Sine wave frequency estimation with scipy.least_squares on Python
0
I am trying to estimate the sine wave frequency using scipy.least_squares with Python. I cannot understand why it does not work.
My code is:
import numpy as np
import matplotlib.pyplot as plt
from scipy.optimize import least_squares
def generate_data(t, A0, A, omega, phase):
y = A0 + A * np.sin(omega * t + phase)
return y
# Init params
A0 = 0
A = 7.744444
omega = 2*np.pi*1 #2*np.pi*0.2
phase = np.pi/2
t_min = 0
t_max = 100
# Model of sine
t_model = np.linspace(t_min, t_max, 100)
y_model = generate_data(t_model, A0= A0, A=A, omega=omega, phase=phase)
plt.plot(t_model,y_model)
# Target func
def fun(x, t, y):
return (x[0]*np.sin(x[1] * t + x[2])) - y
x0 = np.ones(3)
res_lsq = least_squares(fun, x0, args=(t_model, y_model))
res_robust = least_squares(fun, x0, loss='soft_l1', f_scale=0.1, args=(t_model, y_model))
print('res_robust.x,',res_robust.x[1], 'expect:',omega)
print('res_lsq.x = ', res_lsq.x[1], 'expect:',omega)
python scipy least-squares non-linear-regression
edited Nov 21 '18 at 20:26
Nic3500
3,35081829
asked Nov 21 '18 at 7:01
Dimitros MDADimitros MDA
44
add a comment |
0
I am trying to estimate the sine wave frequency using scipy.least_squares with Python. I cannot understand why it does not work.
My code is:
import numpy as np
import matplotlib.pyplot as plt
from scipy.optimize import least_squares
def generate_data(t, A0, A, omega, phase):
y = A0 + A * np.sin(omega * t + phase)
return y
# Init params
A0 = 0
A = 7.744444
omega = 2*np.pi*1 #2*np.pi*0.2
phase = np.pi/2
t_min = 0
t_max = 100
# Model of sine
t_model = np.linspace(t_min, t_max, 100)
y_model = generate_data(t_model, A0= A0, A=A, omega=omega, phase=phase)
plt.plot(t_model,y_model)
# Target func
def fun(x, t, y):
return (x[0]*np.sin(x[1] * t + x[2])) - y
x0 = np.ones(3)
res_lsq = least_squares(fun, x0, args=(t_model, y_model))
res_robust = least_squares(fun, x0, loss='soft_l1', f_scale=0.1, args=(t_model, y_model))
print('res_robust.x,',res_robust.x[1], 'expect:',omega)
print('res_lsq.x = ', res_lsq.x[1], 'expect:',omega)
python scipy least-squares non-linear-regression
edited Nov 21 '18 at 20:26
Nic3500
3,35081829
asked Nov 21 '18 at 7:01
Dimitros MDADimitros MDA
44
2
Can you elaborate "it dosn't work"?
– bipll
Nov 21 '18 at 7:06
Frequency and other parameters are estimated incorrectly
– Dimitros MDA
Nov 21 '18 at 7:08
1
Please also include all your imports so that one can easily copy&paste code. Please also elaborate on why you think that the parameters are estimated incorrectly (expected vs. actual outcome).
– Cleb
Nov 21 '18 at 7:27
Your initial estimate is quite far away from the true parameters. Do things improve if you give a better estimate? Moreover you look to be sampling once a second, yet wanting to estimate a 7Hz signal. You should consider nyquist
– dmuir
Nov 21 '18 at 10:55
Many thanks to all for answers! I found the bug) Problem here: t_max = 100 )) Of course it should be 1..
– Dimitros MDA
Nov 21 '18 at 10:58
add a comment |
0
0
0
I am trying to estimate the sine wave frequency using scipy.least_squares with Python. I cannot understand why it does not work.
My code is:
import numpy as np
import matplotlib.pyplot as plt
from scipy.optimize import least_squares
def generate_data(t, A0, A, omega, phase):
y = A0 + A * np.sin(omega * t + phase)
return y
# Init params
A0 = 0
A = 7.744444
omega = 2*np.pi*1 #2*np.pi*0.2
phase = np.pi/2
t_min = 0
t_max = 100
# Model of sine
t_model = np.linspace(t_min, t_max, 100)
y_model = generate_data(t_model, A0= A0, A=A, omega=omega, phase=phase)
plt.plot(t_model,y_model)
# Target func
def fun(x, t, y):
return (x[0]*np.sin(x[1] * t + x[2])) - y
x0 = np.ones(3)
res_lsq = least_squares(fun, x0, args=(t_model, y_model))
res_robust = least_squares(fun, x0, loss='soft_l1', f_scale=0.1, args=(t_model, y_model))
print('res_robust.x,',res_robust.x[1], 'expect:',omega)
print('res_lsq.x = ', res_lsq.x[1], 'expect:',omega)
python scipy least-squares non-linear-regression
edited Nov 21 '18 at 20:26
Nic3500
3,35081829
asked Nov 21 '18 at 7:01
Dimitros MDADimitros MDA
44
I am trying to estimate the sine wave frequency using scipy.least_squares with Python. I cannot understand why it does not work.
