www.gusucode.com > ident 案例代码 matlab源码程序 > ident/EstimateAnARXModelOnlineWithKnownInitialParametersExample.m
%% Create System Object for SISO ARX Model With Known Initial Parameters % Copyright 2015 The MathWorks, Inc. %% % Specify ARX model orders and delays. na = 1; nb = 2; nk = 1; %% % Create a System object for online estimation of SISO ARX model % with known initial polynomial coefficients. A0 = [1 0.5]; B0 = [0 1 1]; obj = recursiveARX([na nb nk],A0,B0); %% % Specify the initial parameter covariance. obj.InitialParameterCovariance = 0.1; %% % |InitialParameterCovariance| represents the uncertainty in your guess for % the initial parameters. Typically, the default |InitialParameterCovariance| % (10000) is too large relative to the parameter values. This results in initial % guesses being given less importance during estimation. If you have % confidence in the initial parameter guesses, specify a smaller initial % parameter covariance.