系统辨识作业 考虑如下模型

z(k)-1.5z(k-1)+0.7z(k-2)=u(k-1)+0.5u(k-2)+v(k)

其中v(k)是均值为0，方差为1的白噪声。根据模型生成数据，采用递推最小二乘法对模型参数进行辨识，要求绘出各参数随时间的变化曲线。

-"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.