How can I fit a series expansion with an unknown power?

I need to fit my data to a series expansion of which the power (nth term) is also to be fitted. First of all, is there a built in function that I could use directly or take as an example. Also is it possible to construct such function to make curve fitting with custom fit tool easily? The rough version of my function is the following:

sigma((A^n)*(B^n))/sigma(A^n), A and n will be the fitting parameters.

Any help will be greatly appreciated,

Thanks,

[Torsten]

What is the independent variable in the series ?

What index do you sum over ?

Are the A's all different ?

Are the B's given ?

...

More information is needed to give a meaningful answer.

Best wishes

Torsten.

[Mukul Rao]

Yes, I agree more information is required. Also which toolbox do you intend to use? The curve fitting toolbox or the local or global optimization toolbox? Ultimately, the solution lies in the way you would define your objective function.

If you are looking at the curve fit toolbox, this topic would be useful - Creating "fittype" objects from custom files. To learn more , refer the section on "fittype definition from files " at the following link:

http://www.mathworks.com/help/releases/R2014b/curvefit/fittype.html