MATLAB: Function fitting given samples and two varying paramters

curve fittingfittingfunction

Suppose I've a set of samples for a function f, I've to find the w_i and deltas of this formulation:
(this is the function to minimize)
while the x are known and K is known aswell.
Any hint/pointer to MATLAB tools to do it/ easy way to do it?

Best Answer

  • This appears to be a standard problem for 'fminsearch' or 'fminunc'. The only special feature is that the objective function to be minimized requires both a summation over K terms (I assume) to obtain the integrand function and integration over (I presume) an infinite range. The objective function computation might make the process rather slow.
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