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December 18, 2014

December 18, 2014

Posted by **mathstudent** on Friday, April 18, 2008 at 3:06pm.

The paper shows an equation to minimize. That makes perfect sense. Then, the paper says:

"The optimal solution to the least squares problem [above] is found by differentiation as a solution of a linear system of equations."

I am very familiar with traditional linear algebra least squares:

y = xb + e

solve for coefficients b by:

b = (x^T * x)^-1 * x^T * y

I understand the equation to be minimized but I don't understand the formulas that follow, and I think the paper is using some alternative least squares approach that I am not familiar with. It doesn't look like the paper is doing regular least squares (like I know). Any ideas what the paper is referring to? How do you use differentiation as a solution to a linear system of equations?

- math -
**Carmen**, Monday, April 21, 2008 at 12:30amDifferentiation is used when the equation is nonlinear. To parameterize the equation, partial derivatives are used to construct the design matrix (in your case, that would be the b matrix.) x would be the unknown vector, e would be the residual vector and y would be your observation vector.

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