Lab5 Ordinary Least Squares fitting

# Lab5 Ordinary Least Squares fitting - 5 5.1 ORDINARY LEAST...

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5 O RDINARY L EAST S QUARES FITTING 5.1 O BJECTIVES The objective of this lab is to introduce the concept of Ordinary Least Squares fitting, and to learn how to program this algorithm in MatLab. En passé the student will learn general methods of matrix manipulation using MatLab. 5.2 I NTRODUCTION One of the most common forms of data analysis is to discover underlying themes in data. Often we use ‘best fit’ models where we assume that the mechanism that connects an input to an output can be described by a simple mathematical relationship (such as the polynomial) and we hope that the remainder (residuals) are random noise. The aim is to explain most of the data using the fewest number of terms (this is called a parsimonious model). The general polynomial model we are going to fit on the data can be written as follows: (1) e x x x y + + + + = 3 4 2 3 2 1 θθ in matrix form: (2) + = n n n n n e e x x x x y y 1 3 2

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Lab5 Ordinary Least Squares fitting - 5 5.1 ORDINARY LEAST...

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