matlab

代码说明：

  test2: 一、 基本最小二乘法一次算法 二、 基本最小二乘法递推算法 三、 最小二乘遗忘因子一次完成算法 四、 最小二乘遗忘因子递推算法 五、 最小二乘限定记忆算法 六、 最小二乘偏差补偿算法 七、 增广最小二乘算法 八、 广义最小二乘算法 test3: 一、 辅助变量自适应滤波算法 二、 辅助变量纯滞后算法 三、 辅助变量Tally原理算法 四、 多级最小二乘算法 五、 各类改进最小二乘算法的特点 test4: 1、 第二类随机性辨识问题的梯度校正 2、 随机牛顿法 test5: 1、 递推的极大似然估计 2、 预报误差参数辨识 test6: 1、 根据Hankel矩阵秩估计模型阶次(弱噪声) 2、 根据Hankel矩阵秩估计模型阶次(强噪声) 3、 利用行列式比估计模型阶次（白噪声） 4、 利用行列式比估计模型阶次（有色噪声） 5、 利用残差的方差估计模型阶次（白噪声） 6、 利用残差的方差估计模型阶次（有色噪声） 7、 AIV定阶法（白噪声） 8、 AIV定阶法（有色噪声） test7: 1、 一阶惯性+纯滞后环节-----两点法 2、 面积法1 3、 levy法 (test2: First, the basic method of least squares algorithm once Second, the basic recursive least squares algorithm Third, once the forgetting factor least squares algorithm Fourth, the forgetting factor recursive least squares algorithm Fifth, the least-squares algorithm limited memory Six , least squares error compensation algorithm Seven , extended least squares algorithm Eight , generalized least squares algorithm test3: An auxiliary variable adaptive filtering algorithm Second, the auxiliary variable time delay algorithm Third, the principle of auxiliary variable algorithm Tally Fourth, multi-stage least squares algorithm Fifth, the least squares algorithm to improve the characteristics of various types of test4: 1, the second class of stochastic gradient identification problem corrected 2 , randomized Newton test5: 1, the recursive maximum likelihood estimation 2, the prediction error parameter identification test6: 1 , according to the Hankel matrix rank est)

文件列表：

系统辨识部分程序
................\readme.txt,888,2013-10-19
................\test2
................\.....\LSOT.m,499,2013-09-18
................\.....\test_1.m,635,2013-09-18
................\.....\test_2.m,1042,2013-09-19
................\.....\test_3.m,755,2013-09-18
................\.....\test_4.m,1124,2013-09-18
................\.....\test_5.m,1256,2013-09-18
................\.....\test_6.m,1339,2013-09-18
................\.....\test_7.m,1192,2013-09-18
................\.....\test_8.m,1692,2013-09-19
................\.....\第二次作业.doc,175104,2013-10-19
................\test3
................\.....\test_1.m,1374,2013-09-23
................\.....\test_2.m,1201,2013-09-24
................\.....\test_3.m,1207,2013-09-24
................\.....\test_4.m,1621,2013-09-24
................\.....\第三次作业.docx,158741,2013-10-19
................\test4(梯度校正)
................\...............\dierlei.m,1482,2013-10-06
................\...............\suijiniudun.m,738,2013-10-05
................\test5(极大似然)
................\...............\newdun.m,687,2013-10-07
................\...............\RML.m,1309,2013-10-05
................\test6(阶次辨识)
................\...............\test_1.m,821,2013-10-06
................\...............\test_2.m,941,2013-10-06
................\...............\test_3.m,722,2013-10-06
................\...............\test_4.m,2136,2013-10-06
................\...............\test_5.m,1167,2013-10-06
................\...............\test_6.m,1481,2013-10-06
................\...............\test_7.m,1670,2013-10-06
................\...............\test_8.m,1134,2013-10-06
................\test7
................\.....\levy.m,3604,2013-10-13
................\.....\liangdianfa.m,679,2013-10-13
................\.....\mianjifa1.m,1206,2013-10-12
................\.....\第七次作业.docx,107298,2013-10-19
................\第四五六次作业.docx,137025,2013-10-19