How do I fit to a step function?
Hi,
I'm using the Levenberg-Marquard algorithm to optimize a fit to some data. I would like to fit to a step function, but when I try to do this with simulated data, the algorithm is not at all responsive to optimizing the position of where the step occurs. (It simply returns the initial guess position of the step location, rather than optimizing it.) I have tried using both the step(x) and sign(x) functions but both have the same problem. Does anyone have any experience with this?
Cheers,
Nancy
The problem is with the partial derivatives for the position parameter. If the position changes less than the point spacing, the partial derivative with respect to that parameter is always zero.
I have quickly hacked the ABX subVI to use something larger than the x spacing of the points as increment for the partial derivative (instead of 1e-6), and it converges just fine after that if the initial estimate is reasonable. (See image). Still, I recommend to not do that!
Follow Lynn's advice.
Message Edited by altenbach on 05-10-2006 01:01 PM
LabVIEW Champion . Do more with less code and in less time .
Attachments:
LevMarStep.png 205 KB
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