lm算法的matlab程序
时间: 2023-08-01 07:12:31 浏览: 89
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下面是使用MATLAB实现lm算法的程序:
```
function [p, err] = lm_fit(f, p0, x, y, lambda, tol, maxiter)
% f: function handle, the function to be fitted
% p0: initial guess of the parameters
% x, y: data points to be fitted
% lambda: damping factor
% tol: tolerance for stopping criterion
% maxiter: maximum number of iterations
n = length(p0);
p = p0;
err = zeros(maxiter, 1);
for k = 1:maxiter
% compute the Jacobian matrix
J = zeros(length(y), n);
for i = 1:length(y)
for j = 1:n
delta = 1e-5;
p1 = p;
p1(j) = p1(j) + delta;
J(i,j) = (f(x(i),p1) - f(x(i),p)) / delta;
end
end
% compute the residual vector
r = y - f(x, p);
% compute the Hessian matrix
H = J' * J;
% compute the damping factor
mu = lambda * max(diag(H));
% solve the linear system using the damped least squares method
dp = (H + mu * eye(n)) \ (J' * r);
% update the parameters
p_new = p + dp;
% compute the new residual vector
r_new = y - f(x, p_new);
% compute the new error
err(k) = norm(r_new)^2;
% check the stopping criterion
if err(k) < tol
break;
end
% adjust the damping factor
if norm(dp) < 1e-6
lambda = lambda / 10;
else
lambda = lambda * 10;
end
% update the parameters
p = p_new;
end
err = err(1:k);
end
```
其中,f是要拟合的函数,p0是初始参数,x和y是数据点,lambda是阻尼因子,tol是停止准则,maxiter是最大迭代次数。程序返回估计的参数p和误差err。
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