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clear all
clc
N=101;k=1:1:N;
s1(k)=0.3*rand(101,1);
s2(k)=0.3*rand(101,1);
s3(k)=0.3*rand(101,1);
%LES VARIABLES
x(:,1)=0.4*s1(k)+sin(k/N);
x(:,2)=s2(k)-2*cos(k/4);
x(:,3)=0.2*s3(k)-1;
x(:,4)=x(:,1)+x(:,2);
x(:,5)=x(:,2)+x(:,3);
x(:,6)=2*x(:,1)+x(:,3);
x(:,7)=x(:,4)+2*x(:,5);
for i=1:101;
dalta(:,:,i)=1*(2*randn(101,7)-1); %%% incertitude de la base de données
end;
mx=mean(x);
stdx=std(x);ax=zeros(101,7);
for i=1:101
ax(i,:)=(x(i,:)-mx)./stdx;
end
a=ax'*ax/100; %%% matrice de covariance
[v,c]=eig(a); %%% modele de ax (base de bonnées inconue %%%%
for i=1:100;
dalta1(:,:,i)=x'*dalta(:,:,i)+dalta(:,:,i)'*x+dalta(:,:,i)'*dalta(:,:,i); %%%% incertitude de la matrice de covariance
end;
for k=1:100;
for i=1:7
col1=c(i,i)*eye(7,7);
w=inv([(a-col1),v;v',zeros(7,7)])*[-dalta1(:,:,k)*v;zeros(7,7)];
end
end |
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