lsm_test.m

最小二乘法(Least-square method)在matlab平台下的实现程序。

clear all,clc
x=0:1:10;
[temp,N]=size(x);   % N: elements number
P=[0.5,0,0,0];  %y=0.5*x.^3-3.5*x.^2-2.5*x-10;
y=polyval(P,x);%+20*randn(1,N);
highorder=5;
Pfit_inv=lsm_fun(x,y,highorder);
x_fit=0:0.5:10;
yfit=polyval(Pfit_inv,x_fit);
plot(x,y,'b.',x_fit,yfit,'r-')
grid on
Pfit_matlab=polyfit(x,y,highorder);
P
[Pfit_inv;Pfit_matlab]