weighted least squares solution

Sampath Bandara

2021 9 24

1 个回答

3 次查看（30 天）

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Hi, all

How to compute weighted least squares solution with weight in matrix form. i.e., each column of the weight matrix has a different weight. I tried using "lscov(A,B,w)" with "for loop," but is there any optimized way to do that.

Thanks for your time and consideration.

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回答（1 个）

Sivani Pentapati 2021-11-29

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Hi Sampath,

You can try vectorizing your code or use other toolboxes to implement weights for your fits. This can be done using Statistics Toolbox, Cure fitting Toolbox, Optimization toolbox. Please refer to this answer for more information.