系统辨识课课后作业的代码，最小二乘法辨识，包括运行结果。

Estimtion is the process of extracting information from data - data which can be used to infer the desired information and niay contain errors. Modern estimation methods use known relationships to compute the deslred information from the measurements. taking account of measurement errors, the effects of disturbances and control actions on the system, and prior knowledge of the information. Diverse measurements car! be blended to form "best" estimates, and information which is unavailable for measurement can be approximated in an optimal fashion. The intent of this book is to enable readers to achieve a level of competence that will permit their participation in the des~gn and evaluation of practical estimators. Therefore, the text is oriented to the applied rather than theoretical aspects of optimal estimation. It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant,arguments are used extensively, with emphasis on physical insights and key questlons of practical importance.

Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents the central concepts and methods of optimal estimation theory and applies the methods to problems with varying degrees of analytical and numerical difficulty. Different approaches are often compared to show their absolute and relative utility. The authors also offer prototype algorithms to stimulate the development and proper use of efficient computer programs. MATLAB(R) codes for the examples are available on the book's website. New to the Second Edition With more than 100 pages of new material, this reorganized edition expands upon the best-selling original to include comprehensive developments and updates. It incorporates new theoretical results, an entirely new chapter on advanced sequential state estimation, and additional examples and exercises. An ideal self-study guide for practicing engineers as well as senior undergraduate and beginning graduate students, the book introduces the fundamentals of estimation and helps newcomers to understand the relationships between the estimation and modeling of dynamical systems. It also illustrates the application of the theory to real-world situations, such as spacecraft attitude determination, GPS navigation, orbit determination, and aircraft tracking.