ABCDEFGHIJKLMNOPQRSTUVWXYZ
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X=Ψ.C
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ky(k)u(k)
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101,197
y(t)=a1y(t-1)+b0u(t-1)
y(1)y(0)u(0)
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20,239-1,83y(2)y(1)u(1)
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3-0,486-0,42y(3)y(2)u(2)
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40,159-0,5721y(4)y(3)u(3)
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50,194-0,287y(5)y(4)u(4)
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60,00390,435y(6)y(5)u(5)
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70,0067-1,404y(7)y(6)u(6)a1
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8-0,3150,193y(8)y(7)u(7)b0
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90,196-1,771y(9)u(8)
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10-0,4520,701y(10)y(8)u(9)
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110,366-0,389y(11)y(10)u(10)
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12-0,261-1,04y(12)y(11)u(11)
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13-0,077-1,256y(13)y(12)u(12)
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14-0,2120,966y(14)y(13)u(13)
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000
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0,23901,197
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-0,4860,239-1,83
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0,159-0,486-0,42
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0,1940,159-0,5721
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0,00390,194-0,287
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0,00670,00390,435a1
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-0,3150,0067-1,404b0
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0,196-0,3150,193
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-0,4520,196-1,771
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0,366-0,4520,701
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-0,2610,366-0,389
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-0,077-0,261-1,04
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-0,212-0,077-1,256
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transpΨ000,239-0,4860,1590,1940,00390,0067-0,3150,196-0,4520,366-0,261-0,077
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01,197-1,83-0,42-0,5721-0,2870,435-1,4040,193-1,7710,701-0,389-1,04-1,256
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transpΨ . Ψ
0,9062451-0,8865872
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-0,886587214,00376541
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inv(transpΨ . Ψ)
1,1763118460,07447304319
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0,074473043190,07612430055
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transpΨ . X
-0,53877877
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2,9845178
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y(t)=a1y(t-1)+b0u(t-1)
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Cmq=a1-0,4115057267tu(k)Yest(k)y(k)e(k)e%e^2(k)
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b00,187069835411,1970000
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2-1,830,2239225930,2390,015077407056%0,0002273282033
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3-0,42-0,4344832281-0,4860,0515167719111%0,002653977788
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4-0,57210,10022300570,1590,0587769943537%0,003454735065
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5-0,287-0,14826499360,1940,3422649936176%0,1171453258
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60,4350,0073228511790,00390,00342285117988%0,00001171591019
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7-1,4040,07836198320,00670,07166198321070%0,005135439835
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80,193-0,2948924537-0,3150,020107546286%0,0004043134175
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9-1,7710,15745441170,1960,0385455883120%0,001485762378
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100,701-0,3960940706-0,4520,0559059294312%0,003125472946
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11-0,3890,2941309330,3660,0718690670520%0,005165162798
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12-1,04-0,1938067293-0,2610,0671932707326%0,004514935631
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13-1,256-0,1148000498-0,0770,0378000498349%0,001428843767
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140,966-0,1877188353-0,2120,0242811646911%0,0005895749587
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V=0,1453425885
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