Optimization of two linear models with constraint
1 visualizzazione (ultimi 30 giorni)
Mostra commenti meno recenti
I have a dataset which is a 'v-shaped' pattern of dots: y_observed and want to adjust two linear regressions with a turning point TP so that a cost function minimices the errors for the to models, y_calc1=m1*x(1:TP)+b1, y_calc2=m2*x(TP:end)+b2 AND y_calc1(TP)=y_calc2(TP).
Can somebody help me with this? its a simple 'fmincon' problem
0 Commenti
Risposta accettata
Matt J
il 6 Ott 2012
This should be applicable.
What you describe is a first order spline with a single free knot.
Più risposte (0)
Vedere anche
Categorie
Scopri di più su Quadratic Programming and Cone Programming in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!