confidence interval with lsqlin function in matlab

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prakash kumar
prakash kumar 2017 年 2 月 21 日
Hi all, I have a model in which 8 parameters are as follows Q(t)= a1*A(t)+ a2*B(t)+ a3*B(t)^2+ a4*A(t)^2*B(t) +a5*A(t)^3+ a6*B(t)^3+ a7*A(t)^2*B(t)^2+a8*A(t)^5 Where P(t), A(t) and B(t) are known for any point of time or a sample of time. Then I want to obtain the value of a1, a2, a3,a4,a5,a6,a7, a8 with constrained a1>0, a2<0, a3>0,a4>0,a5<0, a6>0, a7<0 and a8>0. All parameters (a1, a2, a3,a4,a5,a6,a7, a8) are identified with the help of lsqlin function in matlab. I would like to know how can I compute confidence interval of identified parameter.

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