- Category:
- matlab
- Tags:
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[Matlab]
[源码]
- File Size:
- 1kb
- Update:
- 2017-08-31
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- Uploaded by:
- 马荣金
Description: For Single input Single output (SISO), the least squares method is used to identify the parameters of the system.
Least squares parameter estimation is a classic method, concept is concise, wide adaptation, derived from the regression analysis of mathematical statistics, it can provide a minimum variance sense the best fitting model with the experimental data, in some cases, the statistics can be obtained with the maximum likelihood method is as good effect, and can easily establish relations with other identification algorithm.
Under certain conditions, the least square parameter estimation method has the best statistical properties, namely consistent, unbiased and effective results.
This code mainly USES the method of recursive least squares identification method and the augmented least squares identification method to identify the model parameters, using gaussian noise as the noise of the system.
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code\RELS.m
code\RLS.m
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