/// <summary>
/// 测试参数加权平差
/// </summary>
public static void Test()
{
Random random = new Random();//观测噪声
double[][] A = MatrixUtil.CreateIdentity(6);
double[][] L = MatrixUtil.Create(6, 1);
for (int i = 0; i < L.Length; i++)
{
L[i][0] = i + 1 + random.NextDouble() - 0.5;
}
double[][] QL = MatrixUtil.CreateDiagonal(6, 1);
double[][] Xa0 = MatrixUtil.Create(3, 1);
for (int i = 0; i < Xa0.Length; i++)
{
Xa0[i][0] = i + 1;
}
double[][] Qx0 = MatrixUtil.CreateDiagonal(3, 0.001);
// WeightedParamAdjustment adjust = new WeightedParamAdjustment(A, L, QL, Xa0, Qx0);
}
/// <summary>
/// 根据新的名称列表，生成新的矩阵。
/// </summary>
/// <param name="newParamNames">新矩阵行列名称</param>
/// <param name="DefaultValue">默认非对角线数值</param>
/// <param name="DefaultDiagonalValue">默认对角线数值的平方根</param>
/// <returns></returns>
public double[][] GetNewMatrix(List <string> newParamNames, double defaultVal, double DefaultDiagonalValue)
{
int newLen = newParamNames.Count;
double[][] newMatrix = MatrixUtil.CreateDiagonal(newLen, 0);
for (int i = 0; i < newLen; i++)
{
string name = newParamNames[i];
NamedVector sat = null;
if (dict.ContainsKey(name))
{
sat = dict[name];
}
else
{
sat = new NamedVector(name, defaultVal, DefaultDiagonalValue);
}
for (int j = 0; j < newLen; j++)
{
newMatrix[i][j] = sat.GetValue(newParamNames[j]);
}
}
return(newMatrix);
}
private WeightedVector BuildObservation()
{
var cova = MatrixUtil.CreateDiagonal(1, ObsValue.Variance);
return(new WeightedVector(new double[] { ObsValue.Value }, cova));
}