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I have a sequence of $n$ points $(x_i,y_i)$, for $i=1,\dots,n$. I would like to find the function, of the form $y=V\sin(x+\phi)$, which best fits the points. Which numerical method could I use? I have a slow system, with little memory, so I am searching for a fast and efficent method, even if not very accurate.

I have tried with gradient descent, but it is slow.

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How do you define "best fit"? –  Listing Nov 25 '11 at 23:14
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The usual method for least-squares fitting is Levenberg-Marquardt. Of course, this needs a good initial estimate for your model's parameters, as with most iterative methods. –  J. M. Nov 26 '11 at 2:02
    

1 Answer 1

Try this straightforward method, pages 35-36 from this paper publishd on Scribd : http://fr.scribd.com/doc/14674814/Regressions-et-equations-integrales

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