% % PURPOSE : TLS solution for AX = B based on SVD assuming X is diagonal % % ARGUMENTS : % % A : observation of A % B : observation of B % % OUTPUTS : % % X : TLS solution for X (Diagonal) % %********************************************************************************************** % EURECOM - All rights reserved % % AUTHOR : Xiwen JIANG, Florian Kaltenberger % % DEVELOPMENT HISTORY : % % Date Name(s) Version Description % ----------- ------------- ------- ------------------------------------------------------ % Apr-30-2014 X. JIANG 0.1 creation of code % % REFERENCES/NOTES/COMMENTS : % % - I. Markovsky and S. V. Huffel, “Overview of total least-squares methods,” Signal Processing, vol. 87, pp. % 2283–2302, 2007 % %********************************************************************************************** function [X_est A_est B_est] = f_tls_diag(A,B) d_N = size(A,2); X_est = zeros(d_N); A_est = zeros(size(A)); B_est = zeros(size(B)); err_est = zeros(d_N); for d_n = 1:d_N [X_est(d_n,d_n) A_est(:,d_n) B_est(:,d_n)] = f_tls_svd(A(:,d_n),B(:,d_n)); end %method 2: LS solution % for d_n = 1:d_N % X_est(d_n,d_n) = (A(:,d_n).'*A(:,d_n))\A(:,d_n).'*B(:,d_n); % end