Variable optimization to minimize cost in array

Hi eveyone,

I basically have a "fitting" problem but I can't solve it:

Given a bunch of variables x0, x1, x2, x3... xn, I create an array X=function(x0,x1,x2,x3). Then I compare X to an exisiting vector Y. Now, a function should iterate and optimize x0...xn in order to minimize the cost function Y-X.

Note that X and Y cannot be expressed as symbolic functions. Is there a build in function that can help me do this?

Answer 1

[Alan Weiss]

Well, you probably want to minimize the cost function sum((Y - X).^2) or some such thing. Yes, there are many functions for doing this, dependng on exactly what your function is. if it is a smooth function, then this sounds like a job for lsqnonlin or lsqcurvefit from Optimization Toolbox™. If it is a linear frunction, then the basic MATLAB \ function works wonders.

Alan Weiss

MATLAB mathematical toolbox documentation