annotate ddm_der_lin_sys_sol.m @ 4:72c011ed1977
tip
more elaborate example with non-stat. estimate explanation
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smusevic |
| date |
Tue, 30 Jul 2013 09:56:27 +0100 |
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a4a7e3405062 |
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1 function [ddlss dlss A_plus AA_inv A_der_plus] = ddm_der_lin_sys_sol(A_sys,b_sys,A_der_sys,b_der_sys,N_fft,R,Q)
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2 dlss = zeros(Q+1, N_fft-R+1);
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3 ddlss = zeros(Q+1, N_fft-R+1);
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4
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5 for l=1:N_fft-R+1
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6 A = A_sys(:,:,l);
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7 b = b_sys(:,:,l);
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8
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9
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10 AA_inv = inv(A'*A);
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11 A_plus = AA_inv*A';
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12 ddm_est_ = fliplr((A_plus * b).');
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13 dlss(:,l) = [ddm_est_ 0];
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14
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15 A_der = A_der_sys(:,:,l);
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16 b_der = b_der_sys(:,:,l);
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17 AA_mix = ( A_der' * A + A' * A_der );
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18 A_der_plus = (-AA_inv * AA_mix * AA_inv * A' + AA_inv * A_der');
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19 ddm_est_der_ = fliplr((A_der_plus *b + A_plus * b_der).');
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20 ddlss(:,l) = [ddm_est_der_ 0];
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21
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22 end
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23 end |
