Linear Least Square fit

Hi,
I am new here and I apologize for any mistakes.
I have a problem and I don't know how to solve it please guide me.it"s not a homework or anything.
a data is given and
and y values have variance-covariance
find the optimal parameters c1 and c2 for fitting function
calculate the variance-covariance matrix.

2 个评论

This is a bit confusing.
Are you asking to compute a least squares fit, GIVEN a known covariance matrix on the vector y? If so, then you can use lscov.
Or are you asking to compute a least squares fit, and then estimate a covariance matrix for the parameters?
First, you showed a covariance matrix, but then you ask to compute a covariance matrix.
sorry for the confusion, I guess to compute a least squares fit, and then estimate a covariance matrix for the parameters. I got this question like I posted. and this is my first atempt on fitting of data so I am confused as well.

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回答(1 个)

For the linear least squares best fit, try:
>> M = [ones(3,1), x.^3];
>> C = M\y
C =
0.6667
0.5000
For the var-covar look up the MATLAB documentation on cov.

1 个评论

thank you for the answer, can you please tell me how can I calculate var-cov matrix it manually?

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