批处理最小二乘法 python

参考：系统辨识与自适应控制MATLAB仿真（修订版） 庞中华 崔红

仿真实例2.5

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import numpy as np import matplotlib.pyplot as plt from mxulie import M_sequences   plt.rcParams['font.sans-serif'] = ['Yahei consolas hybrid'] #plt.rcParams['axes.unicode_minus']=False   if __name__ == '__main__':     L = 100 #序列长度     Y = np.zeros(L)     phi = np.zeros((L,4))     [M,IM]=M_sequences(L)     xi = np.sqrt(0.01) * np.random.randn(L,1)           y1 = y2 =0     u4 = u3 = u2 =u1 =0     theta = np.array([1.5,-0.7,1,0.5])       for i in np.arange(L):         phi[i,:] = ((y1 , y2 ,u3 ,u4))              Y[i] = np.dot(theta,phi[i,:]) + xi[i]         #Y[i] = 1.5*y1 -0.7*y2 + u3 + 0.5*u4 + xi[i]             y2 = y1         y1 = Y[i]           u4 = u3         u3 = u2         u2 = u1         u1 = IM[i]                 theta1 = np.dot(np.dot(np.linalg.inv(np.dot(phi.T,phi)),phi.T),Y)     print(theta1)         plt.subplot(2,1,1)     plt.title('输入-逆M序列')     plt.step(np.arange(L),IM)       plt.subplot(2,1,2)     plt.title('输出-Y')     plt.plot(np.arange(L),Y)       plt.subplots_adjust(hspace = 0.35)     plt.show()