Introduction - If you have any usage issues, please Google them yourself
"System identification" computer test 。Consider the following model
Z (k) to 1.5 of z (k- 1)+ 0.7 z (k- 2) = u (k- 1)+ 0.5 u (k- 2)+ v (k)
The v (k) is the mean to 0, the white noise variance 1. Generate data according to the model, the recursive least squares method is adopted to model parameters are identified, draw the parameters changing with time curve.