Function fitting given samples and two varying paramters
1 view (last 30 days)
Show older comments
J.L. Jones
on 28 Jun 2014
Commented: Image Analyst
on 29 Jun 2014
Suppose I've a set of samples for a function f, I've to find the w_i and deltas of this formulation:
(this is the function to minimize)
while the x are known and K is known aswell.
Any hint/pointer to MATLAB tools to do it/ easy way to do it?
6 Comments
Star Strider
on 28 Jun 2014
I don’t understand the summation. Are there simply K (x,f(x)) pairs? If you have data as a function of x, then you can easily create an anonymous function for the argument of the summation and use any number of available curve-fitting functions to estimate the parameters (here, w and δ).
Image Analyst
on 29 Jun 2014
Can you explain the " use case"? I understand the part in between the parentheses - basically you want to fit some signal to a combination of K Gaussians, whose parameters are to be determined. But why are you multiplying that by x and integrating? What's the effect of that?
Accepted Answer
Roger Stafford
on 29 Jun 2014
This appears to be a standard problem for 'fminsearch' or 'fminunc'. The only special feature is that the objective function to be minimized requires both a summation over K terms (I assume) to obtain the integrand function and integration over (I presume) an infinite range. The objective function computation might make the process rather slow.
0 Comments
More Answers (0)
See Also
Categories
Find more on Interpolation 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!