weighted least-squares + weighted min-max optimization
214222008-09-12T14:06:03Z2008-09-12T14:06:03ZThis is a wrapper function to solve optimization problems (using FMINCON) of the form:min w.r.t. X of CostFunc(X) = beta*(W_ls*F(X)) + (1 -...
View ArticleBatchLeastSquares(u,y,d,nb,na)
562642016-04-04T09:40:21Z2016-04-04T09:40:21ZThis function estimates the the transfer function coefficients (System Parameters) offline using Batch Least Squares Method.
View ArticleFitting a conic to a given set of points using Trust Region method
321092011-07-06T21:59:55Z2011-07-06T21:59:55ZA general conic can be uniquely describe by the following equation up to a scale factor: Ax^2+Bxy+Cy^2+Dx+Ey+F=0Then (A,B,C,D,E,F) is often called algebraic...
View Articleiterative weighted least squares
650162017-11-09T23:34:46Z2017-11-09T23:34:46Zgauss-newton
View ArticleRecursive Least Squares
563602016-04-04T21:55:01Z2016-04-04T21:55:01ZThis function estimates the transfer function coefficients (System Parameters) "online" using Recursive Least Squares Method.
View ArticleApproximate Least Squares Curve Fitting (lsqcurvefit_approx)
937102023-08-14T20:27:33Z2023-08-14T20:27:33Zlsqcurvefit_approx Fits linear and polynomial models to data using linear least squares and approximates nonlinear models through...
View ArticleComprehensive DSP Toolbox v1.0
65382004-12-22T09:27:37Z2004-12-22T09:27:37ZFunctions are described briefly below:1) er_add: Add given tranfer functions.2) er_blaschke: Perform desired frequency transformation of digital filter using...
View ArticleOrthogonal Least Squares Algorithms for Sparse Signal Reconstruction
228282009-01-29T18:03:42Z2009-01-29T18:03:42ZAdded after previous versionols_gp: Sparse reconstruction by Orthogonal Least Squares followed by Gradient Pursuitols_nomp: Sparse reconstruction by...
View Articlepolyfit3
42622010-12-16T16:36:27Z2010-12-16T16:36:27ZPOLYFIT3(X,Y,N,NUL,W) finds the coefficients of a polynomial P(X) of degree N that fits the data, P(X(I))~=Y(I), in a least-squares sense. Any of the...
View ArticleLeast Square Linear Regression
649602017-11-05T13:22:35Z2017-11-05T13:22:35ZIn this app, users are able to change the slope and intercept of a "fit" line and visualize error. Users can also choose to show the least square regression...
View ArticleEllipse Fit
224232008-12-13T11:16:57Z2008-12-13T11:16:57ZUsage:[semimajor_axis, semiminor_axis, x0, y0, phi] = ellipse_fit(x, y)Input: x - a vector of x measurements y - a vector of y measurementsOutput:...
View ArticleFour-Parameter Sinefit
232142019-01-04T12:53:33Z2019-01-04T12:53:33ZIEEE Standard for Digitizing Waveform Recorders (IEEE Std 1057): Algorithm for least squares fit to sinewave data using matrix operations:- three-parameter...
View ArticleFast and Accurate Symmetric Positive Definite Matrix Inverse Using Cholesky...
345112015-02-18T16:27:52Z2015-02-18T16:27:52ZWe can exploit the structure of a real, positive definite, symmetric matrix by using the Cholesky decomposition to compute the inverse. The standard MATLAB...
View ArticleNIST Statistical Reference Datasets for Nonlinear Regression
380572012-09-07T15:27:01Z2012-09-07T15:27:01ZThe Statistical Reference Datasets Project, maintained by staff of the Statistical Engineering Division within the IT Laboratory of the National Institute...
View ArticleFitting an ellipse to a given set of points
321062011-07-06T20:44:35Z2011-07-06T20:44:35ZThe most accurate and robust fit minimizes geometric (orthogonal) distances from the observed points to the fitting curve. Our goal is to minimize the sum...
View ArticleRestricted Cubic Spline
412412013-04-11T19:29:01Z2013-04-11T19:29:01Z%Fits the so called restricted cubic spline via least squares (see Harrell %(2001)). The obtained spline is linear beyond the first and the last %knot. The...
