jiangx
20d52e1953
git-svn-id: http://svn.eurecom.fr/openair4G/trunk@5910 818b1a75-f10b-46b9-bf7c-635c3b92a50f
54 lines
1.3 KiB
Matlab
54 lines
1.3 KiB
Matlab
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% PURPOSE : TLS solution for AX = B based on alternative projection
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% ARGUMENTS :
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% A : observation of A
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% B : observation of B
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% OUTPUTS :
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% X : TLS solution for X
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%**********************************************************************************************
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% EURECOM - All rights reserved
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% AUTHOR : Xiwen JIANG, Florian Kaltenberger
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% DEVELOPMENT HISTORY :
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% Date Name(s) Version Description
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% ----------- ------------- ------- ------------------------------------------------------
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% Mai-05-2014 X. JIANG 0.1 creation of code
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% REFERENCES/NOTES/COMMENTS :
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%
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% - none.
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%
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%**********************************************************************************************
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function [X_est A_est B_est] = f_tls_ap(A,B)
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%** initlisation **
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e_new = 0;
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e_old = 1e14;
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e_thr = 1e-5; %error threshold: what if the error cannot fall down under the error threshold
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X_est = eye(size(A,2));
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A_est = A;
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%** alternative projection **
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while(abs(e_new-e_old)>e_thr)
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e_old = e_new;
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% optimise X_est
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X_est = (A_est'*A_est)\A_est'*B;
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%optimise A_est
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A_est = B*X_est'/(X_est*X_est');
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e_new = norm(A_est*X_est-B)^2+norm(A_est-A)^2;
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end
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B_est = A_est*X_est;
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end
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