system_identification_RELS001

代码说明：

说明：  系统参数辨识，用增广最小二乘算法实现。对书中的程序进行了改进：由于噪声是未知的，虽然我们模拟了系统的随机白噪声，但进行辨识时必须对噪声进行估计，见程序45行和53行。(System parameter identification, with the extended least squares algorithm. Procedures for improving the book: Because the noise is unknown, although we simulate a system of random white noise, but to identify the noise must be estimated, see the program of 45 lines and 53 lines.)