My code is:
import numpy as np
import matplotlib.pyplot as plt
from scipy.optimize import least_squares
def generate_data(t, A0, A, omega, phase):
y = A0 + A * np.sin(omega * t + phase)
return y
# Init params
A0 = 0
A = 7.744444
omega = 2*np.pi*1 #2*np.pi*0.2
phase = np.pi/2
t_min = 0
t_max = 100
# Model of sine
t_model = np.linspace(t_min, t_max, 100)
y_model = generate_data(t_model, A0= A0, A=A, omega=omega, phase=phase)
plt.plot(t_model,y_model)
# Target func
def fun(x, t, y):
return (x[0]*np.sin(x[1] * t + x[2])) - y
x0 = np.ones(3)
res_lsq = least_squares(fun, x0, args=(t_model, y_model))
res_robust = least_squares(fun, x0, loss='soft_l1', f_scale=0.1, args=(t_model, y_model))
print('res_robust.x,',res_robust.x[1], 'expect:',omega)
print('res_lsq.x = ', res_lsq.x[1], 'expect:',omega)
python scipy least-squares non-linear-regression
python scipy least-squares non-linear-regression
edited Nov 21 '18 at 20:26
Nic3500
3,35081829
asked Nov 21 '18 at 7:01
Dimitros MDADimitros MDA
44
edited Nov 21 '18 at 20:26
Nic3500
3,35081829
asked Nov 21 '18 at 7:01
Dimitros MDADimitros MDA
44
edited Nov 21 '18 at 20:26
Nic3500
3,35081829
edited Nov 21 '18 at 20:26
Nic3500
3,35081829
edited Nov 21 '18 at 20:26
Nic3500
3,35081829
3,35081829
asked Nov 21 '18 at 7:01
Dimitros MDADimitros MDA
44
asked Nov 21 '18 at 7:01
Dimitros MDADimitros MDA
44
asked Nov 21 '18 at 7:01
Dimitros MDADimitros MDA
44
44
2
Can you elaborate "it dosn't work"?
– bipll
Nov 21 '18 at 7:06
Frequency and other parameters are estimated incorrectly
– Dimitros MDA
Nov 21 '18 at 7:08
1
Please also include all your imports so that one can easily copy&paste code. Please also elaborate on why you think that the parameters are estimated incorrectly (expected vs. actual outcome).
– Cleb
Nov 21 '18 at 7:27
Your initial estimate is quite far away from the true parameters. Do things improve if you give a better estimate? Moreover you look to be sampling once a second, yet wanting to estimate a 7Hz signal. You should consider nyquist
– dmuir
Nov 21 '18 at 10:55
Many thanks to all for answers! I found the bug) Problem here: t_max = 100 )) Of course it should be 1..
– Dimitros MDA
Nov 21 '18 at 10:58
add a comment |
2
Can you elaborate "it dosn't work"?
– bipll
Nov 21 '18 at 7:06
Frequency and other parameters are estimated incorrectly
– Dimitros MDA
Nov 21 '18 at 7:08
1
Please also include all your imports so that one can easily copy&paste code. Please also elaborate on why you think that the parameters are estimated incorrectly (expected vs. actual outcome).
– Cleb
Nov 21 '18 at 7:27
Your initial estimate is quite far away from the true parameters. Do things improve if you give a better estimate? Moreover you look to be sampling once a second, yet wanting to estimate a 7Hz signal. You should consider nyquist
– dmuir
Nov 21 '18 at 10:55
Many thanks to all for answers! I found the bug) Problem here: t_max = 100 )) Of course it should be 1..
– Dimitros MDA
Nov 21 '18 at 10:58
2
2
Can you elaborate "it dosn't work"?
– bipll
Nov 21 '18 at 7:06
Can you elaborate "it dosn't work"?
– bipll
Nov 21 '18 at 7:06
Frequency and other parameters are estimated incorrectly
– Dimitros MDA
Nov 21 '18 at 7:08
Frequency and other parameters are estimated incorrectly
– Dimitros MDA
Nov 21 '18 at 7:08
1
1
Please also include all your imports so that one can easily copy&paste code. Please also elaborate on why you think that the parameters are estimated incorrectly (expected vs. actual outcome).
– Cleb
Nov 21 '18 at 7:27
Please also include all your imports so that one can easily copy&paste code. Please also elaborate on why you think that the parameters are estimated incorrectly (expected vs. actual outcome).
– Cleb
Nov 21 '18 at 7:27
Your initial estimate is quite far away from the true parameters. Do things improve if you give a better estimate? Moreover you look to be sampling once a second, yet wanting to estimate a 7Hz signal. You should consider nyquist
– dmuir
Nov 21 '18 at 10:55
Your initial estimate is quite far away from the true parameters. Do things improve if you give a better estimate? Moreover you look to be sampling once a second, yet wanting to estimate a 7Hz signal. You should consider nyquist
– dmuir
Nov 21 '18 at 10:55
Many thanks to all for answers! I found the bug) Problem here: t_max = 100 )) Of course it should be 1..
– Dimitros MDA
Nov 21 '18 at 10:58
Many thanks to all for answers! I found the bug) Problem here: t_max = 100 )) Of course it should be 1..
– Dimitros MDA
Nov 21 '18 at 10:58
add a comment |
0
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2
Can you elaborate "it dosn't work"?
– bipll
Nov 21 '18 at 7:06
Frequency and other parameters are estimated incorrectly
– Dimitros MDA
Nov 21 '18 at 7:08
1
Please also include all your imports so that one can easily copy&paste code. Please also elaborate on why you think that the parameters are estimated incorrectly (expected vs. actual outcome).
– Cleb
Nov 21 '18 at 7:27
Your initial estimate is quite far away from the true parameters. Do things improve if you give a better estimate? Moreover you look to be sampling once a second, yet wanting to estimate a 7Hz signal. You should consider nyquist
– dmuir
Nov 21 '18 at 10:55
Many thanks to all for answers! I found the bug) Problem here: t_max = 100 )) Of course it should be 1..
– Dimitros MDA
Nov 21 '18 at 10:58