MATLAB: Variance including in non linear fit

r2017bvariance including in non linear fit

Hello, I acquired a set of samples in a time window (100sample/sec), and I considered my final data as the mean of each measurement. I would like to fit (I used the lsqcurvefit matlab method, fitting an erfc function) a set of this measurement but I would like also to include the variance of each measurement in the fit….how could I do this?
In particular what I want to do is to fit an erfc function but the source of my data is a pawermeter which measures the power from a laser which is not so stable than each measurement presents a no-negligible variance.

Best Answer

  • If you mean you want to inversely weight by the variance, just pre-weight your ydata and your model function output,
    x=lsqcurvefit(@(x,xdata) mdl(x,xdata)./weights, x0,xdata, ydata./weights,....)