linear regression system identification

2013 4 11
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hello everybody,i have to do a system identification task with linear regression method,but instead of using the 2_norm of the error for optimization,i have to use the inf and first norm of errors,is there anybody help me in writing the code?

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Matt J
Matt J 2013-4-11

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For the inf-norm, you could use FMINIMAX. For the L1-norm, you would probably have to reformulate as follows and minimize over (x,y) using LINPROG
min sum(y)
s.t.
error(x)-y<=0
-error(x)-y<=0

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