最优化-最小二乘法拟合.docVIP

Least Squares Fit Abstract: The techniques of least squares optimization have their origins in problems of curve fitting, and of finding the best possible solution for a system of linear equations with infinitely many solutions. Curve fitting problems begin with data points (t 1, S 1), . . . , (tn sn) and a given class of functions (for example, linear functions, polynomial functions, exponential functions), and seek to identify the function S = f(t) that best fits the data points. On the other hand, such problems as finding the minimum distance in geometric contexts or minimum variance in st