How do I find out what specifically is causing the error "Matrix is close to singular or badly scaled" in the sgolay function?

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Daniel Pollard 2021-1-7

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评论： Image Analyst 2021-1-7

I'm using the sgolay function from the Signal Processing toolbox to calculate some derivatives. The function is inside a loop as I feed it different parameters;

[~,g] = sgolay(poly_order, window_length).

However, it seems like for all or almost all of the iterations, I'm getting the warning

Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.820809e-39. 
> In sgolay (line 114)

where RCOND is not quite the same value each time. Line 114 in the function is

G = Q/R';.

I have a basic understanding of the error; the / command computes an inverse of a matrix, and the matrix cannot easily be inverted. However, I don't know what I can do differently to remove this warning. Can anyone help?

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Daniel Pollard 2021-1-7

在 MATLAB Online 中打开

If anyone sees this, I have discovered the command

warnings off;

which basically does what I wanted, but obviously that doesn't exactly solve the problem.

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Answer 1

Image Analyst 2021-1-7

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What are the poly_order and window_length you're using? I can see that if window_length is less than poly_order + 1, then you would have a problem. For example, you can't fit a parabola (order 2) with only 1 or 2 points. You'd need at least 3 and preferably more.

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Daniel Pollard 2021-1-7

It iterates over different values of those variables. For example, most recently I ran it with poly_order = [2, 3, 4, ..., 30, 31], and window_length = 51. You have to use a window length greater than the polynomial order or it throws an error and stops running.

Image Analyst 2021-1-7

Yes, like I said.

But the other problem is that if you're trying to fit a 31 order polynomial -- have you ever seen what happens when the polynomial order gets real high? You get all kinds of humps and instabilities between training points. I have no doubt that a polynomial like x^31 would cause problems. You shouldn't go more than about 3 or 4.

Attach your data if you need more help.

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