请教一下这段matlab程序的意思,ksdensity(x);这个函数是求概率密度估计得a=0.8;sigma=2;N=200;u=randn(N,1);x(1)=sigma*u(1)/sqrt(1-a^2);for i=2:Nx(i)=a*x(i-1)+sigma*u(i);end[f,xi]=ksdensity(x);Plot(xi,f);xlabel(‘x’);ylabel(‘f(x
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![请教一下这段matlab程序的意思,ksdensity(x);这个函数是求概率密度估计得a=0.8;sigma=2;N=200;u=randn(N,1);x(1)=sigma*u(1)/sqrt(1-a^2);for i=2:Nx(i)=a*x(i-1)+sigma*u(i);end[f,xi]=ksdensity(x);Plot(xi,f);xlabel(‘x’);ylabel(‘f(x](/uploads/image/z/2340679-31-9.jpg?t=%E8%AF%B7%E6%95%99%E4%B8%80%E4%B8%8B%E8%BF%99%E6%AE%B5matlab%E7%A8%8B%E5%BA%8F%E7%9A%84%E6%84%8F%E6%80%9D%2Cksdensity%28x%29%3B%E8%BF%99%E4%B8%AA%E5%87%BD%E6%95%B0%E6%98%AF%E6%B1%82%E6%A6%82%E7%8E%87%E5%AF%86%E5%BA%A6%E4%BC%B0%E8%AE%A1%E5%BE%97a%3D0.8%3Bsigma%3D2%3BN%3D200%3Bu%3Drandn%28N%2C1%29%3Bx%281%29%3Dsigma%2Au%281%29%2Fsqrt%281-a%5E2%29%3Bfor+i%3D2%3ANx%28i%29%3Da%2Ax%28i-1%29%2Bsigma%2Au%28i%29%3Bend%5Bf%2Cxi%5D%3Dksdensity%28x%29%3BPlot%28xi%2Cf%29%3Bxlabel%28%E2%80%98x%E2%80%99%29%3Bylabel%28%E2%80%98f%28x)
请教一下这段matlab程序的意思,ksdensity(x);这个函数是求概率密度估计得a=0.8;sigma=2;N=200;u=randn(N,1);x(1)=sigma*u(1)/sqrt(1-a^2);for i=2:Nx(i)=a*x(i-1)+sigma*u(i);end[f,xi]=ksdensity(x);Plot(xi,f);xlabel(‘x’);ylabel(‘f(x
请教一下这段matlab程序的意思,ksdensity(x);这个函数是求概率密度估计得
a=0.8;
sigma=2;
N=200;
u=randn(N,1);
x(1)=sigma*u(1)/sqrt(1-a^2);
for i=2:N
x(i)=a*x(i-1)+sigma*u(i);
end
[f,xi]=ksdensity(x);
Plot(xi,f);
xlabel(‘x’);
ylabel(‘f(x)’);
axis([-15 15 0 0.13]);
问题补充:
x(1)=sigma*u(1)/sqrt(1-a^2);
x(i)=a*x(i-1)+sigma*u(i);程序中这两个公式是什么意思?有什么实际意义?
请教一下这段matlab程序的意思,ksdensity(x);这个函数是求概率密度估计得a=0.8;sigma=2;N=200;u=randn(N,1);x(1)=sigma*u(1)/sqrt(1-a^2);for i=2:Nx(i)=a*x(i-1)+sigma*u(i);end[f,xi]=ksdensity(x);Plot(xi,f);xlabel(‘x’);ylabel(‘f(x
sigma方差,其他偶不知道啦