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Non-linear least squares

About: Non-linear least squares is a(n) research topic. Over the lifetime, 6667 publication(s) have been published within this topic receiving 273089 citation(s).
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Abstract: The standard method for solving least squares problems which lead to non-linear normal equations depends upon a reduction of the residuals to linear form by first order Taylor approximations taken about an initial or trial solution for the parameters.2 If the usual least squares procedure, performed with these linear approximations, yields new values for the parameters which are not sufficiently close to the initial values, the neglect of second and higher order terms may invalidate the process, and may actually give rise to a larger value of the sum of the squares of the residuals than that corresponding to the initial solution. This failure of the standard method to improve the initial solution has received some notice in statistical applications of least squares3 and has been encountered rather frequently in connection with certain engineering applications involving the approximate representation of one function by another. The purpose of this article is to show how the problem may be solved by an extension of the standard method which insures improvement of the initial solution.4 The process can also be used for solving non-linear simultaneous equations, in which case it may be considered an extension of Newton's method. Let the function to be approximated be h{x, y, z, • • • ), and let the approximating function be H{oc, y, z, • • ■ ; a, j3, y, ■ • ■ ), where a, /3, 7, • ■ ■ are the unknown parameters. Then the residuals at the points, yit zit • • • ), i = 1, 2, ■ • • , n, are

10,148 citations

01 Jun 1974
TL;DR: Since the lm function provides a lot of features it is rather complicated so it is going to instead use the function lsfit as a model, which computes only the coefficient estimates and the residuals.
Abstract: Since the lm function provides a lot of features it is rather complicated. So we are going to instead use the function lsfit as a model. It computes only the coefficient estimates and the residuals. Now would be a good time to read the help file for lsfit. Note that lsfit supports the fitting of multiple least squares models and weighted least squares. Our function will not, hence we can omit the arguments wt, weights and yname. Also, changing tolerances is a little advanced so we will trust the default values and omit the argument tolerance as well.

6,633 citations

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