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ckbs_sumsq_obj Example and Test

Source Code
 
function [ok] = sumsq_obj_ok()
ok = true;
% --------------------------------------------------------
% You can change these parameters
m    = 1;   % number of measurements per time point
n    = 2;   % number of state vector components per time point
N    = 3;   % number of time points
% ---------------------------------------------------------
%  Define the problem
rand('seed', 123);
x    = rand(n, N);
z    = rand(m, N);
h    = rand(m, N);
g    = rand(n, N);
dh   = zeros(m, n, N);
dg   = zeros(n, n, N);
qinv = zeros(n, n, N);
rinv = zeros(m, m, N);
for k = 1 : N
	dh(:, :, k)   = rand(m, n);
	dg(:, :, k)   = rand(n, n);
	tmp           = rand(m, m);
	rinv(:, :, k) = (tmp + tmp') / 2 + 2 * eye(m);
	tmp           = rand(n, n);
	qinv(:, :, k) = (tmp + tmp') / 2 + 2 * eye(n);
end
% ---------------------------------------------------------
% Compute the Objective using ckbs_sumsq_obj
obj  = ckbs_sumsq_obj(x, z, g, h, dg, dh, qinv, rinv);
% ---------------------------------------------------------
sumsq = 0;
xk    = zeros(n, 1);
for k = 1 : N
	xkm   = xk;
	xk    = x(:, k);
	xres  = xk      - g(:, k) - dg(:,:, k) * xkm;
	zres  = z(:, k) - h(:, k) - dh(:,:, k) * xk;
	sumsq = sumsq + xres' * qinv(:,:, k) * xres;
	sumsq = sumsq + zres' * rinv(:,:, k) * zres;
end
ok = ok & ( abs(obj - sumsq/2) < 1e-10 );
return
end

Input File: test/sumsq_obj_ok.m