Confusing about applying weighted least square for constant fitting

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WeiHao Xu 2021-7-19

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评论： Matt J 2021-7-19

采纳的回答： Matt J

I'm now fitting a line with noise. My equation is to minimize

corresponding to equation

, then I have

and

with

data. I want to caculate the best y. The WSL gives

for the answer. But now my confusing is what is Y? Is this

, which means my code is

(1) is the matrix with number 1. Is this right for me? or I should use other function such as fminsearch(I saw in the community, maybe it's still my missunderstanding)...Thanks

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Matt J 2021-7-19

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编辑：Matt J 2021-7-19

在 MATLAB Online 中打开

I would recommend lscov

p=lscov(x(:).^[1,0],y,w/N);
yfit=polyval(p,x)

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WeiHao Xu 2021-7-19

Thanks for your helping, I will try it later!

Matt J 2021-7-19

You're welcome, but if you find that one of the answers does what you want, please do Accept-click it.

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Torsten 2021-7-19

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编辑：Torsten 2021-7-19

X = ones(N,1)

W = diag(w)

Y = y

where y is the (Nx1) column vector of the measurements and w is the (Nx1) column vector of weights.

The result of your formula is the coefficient a of the line y=a that best approximates the measurements.

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Torsten 2021-7-19

Correct.

WeiHao Xu 2021-7-19

Thanks so much!

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