matlab程序(函数).doc

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Some of the M-files are generic so that the filenames indicate their function. These files are1. dft.m Discrete Fourier Transform程序% Discrete Fourier Transform%function Xk = dft(x)N,M = size(x);if M =1, % makes sure that x is a column vector x = x; N = M;endXk=zeros(N,1);n = 0:N-1;for k=0:N-1 Xk(k+1) = exp(-j*2*pi*k*n/N)*x;End2. idft.m Inverse Discrete Time Fourier Transform程序% Inverse Discrete Fourier Transform% function x = idft(Xn)N,M = size(Xn); if M = 1, % makes sure that Xn is a column vector Xn = Xn.; N = M; endx=zeros(N,1);n = 0:N-1;for k=0:N-1 x(k+1) = exp(j*2*pi*k*n/N)*Xn;endx = x/N;3. contfft.m Use of FFT to compute Continuous-Time Fourier Transform程序function X,w = contfft(x,T);% CONTFFT X,w = contfft(x,T)% % Computes the Fourier transform of a continuous time signal% using the FFT. The input is the sampled continuous% time signal x and the sampling time T. The output is% the Fourier transform X(w) and the frequency vector w.%n,m=size(x);if n1 is an integer. % Note that the system has only one input.% Ac,Bc,Cc,Dc=tf2ss(Np,Dp);Ad,Bd,Cd,Dd=tf2ss(Nd,Dd);nsam = T/(t(2)-t(1); % number of integration pts per sample% initialize Y = 0;UD = 0;ncr,ncc = size(Ac);xc0 = zeros(ncr,1);ndr,ndc = size(Ad);xdk = zeros(ndr,1);kmax = fix(t(length(t)/T); % # of complete samples in tfor k = 0:kmax-1 % calculate control and output of zoh ek = U(k*nsam+1) - Y(k*nsam+1); xd = Ad*xdk + Bd*ek; zoh = Cd*xdk + Dd*ek; xdk = xd; % integrate continuous-time plant with input of zoh for T seconds udi = zoh*ones(nsam+1,1); ti = t(k*nsam+1:(k+1)*nsam+1); tint = t(1:nsam+1); % required for Matlab 5.0, shifts time, but % since this is a time-invariant system, the results wont change yi,xi = lsim(Ac,Bc,Cc,Dc,udi,tint,xc0); xc0 = xi(nsam+1,:); % augment vectors Y = Y;yi(2:nsam+1); UD = UD;udi(2:nsam+1);endif(kmax*nsam+1 length(t) % compute tail of simulation from t(kmax*nsam) to t_endk = kmax;% calculate control and output of zoh ek = U(k*nsam+1) - Y(k*nsam+1); xd = Ad*xdk + Bd*ek; zoh = Cd*xdk + Dd*ek;% integrate continuous-time plant with input of zohti = t(k*nsam+1:length(t); tint = ti-ti(1); % again, needed for MATLAB 5.0 udi = zoh*ones(length(ti),1); yi,xi = lsim(Ac,Bc,Cc,Dc,udi,tint,xc0);% augment vectors Y = Y;yi(2:length(yi); UD = UD;udi(2:length(udi);end5. recur.m Computes solution of difference equations程序function y = recur(a,b,n,x,x0,y0);% y = recur(a,b,n,x,x0,y0)% solves for yn from:% yn + a1*yn-1 + a2*yn-2. + an*yn-N% = b0*xn + b1*xn-1 + . + bm*xn-M % a, b, n, x, x0 and y0 are vectors% a = a1 a2 . aN% b = b0 b1 . bM% n contains the time values for which the solution will be computed% y0 contains the initial conditions for y, in order,% i.e., y0 = yn0-N, yn0-N+1, .,yn0-1% where n0 represents the first element of n% x0 contains the initial conditions on x, in order% i.e., x0 = xn0-M,.,xn0-1% the output, y, has length(n)%N = length(a);M = length(b)-1;if length(y0) = N, error(Lengths of a and y0 must match)endif length(x0) = M, error(Length of x0 must match length of b-1)endy = y0 zeros(1,length(n);x = x0 xa1 = a(length(a):-1:1) % reverses the elements in ab1 = b(length(b):-1:1) for i=N+1:N+length(n), y(i) = -a1*y(i-N:i-1) + b1*x(i-N:i-N+M);endy = y(N+1:N+length(n)以下是一些书上的程序（用空行隔开）% Example 1.3% reads data file and plots closing price of QQQQc=csvread(QQQQdata1.csv,1,4,1 4 10 4);n=1:10;plot(n,c(n),n,c(n),o)gridxlabel(Day (n)ylabel(Closing Price)title(Figure 1.22) % Example 1.4% closing price cn plotted using os% 11-day MA filter output yn plotted using *sc=csvread(QQQQdata2.csv,1,4,1 4 50 4);for i=11:50; y(i)=(1/11)*sum(c(i-10:i);end;n=11:50;plot(n,c(n),n,c(n),o,n,y(n),n,y(n),*)gridxlabel(Day (n)ylabel(cn and yn)title(Figure 1.27)pause% plot of cn and yn+5 n=6:45;plot(n,c(n),n,c(n),o,n,y(n+5),n,y(n+5),*)axis(5 45 34 37.5)gridxlabel(Day (n