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Re: Moving Least Squares, Anyone?


From: Dmitri A. Sergatskov
Subject: Re: Moving Least Squares, Anyone?
Date: Fri, 18 Nov 2005 15:27:44 -0700

On 11/18/05, Joe Koski <address@hidden> wrote:
> Has anyone run across "moving least squares" code in .m, .cc, .f, etc.
> formats that would be adaptable for use with octave? Apparently, moving
> least squares can be used to create approximating curves for
> interpolation/approximation much in the same way that spline curves can be
> used. In some situations, the moving least squares approach can reduce the
> need to solve large matrices, which is normally associated with the curve
> fit process.
>
> A Google of "moving least squares" shows several papers, but no code that I
> can find. Any ideas?
>

Would Kalman filter do the same / better?

> Joe
>

Dmitri.
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