Piecewise linear fit without interpolating between every two points

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Maarten
Maarten 2013-6-21
回答： Greg Dionne 2016-7-8
Hello,
I'm trying to do a linear piecewise interpolation of measurement data. The method used in the curve fitting toolbox is 'connect the dots': if I have 15 data points, the algorithm creates 14 line segments between the dots. I would like to know: is it possible to use fewer line segments? Example: I have 30 data points and I would like the best interpolation using 4 line segments. I could divide my 30 points in 4 intervals and do a linear fit on each interval, but it would be difficult to find the best fit that way. Is there a better method available in matlab?

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回答（2 个）

Matt J
Matt J 2013-6-21
This looks like it can do it
http://www.mathworks.com/matlabcentral/fileexchange/25872-free-knot-spline-approximation
The file has options to let you fix the knots at desired locations or let the fitting algorithm chose them for you.
Greg Dionne
Greg Dionne 2016-7-8
The Signal Processing Toolbox R2016a has this capability. See FINDCHANGEPTS

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