% PURPOSE: Demo of vdp() % Estimation subject to transversal constraints % by means of a quadratic optimization criterion %--------------------------------------------------- % USAGE: vdp_d %--------------------------------------------------- close all; clear all; clc; % Unbalanced vector y = [ 220.00 130.00 200.00 100.00 450.00 70.00 120.00 221.00 ]; [k,n]=size(y); % Linear constraints A =[ 1.00 0 1.00 0 1.00 1.00 1.00 0 -1.00 0 -1.00 0 -1.00 0 -1.00 -1.00 ]; % VCV matrix of estimates sigma=zeros(k,k); sigma(1,1)= 10; sigma(2,2)= 5; sigma(3,3)= 25; sigma(4,4)= 55; sigma(5,5)= 0; % Fixed estimation --> z(5)=y(5) sigma(6,6)= 15; sigma(7,7)= 10; sigma(8,8)= 12; % Calling van der Ploeg function z = vdp(y,sigma,A); % Check initial_discrepancy = A' * y final_discrepancy = A' * z % Revision (as %) p = 100 * ((z - y) ./ y); % Final results: disp ('Initial estimate, final estimate, revision in %, variances '); results=[y z p diag(sigma)]