Linear Least Square fit
6 views (last 30 days)
Show older comments
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 Comments
John D'Errico
on 25 Sep 2020
Edited: John D'Errico
on 25 Sep 2020
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.
Answers (1)
Alan Stevens
on 25 Sep 2020
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.
See Also
Categories
Find more on Least Squares in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!