locally weighted least square regresion
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Dear all
I have a curve that I would like to apply locally weighted polynominal regresion on them. I do not how how define the span and the weight for this type of regresion.
Thanks for your help in advance
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KSSV
on 3 Aug 2022
t = linspace(0,2*pi) ;
y = sin(t) ;
p = polyfit(t,y,3) ;
xi = linspace(t(1),t(end)) ;
yi = polyval(p,xi) ;
plot(t,y,'r',xi,yi,'.b')
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KSSV
on 3 Aug 2022
Least square regression:
A*x = b ; % A is m*n matrix, b is column matrix m*1
x = A\b ; % solve for unknow x
Weighted least square regression:
W = diag(W); % where W is column matrix of weights
x = (W*A)\(w.*y);
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