View ArticleLeast Squares Polynomial Fitting for Noisy Data
912052021-04-28T14:24:11Z2021-04-28T14:24:11ZThis snippet, is in reality the initial prototype I used for building my polynomial least squares class/module in C and Fortran, respectively. As you'll...
View ArticleLSWAVE-SignalProcessing
705262023-03-13T02:28:52Z2023-03-13T02:28:52ZThe least-squares wavelet analysis (LSWA) is a robust method of analyzing any type of time/data series without the need for editing and preprocessing of the...
View Articledetrend3
613282017-01-29T00:12:51Z2017-01-29T00:12:51ZThis function behaves just like Matlab's detrend function, but detrending is applied along the third dimension of all rows and columns of a 3D dataset. If...
View ArticlegriddataLSC
573422018-12-10T08:21:39Z2018-12-10T08:21:39ZgriddataLSC can be used interpolate data using least squares collocation.It offers the choice of 6 covariance functions; 1. the 3-D logarithmic covariance...
View ArticleRegression Utilities
431352020-11-15T04:08:15Z2020-11-15T04:08:15ZThis zip file contains 11 functions related to regression. The functions are:1) cookdist.m - Cook's distance for data points2) dregr.m - Deming regression3)...
View ArticleNonlinear Regression Shapes
108642006-06-22T16:53:37Z2006-06-22T16:53:37ZThe art of fitting a nonlinear regression model often starts with choosing a model form. This submission is an attempt to teach the reader a simple but...
View ArticleFitting a conic to a given set of points using Levenberg-Marquardt method
321082011-07-06T21:45:01Z2011-07-06T21:45:01ZA general conic can be uniquely describe by the following equation up to a scale factor: Ax^2+Bxy+Cy^2+Dx+Ey+F=0Then (A,B,C,D,E,F) is often called algebraic...
View Articlefitcircle.m
150602007-05-21T17:00:44Z2007-05-21T17:00:44ZAlthough a linear least squares fit of a circle to 2D data can be computed, this is not the solution which minimizes the distances from the points to the...
View ArticleEllipse Fit (Taubin method)
226832009-01-14T21:56:42Z2009-01-14T21:56:42ZThis is a fast non-iterative ellipse fit, and among fast non-iterative ellipse fits this is the most accurate and robust. It takes the xy-coordinates of...
View ArticleEllipse Fit (Direct method)
226842009-01-16T12:56:47Z2009-01-16T12:56:47ZThis is a fast and non-iterative ellipse fit. Usage: A = EllipseDirectFit(XY)Input: XY(n,2) is the array of coordinates of n points x(i)=XY(i,1),...
View Articlesinefit
682732019-12-17T23:22:48Z2019-12-17T23:22:48ZTHIS FILE IS OUT OF DATE. The current, more efficient version is in the Climate Data Toolbox here: https://www.mathworks.com/matlabcentral/fileexchange/70338.
View Articlefitellipse.m
151252016-03-04T18:49:24Z2016-03-04T18:49:24ZThere are two main methods for least squares ellipse fitting:1) Minimise algebraic distance, i.e. minimise sum(F(x)^2) subject to some constraint, where...
View ArticleCircle Fit (Taubin method)
226782009-01-13T23:50:34Z2009-01-13T23:50:34ZThis is a robust and accurate circle fit. It works well even if datapoints are observed only within a small arc. This circle fit wasproposed by G. Taubin in...
View ArticleBatched partitioned nonlinear least squares
499502015-04-23T18:02:11Z2015-04-23T18:02:11ZOccasionally I see requests to solve very many nonlinear least squares problems, all of which have the same model, but different sets of data. The simple...
View ArticleEllipsoid fit
246932015-12-04T23:59:14Z2015-12-04T23:59:14ZFits an ellipsoid or other conic surface into a 3D set of points approximating such a surface, allows some constraints, like orientation constraint and...
View Articlepolyplot
491192015-01-22T18:53:16Z2015-01-22T18:53:16ZThis function simply plots a polynomial fit to scattered x,y data. This function can be used to easily add a linear trend line or other polynomial fit to a...
