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covariance between the estimated parameters from curve fitting toolbox

Asked by Bram Stegeman on 23 Aug 2019 at 15:20
Latest activity Commented on by Bram Stegeman on 23 Aug 2019 at 15:58
Hello,
I have collected data (x,y) from a sine wave. Now I want to fit a model to this data, e.g: y=A*sin(B*x+C) or y=E + A*sin(B*x) + D*cos(B*x).
Is there a way to estimate this parameters (A to D) with matlab, outside the curve fitting toolbox? The latter can provide me the parameters and confidence intervals, but i'm interested in the covariance between the estimated parameters.
If not, is there another way to calcualte the parameters and covariance between the estimated parameters A to D?
Thanks a lot.
Bram

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1 Answer

Answer by Matt J
on 23 Aug 2019 at 15:31
Edited by Matt J
on 23 Aug 2019 at 15:32
 Accepted Answer

There is lsqcurvefit in the Optimization Toolbox. However, the Curve Fitting Toolbox does let you return the Jacobian, which is presumably what you would use for your covariance analysis,

  1 Comment

Thank you. with MSE and Jacobian from output Optimization Toolbox I can calculate covariance matrix.

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