From: "John D'Errico" <woodchips@rochester.rr.com>
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Newsgroups: comp.soft-sys.matlab
Subject: Re: fitting data to an integral
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Date: Sat, 10 Mar 2007 06:03:09 -0500
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B.K. Chen wrote:
>
>
> Hi, John,
>
> My equation is show below:
>
> integral sign { [G/(x^2+G^2)] * exp[-(G-a)^2/2b^2] } dG
>
> integration range is from G=0 to G=infinity
>
> the coefficients to be determined is a & b
>
> This equation is a integral of product of a Lorenz & a Gaussian.
  
So you have data where the integral
is given as a function of x?

As long as a/b>=10 or so, I'd try a
Gauss-Hermite numerical quadrature
inside the objective function. Then
any optimizer will be fine. For
smaller values of a/b, I'd just use
quad over a finite set of limits,
base the upper limit on the value
of a/b.

John