Levenberg Marquardt Curve Fitting Algorithm

16 次查看(过去 30 天)
I'd like to use the Levenberg Marquardt nonlinear curve fitting algorithm to fit some data. The function is user defined:
y = a*g(x)+b+c*x+d*x^2
g(x) is a constant as a function of x. It is a matrix that I already have defined. So I'm not sure how to load this into the custom equation. The second half of the equation (b+c*x+d*x^2) is just a polynomial.
I can't figure out at all how to do this and I've tried multiple add-ons. Thank you!

回答(2 个)

Robert U
Robert U 2018-7-4
编辑:Robert U 2018-7-4
Hi Jonathan Trueblood,
Levenberg-Marquardt-Algorithm is built-in into lsqcurvefit(), Optimization Toolbox. You would have to define its use by setting options accordingly (cf. optimoptions()):
options = optimoptions('lsqcurvefit','Algorithm','levenberg-marquardt');
Then define your custom function in any way (anonymous, nested or external). Examples, on how to use lsqcurvefit() can be found in documentation.
You may define g(x) as a stand-alone function and plug it into another function:
g = @(x) x^2+x;
y = @(x) 5 * g(x) + 1;
y(1)
>> 11
The function handle y can now be used as function to be optimized if parameters have been set accordingly.
y = @(x,xdata) x(1).*g(xdata)+x(2)+x(3).*xdata+x(4)*xdata.^2;
Kind regards,
Robert

Matt J
Matt J 2018-7-4
编辑:Matt J 2018-7-4
It is overkill to use Levenberg-Marquardt for a problem like this, where the model function is linear in the unknown parameters. Just use a linear solver,
gx=g(x); %the matrix you have
p=[gx(:), x(:).^(0:2)]\y(:);
[a,b,c,d] = deal(p(1), p(2), p(3), p(4));
  2 个评论
norlaila mustakim
norlaila mustakim 2020-6-13
do you know how to do the code if the model function is nonlinear?
Matt J
Matt J 2020-6-13
In that case, youwould indeed use lsqcurvefit or lsqnonlin.

请先登录,再进行评论。

类别

Help CenterFile Exchange 中查找有关 Get Started with Curve Fitting Toolbox 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by