MATLAB Answers

covariance between the estimated parameters from curve fitting toolbox

35 views (last 30 days)
Bram Stegeman
Bram Stegeman on 23 Aug 2019
Commented: Bram Stegeman on 23 Aug 2019
Hello,
I have collected data (x,y) from a sine wave. Now I want to fit a model to this data, e.g: y=A*sin(B*x+C) or y=E + A*sin(B*x) + D*cos(B*x).
Is there a way to estimate this parameters (A to D) with matlab, outside the curve fitting toolbox? The latter can provide me the parameters and confidence intervals, but i'm interested in the covariance between the estimated parameters.
If not, is there another way to calcualte the parameters and covariance between the estimated parameters A to D?
Thanks a lot.
Bram

  0 Comments

Sign in to comment.

Accepted Answer

Matt J
Matt J on 23 Aug 2019
Edited: Matt J on 23 Aug 2019
There is lsqcurvefit in the Optimization Toolbox. However, the Curve Fitting Toolbox does let you return the Jacobian, which is presumably what you would use for your covariance analysis,

  1 Comment

Bram Stegeman
Bram Stegeman on 23 Aug 2019
Thank you. with MSE and Jacobian from output Optimization Toolbox I can calculate covariance matrix.

Sign in to comment.

More Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!