Linear Least Square fit
5 ビュー (過去 30 日間)
古いコメントを表示
Hi,
I am new here and I apologize for any mistakes.
I have a problem and I don't know how to solve it please guide me.it"s not a homework or anything.
a data is given and
and y values have variance-covariance
find the optimal parameters c1 and c2 for fitting function
calculate the variance-covariance matrix.
2 件のコメント
John D'Errico
2020 年 9 月 25 日
編集済み: John D'Errico
2020 年 9 月 25 日
This is a bit confusing.
Are you asking to compute a least squares fit, GIVEN a known covariance matrix on the vector y? If so, then you can use lscov.
Or are you asking to compute a least squares fit, and then estimate a covariance matrix for the parameters?
First, you showed a covariance matrix, but then you ask to compute a covariance matrix.
回答 (1 件)
Alan Stevens
2020 年 9 月 25 日
For the linear least squares best fit, try:
>> M = [ones(3,1), x.^3];
>> C = M\y
C =
0.6667
0.5000
For the var-covar look up the MATLAB documentation on cov.
参考
カテゴリ
Help Center および File Exchange で Least Squares についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!