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单词 ExampleOfLinearLeastSquares
释义

example of linear least squares


The assumptionPlanetmathPlanetmath of linear least squares is that there is a linear relationship between our measurements z and the variables to be estimated x

z=Mx+b(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

xfit=(ATA)-1ATz(2)

The only not so obvious step before using a tool like Matlab, is to form the A matrix, which is a of an identity vector and x as column vectorsMathworldPlanetmath, such that

A=[  1|x]

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

z=0.543x+0.947

Figure 1: Linear Fit of Example Data

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更新时间:2025/5/4 21:34:48