Sine Wave Curve Fit Question

Helmut Jarausch 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 
at numpy.



-- 
Helmut Jarausch

Lehrstuhl fuer Numerische Mathematik
RWTH - Aachen University
D 52056 Aachen, Germany



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