POLYFIT Fit Polynomial To Data
Section: Optimization and Curve Fitting
Usage
Thepolyfit
routine has the following syntax
p = polyfit(x,y,n)
where x
and y
are vectors of the same size, and
n
is the degree of the approximating polynomial.
The resulting vector p
forms the coefficients of
the optimal polynomial (in descending degree) that fit
y
with x
.
Function Internals
Thepolyfit
routine finds the approximating polynomial
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such that
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is minimized. It does so by forming the Vandermonde matrix
and solving the resulting set of equations using the backslash
operator. Note that the Vandermonde matrix can become poorly
conditioned with large n
quite rapidly.
Example
A classic example from Edwards and Penny, consider the problem of approximating a sinusoid with a polynomial. We start with a vector of points evenly spaced on the unit interval, along with a vector of the sine of these points.--> x = linspace(0,1,20); --> y = sin(2*pi*x); --> plot(x,y,'r-')
The resulting plot is shown here
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Next, we fit a third degree polynomial to the sine, and use
polyval
to plot it
--> p = polyfit(x,y,3) p = 21.9170 -32.8756 11.1897 -0.1156 --> f = polyval(p,x); --> plot(x,y,'r-',x,f,'ko');
The resulting plot is shown here
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Increasing the order improves the fit, as
--> p = polyfit(x,y,11) p = Columns 1 to 8 12.4644 -68.5541 130.0555 -71.0940 -38.2814 -14.1222 85.1018 -0.5642 Columns 9 to 12 -41.2861 -0.0029 6.2832 -0.0000 --> f = polyval(p,x); --> plot(x,y,'r-',x,f,'ko');
The resulting plot is shown here
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