clc
clear
syms N n
%%
fisher=[N symsum(n,n,0,N-1) -symsum(n^2,n,0,N-1); ...
symsum(n,n,0,N-1) symsum(n^2,n,0,N-1) -symsum(n^3,n,0,N-1); ...
-symsum(n^2,n,0,N-1) -symsum(n^3,n,0,N-1) symsum(n^4,n,0,N-1)];
fisher_inverse=inv(fisher);
var=diag(fisher_inverse)*0.01; % column
for k=100:1:500
k
y(:,k-99)=subs(var,k); % CRLB
y_esti(:,k-99)=MVUE_real(k);
end
x=100:1:500;
%semilogy(x,y(1,:),'b',x,y_esti(1,:),'b:',x,y(2,:),'r',x,y_esti(2,:),'r:',x,y(3,:),'g',x,y_esti(3,:),'g:')
hold on;
semilogy(x,y(1,:),'b',x,y_esti(1,:),'c','LineWidth', 2)
grid on;
set(gca,'fontsize',12);
title('A');
legend('CRLB for A', '\sigma_A^2')
xlabel('Number of observations')
saveas( gca , 'HW1_A','png' )
figure
semilogy(x,y(2,:),'b',x,y_esti(2,:),'c','LineWidth', 2)
grid on;
set(gca,'fontsize',12)
title('B');
legend('CRLB for B', '\sigma_B^2')
xlabel('Number of observations')
saveas( gca , 'HW1_B', 'png' )
figure
semilogy(x,y(3,:),'b',x,y_esti(3,:),'c','LineWidth', 2)
grid on;
set(gca,'fontsize',12)
title('C');
legend('CRLB for C', '\sigma_C^2')
xlabel('Number of observations')
saveas( gca , 'HW1_C','png' )