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Re: non-linear regression

From: Dmitri A. Sergatskov
Subject: Re: non-linear regression
Date: Wed, 25 Feb 2004 09:37:32 -0700
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.6) Gecko/20040115

Al Niessner wrote:
I am trying to fit a sine wave (A*sin(b*x+C) +D) to a set of data --
least square. Is there an existing function in octave to help with this.
I checked the documentation (online) and browsed the 'octave> help' but
nothing jumped out at me.

I had to do it some time ago. The signal consisted of few sharp lines
So I did fft first to find the frequencies f(n) and then did OLS fit
to A(n)*sin(2*pi*f(n)*t(i)) + B(n)*cos(2*pi*f(n)*t(i)) + D
Sum by n; t(i) is time vector. That worked very well, but max n was
something like 4.



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