u=[1.1470    0.2010   -0.7870   -1.5890   -1.0520    0.8660    1.1520    1.5730    0.6260...
   0.4330   -0.9580    0.8100   -0.0440    0.9470   -1.4740   -0.7190   -0.0860   -1.0990...
   1.4500    1.1510    0.4850    1.6330    0.0430    1.3260    1.7060   -0.3400    0.8900...
   1.1440    1.1770   -0.3900];    %給定的30組輸入數(shù)據(jù)
y=[      0    0.4470   -0.2550   -0.1380   -0.4860   -0.0690    0.4310    0.0940    0.5540...
   -0.1820    0.2910   -0.5700    0.7080   -0.4890    0.6500   -0.9620    0.3180   -0.1200...
   -0.4900    1.0700   -0.4510    0.5670    0.2000   -0.1420    0.6240    0.2070   -0.3210...
    0.6070   -0.0100    0.4420];   %對應的30組輸出數(shù)據(jù)
y1=-y(:,2:30)';
y2=-y(:,1:29)';
u1=u(:,2:30)';
u2=u(:,1:29)';
X=[y1 y2 u1 u2];                   %用輸入輸出數(shù)據(jù)構(gòu)成X陣
P=10^8*eye(4,4);                   %為P(0)賦初值為一個4×4的單位陣×10^8
sit=zeros(4,1);                    %為所求向量賦初值為0陣
lmd=0.95;                          %取遺忘指數(shù)為0.95
for i=1:28;
    yk=y(:,i+2);                   %在y中依次取y(k+1)值
    xk=(X(i,:))';                  %在X中依次取x(k+1)的值
    K=P*xk/(lmd+xk'*P*xk);         %依次遞推K(k+1)的值
    sit=sit+K*(yk-xk'*sit);        %依次遞推所求向量的值
    P=(P-K*xk'*P)/lmd;             %依次遞推P(k+1)的值
end
sit                                %28次循環(huán)后得到所求參數(shù)