ce6_2a.m

给定带有高斯噪声的三组样本,对其进行最小二乘拟合,并且绘图,求出误差协方差

clear all
load c6_2b.dat;
z1 = c6_2b;
[n,m] = size(z1);

[a,b] = line_fit(z1,100);

H = zeros(n,2);
H(:,1) = 1;
H(:,2) = z1(:,1);

error = 0;
for i = 1:n
    error = (z1(i,2) - H(i,:)*[b;a])^2 + error;
end
error = error/n;
Z1 = [z1(:,1),H*[b;a]];
P1 = (H'*H)^(-1)*error;
meanZ = mean(z1(:,2));
varZ = var(z1(:,2));
meanZ1 = mean(Z1(:,2));
varZ1 = var(Z1(:,2));
covZ = cov(z1);
covZ1 = cov(Z1);