Please write programme code to estimate the coefficients in the linear AR
model using least square algorithm?
y(k) = 0.5y(k-1)-0.85y(k-2)+0.7u(k-1)+e(k), where input u =
randn(length(y),1), white noise e = 0.1×randn(length(y),1), k = 1000
这个简单啊 最小二乘估计 搜索一下 找到结果的举证表达式 把其他的矩阵按要求带进去就可以了