ps5_soln - EE 482 Problem 21: Problem Set 5 Solutions -2- %...

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EE 482 Problem Set 5 Solutions -2- Problem 21: % EE 482 Spring 2008 % Problem Set 5, Problem 21 % load the measured data ym and xm: % ym(k) = m xm(k) + b load ps5_p21_data % construct the A matrix and b column vector A = [ xm' * xm, sum(xm); ... sum(xm), length(xm)]; b = [xm' * ym; sum(ym)]; % find the least squares estimate of m and b theta = inv(A) * b; % find the estimated value of y % y_est(k) = m_est xm(k) + b_est y_est = theta(1) * xm + theta(2); % plot the measured data and estimated line figure(1) plot(xm, y_est, 'g' , xm, ym, 'or' ) legend([ 'estimated line: m_{est} = ' ,num2str(theta(1), 3), ', ' , ... ' b_{est} = ' ,num2str(theta(2), 3)], ... 'measurement data' ) ylabel( 'y' ) xlabel( 'x' ) title( 'Problem Set 5, Problem 22' )
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EE 482 Problem Set 5 Solutions -9- Problem 23: function [J, num_d, den_d, y_est] = find_LSE(y,u, n, m) % EE 482 Spring 2008 % Function to generate LSE N = length(y); % number of data {u(k), y(k)} data points % % Find batch least-squares estimate of theta for n, m % phi(k) = [y(k-1),,,,, y(k-n), u(k-n+m),. .. u(k-n)]'; n+m+1 by 1 col vector % theta = [-a(n-1),. ..,-a0, bm, . .. bo]'; n+m+1 by 1 col vector % Let % A = sum( phi(k) * phi'(k) ) form k = n to N; A is n+m+1 by n+m+1 matrix % b = sum( y(k) phi(k) ) from k = n to N; b is n+m+1 by 1 col vector % The batch least-squares estimate is %
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This note was uploaded on 07/23/2008 for the course EE 482 taught by Professor Schiano during the Spring '08 term at Pennsylvania State University, University Park.

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ps5_soln - EE 482 Problem 21: Problem Set 5 Solutions -2- %...

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