在MATLAB中,实现广义预测模型的参数整定仿真。该过程包括对预测矩阵的正定性分析和参数优化。具体步骤包括数据预处理、模型构建、参数调整及仿真结果的验证。通过这些步骤,确保模型能够有效捕捉数据中的动态变化。
Generalized Prediction Matrix Parameter Positive Definiteness in MATLAB
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