ce6_1cd.m

利用最小二乘的方法进行直线拟合,生成100组带有高斯噪声的数据进行模拟

clear all
n = 10000;
z = zeros(n,2);
x = [2.4,4.32]';
v = zeros(2,n);
for i = 1:n;
    v(:,i) = [0.05,0;0.6*0.015,0.015*0.8]*randn(2,1);
    z(i,:) = ([0,i;0.5,i/10]*x + v(:,i))';
end

[a,b] = line_fit(z,n)

H = zeros(n,2);
H(:,1) = 1;
H(:,2) = z(:,1);

error = 0;
for i = 1:n
    error = (z(i,2) - H(i,:)*[b;a])^2 + error;
end
error = error/n;

P = (H'*H)^(-1)*error;

z1 = zeros(2*n,1);
H1 = zeros(2*n,2);
v1 = zeros(2*n,1);
for i = 1:n
    z1(2*i-1) = z(i,1);
    z1(2*i) = z(i,2);
    v1(2*i-1) = v(1,i);
    v1(2*i) = v(2,i);
    H1(2*i-1,:) = [0,i];
    H1(2*i,:) = [0.5,i/10];
end
covV1 = cov(v1);
W1 = covV1^(-1);
x_LS = ((H1'*W1*H1))^(-1)*H1'*W1*z1;