Error functions in curve fitting regression problem.

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Sharda
Sharda 2015-2-4
回答： Torsten 2015-2-4
I want to perform a curve fitting regression analysis by using absolute deviation (S=sum{i=1 to n}|y(i)-f(x(i)|,where y(i) is the target value and f(x(i)) is the predicted value ) as the error function. It seems polyfit is used for polynomial regression analysis but it predicts the coefficients in least square sense. Are there any other inbuilt functions that I can use to solve my problem. Plz help me ,I am new to matlab.

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回答（1 个）

Torsten
Torsten 2015-2-4
Approximation in l1 norm results in a linear optimization problem:
min: sum_{i=1}^{n} eps_i
s.c.
y_i - f(x_i) <= eps_i
y_i - f(x_i) >= -eps_i
(i=1,...,n)
Unknowns are the eps_i and the polynomial coefficients.
Use linprog to solve.
Best wishes
Torsten.

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