gistfile1.matlab

x=[1:1006];
w=1.2;
x=sin(w.*x);
q(1)=0;
q(2)=0;
for i=3:1005,
    q(i)=1.5*q(i-1)-0.7*q(i-2)+x(i-1)+0.5*x(i-2)+randn(1,1);
end
for i=1:1000,
    q(i)=q(i+2);
end

%初始化
m=3;
k=0.8;
ee=0;
for i=1:m,
    for j=1:m,
        a(i,j)=x(i+j);
    end
end
[u,s,v]=svd(a);
for i=1:m,
    b(i)=q(i);
end
b=u'*b';
%迭代
for t=2:1000,
    bb=0;
    r=rank(v)
    %a的迭代
    s1(1:r,1:m)=s(1:r,1:m);
    u1(1:r,1:m)=u(1:r,1:m);
    a=s1.*v;
    a=0.8.*a;
    for j=1:m,
        a(r+1,j)=x(t-1+j);
    end
    [u,s,v]=svd(a);
    %b的迭代
    b=0.8.*b;
    b(r+1)=q(t);
    bb(1:r+1)=b(1:r+1);
    bb=u'*bb';
    %系数
    for i=1:r,
        w(i)=bb(i)./s(i,i);
    end
    %error
    ww=w';
    e=bb-a*ww;
    ee=normest(e);
    hold on
    axis([1 1000 -10 10]);
    plot(t,e);
end