matlab 高阶拟合,matlab – 将多项式拟合到函数的最大值

我想将多项式拟合到噪声数据,使得近似多项式总是> =原始数据.例如：

x = linspace (-2, 6);

y = (x-2).^2 + 1 + 2 * randn (size (x));

function ret = delta (P, x, y)

yP = polyval (P, x);

d = yP - y;

d (d < 0) *= 1000;

ret = sumsq (d);

endfunction

P0 = polyfit (x, y, 2);

f = @(P) delta (P, x, y);

[P, FVAL] = sqp (P0, f)

xi = linspace (min(x), max(x), 100);

yi = polyval (P, xi);

plot(x, y, xi, yi);

grid on

是否有更好的方法/方法也适用于高阶多项式？

简单的方法是只使用polyfit,然后计算max(y-yi)并将其作为偏移添加,但这不是最佳的……

编辑：我想使用GNU OCtave但添加“matlab”作为标签,因为语言和功能类似.

编辑：基于tvo的答案和真实数据：

x = [10 20 30 40 50 60 80 100];

y = [0.2372, 0.1312, 0.0936, 0.0805, 0.0614, 0.0512, 0.0554, 0.1407];

function ret = delta (P, x, y)

ret = sumsq (polyval (P, x) - y);

endfunction

f = @(P) delta (P, x, y);

h = @(P) polyval(P, x) - y;

P0 = polyfit (x, y, 3);

[P] = sqp (P0, f, [], h)

xi = linspace (min(x), max(x));

yi = polyval (P0, xi);

yio = polyval (P, xi);

plot(x, y, xi, yi, ";initial guess;", xi, yio, ";optimized;");

grid on

但正如您所看到的,优化和评估的poly具有点