jiangx
20d52e1953
git-svn-id: http://svn.eurecom.fr/openair4G/trunk@5910 818b1a75-f10b-46b9-bf7c-635c3b92a50f
47 lines
1.2 KiB
Matlab
47 lines
1.2 KiB
Matlab
%
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% PURPOSE : TLS solution for AX = B based on SVD assuming X is diagonal
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%
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% ARGUMENTS :
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%
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% A : observation of A
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% B : observation of B
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%
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% OUTPUTS :
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%
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% X : TLS solution for X (Diagonal)
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%
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%**********************************************************************************************
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% EURECOM - All rights reserved
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%
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% AUTHOR : Xiwen JIANG, Florian Kaltenberger
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%
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% DEVELOPMENT HISTORY :
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%
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% Date Name(s) Version Description
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% ----------- ------------- ------- ------------------------------------------------------
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% Apr-30-2014 X. JIANG 0.1 creation of code
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%
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% REFERENCES/NOTES/COMMENTS :
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%
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% - I. Markovsky and S. V. Huffel, “Overview of total least-squares methods,” Signal Processing, vol. 87, pp.
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% 2283–2302, 2007
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%
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%**********************************************************************************************
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function [X_est A_est B_est] = f_tls_diag(A,B)
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d_N = size(A,2);
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X_est = zeros(d_N);
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A_est = zeros(size(A));
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B_est = zeros(size(B));
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err_est = zeros(d_N);
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for d_n = 1:d_N
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[X_est(d_n,d_n) A_est(:,d_n) B_est(:,d_n)] = f_tls_svd(A(:,d_n),B(:,d_n));
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end
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%method 2: LS solution
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% for d_n = 1:d_N
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% X_est(d_n,d_n) = (A(:,d_n).'*A(:,d_n))\A(:,d_n).'*B(:,d_n);
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% end
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