Matlab实现 最小二乘法( least square method ) - 多阶

一、实现效果

         

二、源码

%========= 最小二乘法( least square method ) - 多特征 ==========
% 矩阵形式，稍微修改便可拟合多阶曲线，不过可直接调用 polyfit
% 原理参考：http://www.cnblogs.com/softlin/p/5965939.html
clear;
close all;


%=============== generate data ====================
x = [-3; -2; -1; 1; 2; 3];
y = [9+1; 4+1; 1+1; 1+1; 4+1; 9+1];
n = 3;                      % 拟合多项式的阶数

 
%================= start design ==================
% y = f(x1,x2,...; w1,...,wn,w0)=w1*x1 + ... + wn*xn + w0 = W'*X
num = length(y);            % the number of data
X = ones(num, n+1);         % x1, ..., xn, x0=1

i = 1;
while i <= n
    X(:,i) = x.^i;
    i = i+1;
end
% disp(X)

%