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Linear Regression - Fourier Series

Asked by Valerie on 8 Apr 2011

I need to find the Fourier series coefficients of an arbitrary x,y data set over an arbitrary number of series terms using a general linear least squares technique.

the fourier series represents a function f(x) as

f(x)=a_0/2 + sum(a_n*cos(n*x) + b_n*sin(n*x))

any help would be great!

2 Comments

Matt Tearle on 8 Apr 2011

Is this a homework problem where your answer has to be in a certain prescribed formulation, or are you trying to do an actual fitting problem?

Matt Tearle on 8 Apr 2011

(Just so I know which answer to give...!)

Valerie

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