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matlabcurve-fittingfunction-fitting

MATLAB fitting matrices

I got the case P(t) = a * A(t) - b* B(t), each 17281x1 doubles.

Now I want to use curve fitting to get the variables a and b.

Fitting 1

Fitting case, here a and b as 1 and 1

I know fit and fittype, but they seem not to work in this case.

Any ideas, how to get this solved?

Solution

  • How about using the least squares method? If I understand correctly, your problem could be expressed as P(t) = [A(t), B(t)] * [a; -b].

    Let [a; -b] = x, [A(t), B(t)] = Y and P(t) = P

    Now the least squares solution would be:

    x = ((Y'*Y)^-1)*Y'*P;

    In Matlab you could also use the 'backslash operator' for this case:

    x = Y\P;

    for this, you'll find the documentation here: mldivide

    As a reference:

    Wikipedia

    Mathworks

    I hope this helps.

    EDIT:

    Here's my test code:

    A = [1;2;3]
B = [4;5;6]
P = [7;8;9]

Y = [A, -B]

disp('------- regular least squares formula -------')
x = ((Y'*Y)^-1)*Y'*P

a = x(1)
b = x(2)

disp('------- mldivide -------')
x = Y\P

a = x(1)
b = x(2)