系统辨识最小二乘法辨识代码

很全，包括批量实现，递归实现，增广最小二乘，渐消记忆最小二乘还有广义最小二乘（matlab实现）

u=[ 1.147;  0.201; -0.787; -1.589; -1.052;  0.866;  1.152;  1.573;  0.626;  0.435
   -0.958;  0.810; -0.044;  0.947; -1.474; -0.719; -0.086;  1.099;  1.450;  1.151
    0.485;  1.633;  0.043;  1.326;  1.706; -0.340;  0.890;  0.144;  1.177; -0.390
   -0.982;  1.435; -0.119; -0.769; -0.899;  0.882; -1.008; -0.844;  0.628; -0.679
    1.541;  1.375; -0.984; -0.582;  1.609;  0.090; -0.813; -0.428; -0.848; -0.410
    0.048; -1.099; -1.108;  0.259; -1.627; -0.538;  0.203;  1.204;  1.691; -1.235
   -1.228; -1.267;  0.309;  0.043;  0.043;  1.461;  1.585;  0.552; -0.601; -0.319
    0.744;  0.829; -1.626; -0.127; -1.578; -0.822;  1.469; -0.379; -0.212;  0.178
    0.493; -0.056; -0.294;  1.228; -1.606;  0.382; -0.229;  0.313; -0.161; -0.810
   -0.277;  0.983; -0.288;  0.846;  1.325;  0.723;  0.713;  0.643;  0.643;  0.786
    1.161;  0.850; -1.349; -0.596;  1.512;  0.795; -0.713; -0.453; -1.604;  0.889
   -0.938;  0.056;  0.829; -0.981; -1.232;  1.327; -0.681;  0.114; -1.135;  1.284
   -1.201;  0.758;  0.590; -1.007;  0.390;  0.836; -1.52;  -1.053; -0.083;  0.619
    0.840; -1.258; -0.354;  0.629; -0.242;  1.680; -1.236;  0.803;  0.537; -1.100
    1.417; -1.024;  0.671;  0.688; -0.123; -0.952;  0.232; -0.793; -1.138;  1.154
    0.206;  1.196;  1.013;  1.518; -0.553; -0.987;  0.167; -1.445;  0.630;  1.255
    0.311; -1.726;  0.975;  1.718;  1.360;  1.667;  1.111;  1.018;  0.078; -1.665
   -0.760;  1.184; -0.614;  0.994; -0.089;  0.947;  1.706; -0.395;  1.222; -1.351
    0.231;  1.425;  0.114; -0.689; -0.704;  1.070;  0.262;  1.610;  1.489; -1.602
    0.020; -0.601; -0.020; -0.601; -0.235;  1.245;  1.226; -0.204;  0.926; -1.297];

y=[ 0.086;  2.210;  0.486; -1.812; -3.705; -2.688;  1.577;  2.883;  3.705;  1.642    
    0.805; -2.088;  1.946; -0.038;  1.984; -2.545; -1.737; -0.231;  2.440;  3.583
    2.915;  1.443;  3.598;  0.702;  2.638;  3.611; -0.168;  1.752;  0.666;  2.377
   -0.554; -2.088;  2.698;  0.189; -1.633; -2.010;  1.716; -1.641; -1.885;  1.061
   -0.968;  2.911;  3.088; -1.629; -1.533;  3.030;  0.614; -1.483; -1.029; -1.947
   -1.066; -0.113; -2.144; -2.626;  0.134; -3.043; -1.341;  0.388;  2.702;  3.813
   -1.924; -2.813; -1.795;  3.002;  1.027;  1.027;  2.755;  3.584;  1.737; -0.837
   -0.617;  1.703;  2.045; -2.886; -0.542; -2.991; -1.859;  3.045;  0.068; -0.375
    0.451;  1.036;  0.153; -0.474;  2.512; -2.681; -0.954; -0.307;  0.628; -0.270
   -0.277;  0.983; -0.288;  0.846;  1.325;  0.723;  1.750;  1.401;  1.340;  0.916
    1.396;  2.446;  2.103;  2.432; -1.486;  3.031;  2.373; -0.763; -0.752; -3.207
    1.385; -1.462; -0.118;  1.756; -1.613; -1.690;  2.136; -1.136; -0.005; -2.210
    2.331; -2.204;  0.983;  1.347; -1.691;  0.595;  1.809; -2.024; -2.330; -0.0454
    1.290;  2.080; -1.990; -0.770;  1.240; -0.252;  3.137; -2.379;  1.206;  1.221
   -1.977;  2.471; -1.680;  1.148;  1.816;  0.055; -1.865;  0.269; -1.323; -2.486
    1.958;  0.823;  2.481;  2.209;  3.167; -0.762; -2.225; -0.123; -2.786;  1.026
   

 属性            大小     日期    时间   名称
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     文件       3333  2005-11-14 17:53  系统辨识\data.m

     文件       3440  2005-11-14 17:51  系统辨识\data.mat

     文件        981  2005-11-14 18:53  系统辨识\elsident.m

     文件        938  2005-11-16 22:21  系统辨识\lsident.m

     文件        781  2005-11-18 15:32  系统辨识\rlsident.m

     文件        846  2005-11-14 18:51  系统辨识\rlsidentmom.m

     文件       1122  2005-11-14 18:52  系统辨识\rlsidentmompv.m

     目录          0  2005-12-04 11:29  系统辨识

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