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11 lines
208 B
11 lines
208 B
% Ridge regression
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load('./SysID_Exercise_1.mat')
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w = [x.' ; 2.*x.'.^2-1].';
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u = [1; 0.4];
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sigma_p = 0.01;
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sigma = 0.1;
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theta = inv(1/sigma * w.' * w + 1/sigma_p*eye(2)) * (1/sigma*w.'*(y-0.2)+u/sigma_p)
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