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From: | Paul Kienzle |
Subject: | Re: Moving Least Squares, Anyone? |
Date: | Fri, 18 Nov 2005 20:12:49 -0500 |
On Nov 18, 2005, at 5:27 PM, Dmitri A. Sergatskov wrote:
On 11/18/05, Joe Koski <address@hidden> wrote:Has anyone run across "moving least squares" code in .m, .cc, .f, etc.formats that would be adaptable for use with octave? Apparently, movingleast squares can be used to create approximating curves forinterpolation/approximation much in the same way that spline curves can be used. In some situations, the moving least squares approach can reduce the need to solve large matrices, which is normally associated with the curvefit process.A Google of "moving least squares" shows several papers, but no code that Ican find. Any ideas?Would Kalman filter do the same / better?
Savitsky-Golay is a moving least squares filter. You can use it for curve smoothing if the data are equally spaced. - Paul ------------------------------------------------------------- Octave is freely available under the terms of the GNU GPL. Octave's home on the web: http://www.octave.org How to fund new projects: http://www.octave.org/funding.html Subscription information: http://www.octave.org/archive.html -------------------------------------------------------------
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