Convex Solution to Constrained Total Least Squares

This function presents a convex solution to the Constrained Total Least Squares Problem

Add the folder to the path of Matlab.

Please check the examples folder.

Estimate parameters of a plane:

z = 2 * x + 3 * y.

% Generate TRUE POINTS
x=randn(N,1);
y=randn(N,1);
z=2*x+3*y;

% Generate ERROR
v1=randn(N,1);

% Erros affect measurements
xr=x+0.3*v1;
yr=y+0.2*v1;
zr=z+0.4*v1;

Phi=[xr yr];
F = [0.3*ones(N,1) 0.2*ones(N,1) 0.4*ones(N,1)];
kctls = ctls(Phi,zr,F);

Diego Eckhard - [email protected] - @diegoeck

Cristiane?