Using an older answer , which suggests actually replacing legend characters,
plot( 0:10, 0:10, 'b-' ); hold on;
plot( 0:10, 10:-1:0, 'r-' ); hold on;
%
style = @(LineStyle,LineWidth) plot(0,0,LineStyle,'LineWidth',LineWidth,'visible','off')
AX = legend( [style('b-',20),style('r-',20)], {' Legend entry 2',' Legend entry 1'}, 'box','off' );
xlim([0 10]); ylim([0 10]);
xhand = xlabel( 'Frame#' );
yhand = ylabel( '||trans(E_i)||_2 (in mm)' );
set(gca,'FontSize', 28);
set(xhand,'fontsize',28)
set(yhand,'fontsize',28)

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