Sine Wave Curve Fit Question
jarausch at skynet.be
Wed Jan 30 19:57:56 CET 2008
Iain Mackay wrote:
> Python Folks
> I'm a newbie to Python and am looking for a library / function that can help
> me fit a 1D data vector to a sine wave. I know the frequency of the wave,
> so its really only phase and amplitude information I need.
> I can't find anything in the most widely known libraries (they seem to be
> strong on polynomial fitting, but not, apparently, on trig functions) and I
> wondered if any one here had recommendations?
> Something that implemented IEEE 1057 , or similar, would be perfect.
Let's do a bit math first.
Your model is A*sin(omega*t+alpha) where A and alpha are sought.
Let T=(t_1,...,t_N)' and Y=(y_1,..,y_N)' your measurements (t_i,y_i)
( ' denotes transposition )
First, A*sin(omega*t+alpha) =
A*cos(alpha)*sin(omega*t) + A*sin(alpha)*cos(omega*t) =
B*sin(omega*t) + D*cos(omega*t)
by setting B=A*cos(alpha) and D=A*sin(alpha)
Once, you have B and D, tan(alpha)= D/B A=sqrt(B^2+D^2)
Then in vector notation S=sin(omega*T) C=cos(omega*T)
you get the 2x2 system for B and D :
(S'*S) * B + (S'*C) * D = S'*Y
(S'*C) * B + (C'*C) * D = C'*Y
where S'*C is the scalar product of the vectors S and C and similarly.
Now, for Python, to handle vectors and scalar products efficiently, have a look
Lehrstuhl fuer Numerische Mathematik
RWTH - Aachen University
D 52056 Aachen, Germany
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