平方度量意義下函数逼近问题的研究.docVIP

长春理工大学本科毕业论文 PAGE II PAGE 9 摘 要 最小二乘法是从误差拟合角度对回归模型进行参数估计或系统辨识,并在参数估计、系统辨识以及预测、预报等众多领域中得到极为广泛的应用.然而,最小二乘法因其抽象、难懂常常不能被准确理解.本文探讨了最小二乘法的基本原理及其各种变形的拟合方法,其中包括:一元线性最小二乘法拟合、多元线性拟合、多项式拟合、非线性拟合,并且讨论了连续函数的最佳平方逼近，在此基础上，介绍了切比雪夫、勒让德、拉盖尔、埃尔米特四种正交多项式以及三角多项式的逼近问题。 关键词：最小二乘法 线性拟合 曲线拟合 正交多项式 Abstract Least square was used to estimate parameters and identify system of regression model, by the point of error fitting. And it has widely application in the parameters estimate, system identification, prediction, forecasting and other fields. However, the least square method because of its abstract and difficult ，often can not be accurately understanding. The least square method’s principle and the various kinds of fitting methods such as the linear least square fitting, multiple linear fitting, polynomial fitting a nonlinear fitting are dealt with. And discussedsquare approximation of continuous function, on this basis, introduced the Chebyshev, Legendre, Laguerre, Hermite orthogonal polynomials and the four triangular polynomial approximation. Key Words：least square method；linear fitting；square approximation 目 录 TOC \o 1-3 \h \z \u HYPERLINK \l _Toc296434485 摘 要 PAGEREF _Toc296434485 \h I HYPERLINK \l _Toc296434486 Abstract PAGEREF _Toc296434486 \h II HYPERLINK \l _Toc296434487 目 录 PAGEREF _Toc296434487 \h I HYPERLINK \l _Toc296434488 第1章 引言 PAGEREF _Toc296434488 \h 1 HYPERLINK \l _Toc296434489 第2章 最小二乘法 PAGEREF _Toc296434489 \h 3 HYPERLINK \l _Toc296434490 2.1 最小二乘法问题描述 PAGEREF _Toc296434490 \h 3 HYPERLINK \l _Toc296434491 第3章 离散点的最小二乘曲线拟合 PAGEREF _Toc296434491 \h 7 HYPERLINK \l _Toc296434492 3.1 问题提法及拟合模型 PAGEREF _Toc296434492 \h 7 HYPERLINK \l _Toc296434493 3.2 线性模型的正规方程 PAGEREF _Toc296434493 \h 9 HYPERLINK \l _Toc296434494 3.3 基于正交基的线性模型 PAGEREF _Toc296434494 \h 11 HYPERLINK \l _Toc296434495 3.4 非线性模型举例 PAGEREF _Toc296434495 \h 13 HYPERLINK \l _Toc296434496 第4章 连续函数的最佳平方逼近 PAGEREF _Toc296434496 \h 17 HYPERLINK \l _Toc296434497 4.1 问题提法及正规方程 PAGEREF _Toc