Function fitting given samples and two varying paramters
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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?
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Star Strider
2014-6-28
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
2014-6-29
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?
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Roger Stafford
2014-6-29
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.
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