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How to fit data to a function with last output as input?

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wkm42
wkm42 2016-7-29
回答： Torsten 2016-7-29
Hey, whats the easiest way to estimate the constants k1,k2,k3 in the function y:
y_n = k1 * x_n + k2 * x_(n-1) + k3 * y_(n-1)
I have an array of x and the desired y. I took a look at the optimization toolbox, but I dont know how to get it to work with last output/input as input.
Thanks for any suggestions!

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Torsten
Torsten 2016-7-29
A=zeros(N-1,3);
b=zeros(N-1);
A(:,1)=x(2:N);
A(:,2)=x(1:N-1);
A(:,3)=y(1:N-1);
b(1:N-1)=y(2:N);
k=A\b;
Best wishes
Torsten.

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