eta2二B*H2*(z(21:120)-H1*theta1);theta1二theta1-A*H2*(z(21:120)-H1*theta1);theta1=theta1;theta2ZZ1=ZZ+A*H2*H1*ZZ -A;ZZ2=-A B;ZZ=ZZ1;ZZ2;H1=H1 H2;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(信息準則AIC值隨系統(tǒng)階次的變化)xlabel(系統(tǒng)階次)ylabel(信息準則AIC值)程序10clear%子子模型2的基于階次