example of linear least squares
The assumption of linear least squares is that there is a linear relationship between our measurements and the variables to be estimated
(1) |
For this example let us assume that our measurements are given in Table 1 and you can see them plotted in Figure 1.
Table 1: Example Data
The linear least squares solution to fit the given data is given by the equation
(2) |
The only not so obvious step before using a tool like Matlab, is to form the matrix, which is a of an identity vector and as column vectors, such that
This is clarified by looking at the example in Matlab, \\PMlinktofileLinearLeastSquares.mLinearLeastSquares.m. A plot of fitting the measurement data with a line such that it minimizes the the mean square of the error is shown in Figure 1. The equation of the line to fit this data is then
Figure 1: Linear Fit of Example Data