% Ridge regression

load('./SysID_Exercise_1.mat')

w = [x.' ; 2.*x.'.^2-1].';

u = [1; 0.4];
sigma_p = 0.01;
sigma = 0.1;

theta = inv(1/sigma * w.' * w + 1/sigma_p*eye(2)) * (1/sigma*w.'*(y-0.2)+u/sigma_p)