Created
April 7, 2017 15:49
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%% data | |
xhat = [ 1 2 3 4 1 2 3 4 -1 -2 -3 -4 -1 -2 -3 -4].'; | |
yhat = [ 1 2 3 4 -1 -2 -3 -4 1 2 3 4 -1 -2 -3 -4].'; | |
phat = [1 2 1 2 -1 5]; % a,b,c,d,e,f | |
Noise = 5*randn(16,1); | |
syms x y z | |
p = sym('p',[ 1 6]); | |
%% define function and error function | |
func = p(1) *x^2 + p(2)*y^2 +p(3)*x*y + p(4)*x+p(5)*y+p(6); | |
R = z - func; | |
S = R^2; | |
%% make data (observation) | |
zbuf = subs(func,{x,y},{xhat,yhat}); | |
zhat = double(subs(zbuf,p,phat))+Noise; | |
%% | |
Jaco = jacobian(R,p); | |
Jacob = subs(Jaco,{x,y},{xhat,yhat}); | |
SEF = subs(S,{x,y,z},{xhat,yhat,zhat}); | |
r = subs(R,{x,y,z},{xhat,yhat,zhat}); | |
iteration = 20; | |
vinit = phat.'*1.1; | |
v = vinit; | |
lambda = 1; | |
I = eye(size(Jacob,2)); | |
for i = 1:iteration | |
J = double(subs(Jacob,p,v.')); | |
df = double(subs(r,p,v.')); | |
delta = - ( J.' * J + lambda * I)\J.' * df; | |
v = v + delta; | |
SOE = double(subs(SEF,p,phat)); | |
SumOfError(i) = SOE.' * SOE; | |
end | |
display(v) | |
%% showing | |
figure(1); | |
plot3(xhat,yhat,zhat,'r+'); | |
hold on; | |
ff = subs(func,p,phat); | |
ezsurf(ff,[-4,4,-4,4]); | |
hold off; | |
grid on; | |
view([-80 20]) | |
%% | |
figure(2); | |
plot(SumOfError); | |
legend('Squared Error'); | |
xlabel('iteration'); | |
grid on; |
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