View Articletrend
463632021-03-25T19:13:49Z2021-03-25T19:13:49Z* * * NOTICE * * * A NEW AND IMPROVED VERSION OF THIS FUNCTION CAN BE FOUND IN THE CLIMATE DATA TOOLBOX FOR MATLAB. GET IT HERE:...
View ArticleLMFnlsq - Solution of nonlinear least squares
175342012-02-25T07:54:08Z2012-02-25T07:54:08ZThe function The LMFnlsq.m serves for finding optimal solution of an overdetermined system of nonlinear equations in the least-squares sense. The standard...
View ArticleLSE
138352010-06-30T08:28:42Z2010-06-30T08:28:42ZThis submission was written by request - as a tool to handle linear least squares problems, subject to linear equality constraints that may potentially be...
View ArticleSphere Fit (least squared)
341292013-07-02T19:19:50Z2013-07-02T19:19:50ZGiven a set of data points, this function calculates the center and radius of the data in a least squared sense. The least squared equations are used to...
View Articlefit_ellipse
32152003-10-02T09:32:01Z2003-10-02T09:32:01ZThis function uses the Least-Squares criterion for estimation of the best fit to an ellipse from a given set of points (x,y). The LS estimation is done for...
View ArticleCircle fit
55572004-07-29T09:34:44Z2004-07-29T09:34:44ZRevival of a 14 years old code (written in 1991 for MATLAB 2.x).Given a set of measured x,y pairs that a re supposed to reside on a circle, but with some...
View ArticleFree-knot spline approximation
258722022-02-24T16:21:22Z2022-02-24T16:21:22ZThe purpose of this function is to provide a flexible and robust fit to one-dimensional data using free-knot splines. The knots are free and able to cope...
View ArticleFisher Information Explorer
1653362024-05-07T03:30:47Z2024-05-07T03:30:47ZOptimization of experiments concerns choosing how best to deploy measurements to achieve some goal. For example, suppose you embark on observing the...
View ArticlePolynomial Fit Explorer
1659412024-05-14T15:33:04Z2024-05-14T15:33:04ZThis Live Script illustrates how to interactively fit data to a polynomial using tools available in a plot menu, and then how to programmatically fit the...
View ArticleParameter Extraction using Least Squares
624182017-04-04T22:07:54Z2017-04-04T22:07:54ZThis Parameter extraction code fits a known model to a given measurement data in least-squares sense. It is generalized for any number of variables and...
View Article3D Least squares polynomial fit in x and y
240622009-05-09T16:29:06Z2009-05-09T16:29:06ZOften, measured data is comprised of N sampled values of z, evaluated at N locations (x,y). With this function, you can calculate the coefficients of the...
View ArticleLeast Squares Curve Fitting
121272012-03-12T06:17:49Z2012-03-12T06:17:49ZVery limited application of least squares. It gives you the plotted curves of original and plotted data with the equation in polynomial form. you can also...
View Articleactive set algorithm
109082007-04-18T17:05:55Z2007-04-18T17:05:55ZThis function solves linear least squares problem with nonnegative variables using the active set algorithm described in: Portugal, Judice and Vicente, A...
View Articlefits(f,xd,yd,p0,n,m)
721132019-07-10T23:00:11Z2019-07-10T23:00:11ZParameter Fitting: given a model function f(x,p), this program finds the minimizer of F(p) = norm(d,n), where d = error vector Usage: Least squares...
View ArticleLeast Squares using Cholesky Decomposition
599692018-06-29T17:21:39Z2018-06-29T17:21:39ZThis function computes the n-dimensional column vector x that minimizes norm(b-A*x), where A is an m-by-n coefficient matrix and b is the m-dimensional...
View ArticleLevel Correction for I.C. Engine Cylinder Pressure Trace
689322018-09-26T19:34:21Z2018-09-26T19:34:21ZWhen measuring in-cylinder pressure on an I.C. (internal combustion) engine, pressure transducer drift can cause the measured values to be shifted up or...
View ArticleAhmed-ElTahan/Stochastic-Recursive-Modified-Extended-Least-Squreas-RMELS
562032016-07-08T08:28:36Z2016-07-08T08:28:36Z% This function is made by Ahmed ElTahan%{ This function is intended to estimate the parameters of a dynamic system of unknown parameters using the...
View Article