Re: Norm of the error



I guess you are looking for an objective function to be used in
fminsearch.

there are more than a few choices
mean square error
sum of squared errors
mean absolute error
normalized error
chi-square error

The choice is dictated by the kind of data set you have. Sum of squared
residuals/least squares is the most popular but it is also very
susceptible to noise.
This might help
http://www.itl.nist.gov/div898/handbook/pmd/section1/pmd14.htm

.



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