Hurst Modeling
Last update : 12/3/2007
LMS - Least Mean Square method for linear regressions
Calling Sequence
-
[a,b]=LMS(x,y)
Parameters
-
x
: x-coordinates
-
y
: y-coordinates
-
a
: LMS first parameter
-
b
: LMS second parameter
Description
-
Least Mean Square method for the linear regression y=ax+b
Examples
x=[1:10];
y=[1:10]+rand(1,10);
[a,b]=LMS(x,y);
yth=a*x+b;
scf;
plot2d(x,y,style=-2);
plot2d(x,yth,style=5);
Authors
-
Foued Melakessou
University of Luxembourg
Bibliography
Intra Project 2004-2007
Used Function
LMS.