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Lease Squares Method

The document discusses the least squares method for fitting curves to data points. It describes how the sum of the squared errors is minimized to determine the curve of best fit. Several examples of applying the method to linear, exponential, power, and polynomial curves are shown step-by-step. Normal equations are derived for determining the constants in different functional forms that provide the best fit line or curve through the data points.

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suraj poudel
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146 views10 pages

Lease Squares Method

The document discusses the least squares method for fitting curves to data points. It describes how the sum of the squared errors is minimized to determine the curve of best fit. Several examples of applying the method to linear, exponential, power, and polynomial curves are shown step-by-step. Normal equations are derived for determining the constants in different functional forms that provide the best fit line or curve through the data points.

Uploaded by

suraj poudel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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12/9/2020

Curve Fitting: Least Squares


Method

September, 2020

Least Squares Method


• The curve of best fit is that for which e’s are as
small as possible.
• Principle: The sum of the squares of the errors is
a minimum.
• Let the set of data points be (xi,yi), i = 1,2,3, … …,
n and let the curve given y = f(x) be fitted to this
data. At x = xi, the experimental (or observed)
value of the ordinate is yi and the corresponding
value on the fitting curve is f(xi). If ei is the error
of approximation at x = xi, then we have:
ei = yi – f(xi) ---- (1)

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12/9/2020

Cont’d ….
If we write:

S= [y1 – f(x1)]2 + [y2 – f(x2)]2 + [y3 – f(x3)]2 + … + [yn – f(xn)]2

S = e12 + e22 + e32 + … + en2 ----(2)

Cont’d…
1. Linear Curve Fitting
2. Non - Linear Curve Fitting
a) Exponential Function
b) Power Function
c) Polynomial of the nth degree

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12/9/2020

1. Linear Curve Fitting/Fitting a


Straight Line
Let y = f(x) = a+bx be the straight line to be fitted
to the given data (xi,yi), where i = 1,2,3,…,n. Then
corresponding to the equation (2), we have

S= [y1 – (a+bx1)]2 + [y2 – (a+bx2)]2 + [y3 –


(a+bx3)]2 + … + [yn – (a+bxn)]2 ---- (3)

Cont’d…

Differentiate eqn(3) w.r.t. a. For S to be minimum. We have,


s
 0  2 y1  (a  bx1 )  2 y2  (a  bx2 )  2 y3  (a  bx3 )  ...  2 yn  (a  bxn )
a
y1  y2  y3  ...  yn  a  a  a  ...  a  b x1  x2  x3  ...  xn 
n n

y
i 1
i  n  a  b xi
i 1
 (4)

Again, Differentiate eqn(3) w.r.t. b. For S to be minimum. We


have,

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12/9/2020

Cont’d…
n n

y
i1
i  n  a  bxi
i1
(4)
n n n

i i i i
x
i1
y  a x  b x 2

i1 i1
(5)

These equations are known as the Normal Equations.


Since xi and yi are known quantities, on solving eqn (4 & 5)
we can determine the constants a and b.

Example:

Fit the curve of the form y = a + bx to the following data set.


x 1 2 3 4 5
y 3 4 5 6 8

Solution:
Given:
No. of data set (n) =5
The given curve is: y = a + bx - (1)
Normal Equations of eqn(1) are
 y  n  a  b  x 2 
 xy  a  x  b  x 3 
2

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Example:
The values of  x,  x ,  xy ,  y are calculate shown in
2

the following table


x y xy x2
1 3
2 4
3 5
4 6
5 8
∑x =15 26 90 55

Substituting these values in equation 2 and 3

Example:
On solving, we get
a = 1.6
b = 1.2
Hence, the required linear best fit
relation is y = 1.6 + 1.2x

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12/9/2020

Non – Linear Curve Fitting


a) Exponential Function
Let the curve be y  ae bx  (1)
Taking log on both sides. We get,
log y = log a + bx*loge
Y = A + bx - (2) [∵loge = 1]
Where,
Y = log y
A = log a

Exponential Function
Write Normal Equation
𝑌 =𝑛∗𝐴+𝑏 𝑥

∑ 𝑥𝑌 =A∑ 𝑥 + 𝑏 ∑ 𝑥

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12/9/2020

Exponential Function:: Example


Determine the constants a and b by the method
of least squares such that y  aebx fits the
following data.
x 2 4 6 8 10
y 4.077 11.084 30.128 81.897 222.62

Non – Linear Curve Fitting


b) Power Function
Let the curve be y  ax b
Taking log on both sides. We get,
log y = log a +b*log x

Y = A + bX -(2)

Where,
Y = log y
A = log a
X = log x

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12/9/2020

Power Function
Write Normal Equation

Power Function:: Example


Using least squares method, fit the curve of
the form y = axb to the following data set.
x 1 2 3 4 5
y 0.50 2.00 4.50 8.00 12.50

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12/9/2020

Non – Linear Curve Fitting


c) Polynomial of the nth degree
Let the second order polynomial be
y = a + bx +cx2 - (1)
The Normal Equations are
𝑦 =𝑎∗𝑛+𝑏 𝑥+𝑐 𝑥

𝑥𝑦 = 𝑎 ∗ 𝑥+𝑏 𝑥 +𝑐 𝑥

𝑥 𝑦=𝑎 𝑥 +𝑏 𝑥 +𝑐 𝑥

Example:
Fit a second order polynomial to the data in the
following table.
x 1 2 3 4
y 6 11 18 27

For the following set of data, fit a parabolic


curve using Least Squares Method and find y(2)
x 0.5 1 1.5 4.5 6.5 7.5
y 2.5 2.7 3.5 6.5 8.4 9.5

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12/9/2020

Example
a) y=a+bx2 ------(1)
y=a+bX ---- (2)
Where,
X = x2
b) y=a+b*1/x ------(1)

c) y=alogex +b (1)
y=aX+b
X = logex

d) y=ax+b+c/x (1)
xy =ax2+bx+c
Y= ax2+bx+c
Where,
Y = xy

Example
e) xya = b
logx + alogy = logb
logy =(logb-logx)/a
log y = 1/a*(logb) – (1/a)*logx

Y = A +BX

Where,
A= 1/a*logb
B= -1/a
Logx=X

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