Curve fitting help needed

Hi,

I have a series of data points that I am fitting to a reference set. I am currently using a chebyshev polynomial approximation to minimize the error in the fit.

However, outliers and erronious data points have been causing a huge headache.

If there is one poor fitting data point, then all the good points that would fit perfectly (if this poor data point was removed) are fitted poorly. Removing the data points before fitting is not desireable, since I have no way of really knowing ahead of time which data points might be bad.

Is there a minimization fitting routine or algorithm out there that will minimize the maximum number of datapoints to the highest degree possible, while allowing poor fit of outliers? So that if I have 10 data points (for example) and one of them is significantly off, the algorithm allows this one point to shift as far as necessary to fit the other 9 perfectly? How about 5 and 5? No clue what would even need to happen here.

I am not a mathmatician, Im a software engineer and I didnt find anything in numerical recipes in c++ that sounded like it could do this.

Does such an algorithm even exist? Any suggestions or links are appreciated!

Thanks,
N
.

Relevant Pages

  • Re: Curve fitting help needed
    ... outliers and erronious data points have been causing a huge ... > would fit perfectly (if this poor data point was removed) are fitted ... Removing the data points before fitting is not desireable, ...
    (sci.math)
  • Re: Update Query; But keep rest of field...
    ... Left$ and Right$ act like a scissors, counting from left or right, and cutting the string at that point, returning just that portion of the string. ... Comparing "Fitting ABS" with Left$will tell you if the beginning matches the eleven characters in "Fitting ABS". ... Will take "Fit ABS", and add everything except the first eleven characters, of tblItem.to it. ... Using the Design View to create a query, ...
    (microsoft.public.access.queries)
  • Re: Curve fitting help needed
    ... > I have a series of data points that I am fitting to a reference set. ... > error in the fit. ... > Is there a minimization fitting routine or algorithm out there that will ... Most fitting routines allow you to assign weights to each data point ...
    (sci.math)
  • Re: Update Query; But keep rest of field...
    ... Using the Design View to create a query, ... UPDATE tblItem SET tblItem.itemMfgItemNumber = "Fit ABS" ... The goal is to find all items that START with "Fitting ABS" and change them ... Fitting PVC Sch40 1" 90 ELL SxS ...
    (microsoft.public.access.queries)
  • Re: Singular matrix in Invert_RtR
    ... Singular matrix in Invert_RtR ... The problem is that Gnuplot's fit uses a procedure known as Marquard-Levenberg algorithm, ... There is an alternative fitting algorithm, Simplex by Nelson & Mead, which is much more stable and can also minimise Chi^2 or the median of residuals in those cases where minimising the sum of squares is statistically inappropriate. ... Unfortunately, Simplex can not directly calculate the standard deviations for the parameters, that is probably the reason why many scientific fitting programs do not use it. ...
    (comp.graphics.apps.gnuplot)