Linear Least Square fit
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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 commentaires
John D'Errico
le 25 Sep 2020
Modifié(e) : John D'Errico
le 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.
Réponses (1)
Alan Stevens
le 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.
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