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发信人: cdey (cdey), 信区: MathModel
标 题: 请教一个拟合的问题
发信站: 北邮人论坛 (Thu Apr 10 16:50:22 2008), 站内
如何拟合像y=a*x1^2+b*x2^2+c*x3^2这样的多元函数呢?
恩,最好用matlab实现
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【求助】请教一个拟合的问题 (转载)
cdey
2008/4/10镜像同步1 回复
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This is just like identifying a static nonlinear system.
Just check any system identification book about the Least Mean Square algorithm, this is the most simple algorithm to identify the a b c. Since the output is linear in a b c, you can also use Recursive Least Square algorithm, Kalman Filter. Or, more general one, Recursive Prediction Error method.
Coding is very easy, use the original equation to get a reference signal, then assumed that a b c is not known, give them a initial value, then calculate the output, compare the output with reference signal to obtain the error signal, then use LMS algorithm, (a b c)=(a b c)+u*error*(x x^2 x^3). u is step size, less than 1. After several iteration, you can get a b c.