cor_ls

代码说明：

  把辨识分成两步进行：第一步：利用相关分析法获得对象的非参数模型（脉冲响应或相关函数）；第二步：利用最小二乘法、辅助变量法或增广最小二乘法等，进一步求的对象的参数模型。如果模型噪声与输入无关，则Cor-ls相关最小二乘法（二步法）可以得到较好的辨识结果。Cor-ls相关最小二乘法（二步法）实质上是先对数据进行一次相关分析，滤除了有色噪声的影响，再利用最小二乘法必然就会改善辨识结果。能适应较宽广的噪声范围，计算量不大，初始值对辨识结果影响较小。但要求输入信号与噪声不相关(The identification is divided into two steps: the first step: using the correlation analysis method for object nonparametric model (impulse response or related function) The second step: using the least squares method, auxiliary variable method or augmented least squares method and so on, further for the parameters of the object model. If the model input noise and independent, the Cor- ls related least squares (two footwork) can get good recognition results. Cor- ls related least squares (two footwork) is essentially the data to a correlation analysis, filter in addition to the influence of colored noise, using least squares inevitable will improve the identification result. To adapt to a wide range of noise and calculation is not big, the initial value to identification results less effect. But for the input signal and noise are not related)