Re: Automatic polynomial approximation

[Joao Cardoso]

Daniel Tourde wrote:

> Hello,
>
> I have a question concerning a polynomial approximation of a function
> within a given interval.
>
> I use the function polyfit to approximate a function by a polynom. To
> take the best approximation, I plot the function and it's approximation.
> If the approximation is not good enough, I simply change BY HAND the
> degree of approximation. I would like to automatize this process and not
> to bother about the best approximation but to be sure that Octave has
> chosen the best one by default. How could I do ?

Compute the residuals (mse) and if it is not bellow a certain level,
increase the degree.
Be carefull to not end up with an N degree polinomial equal to the number
of data points :-). You might add to the mse computation a cost term
dependent on the polinomial degree.


>
>
> Thanks in advance
>
>                         Daniel Tourde
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> Daniel TOURDE                                   E-mail : address@hidden
> The Aeronautical Research Institute of Sweden   Tel : +46 8 634 13 44
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