\-operator to perform least squares fit on multiple sample-sets
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Is there a matrix expansion of the \-operator that enables least squares fit of y = M\x where M is an m-by-n-by-p matrix and x is an m-length vector m=[3 .. 10]; n =3 for order 2?
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Answers (2)
Andrew Newell
on 19 Jan 2012
If I understand your question, you are trying to estimate y given multiple measurements of x. Note that if M were a matrix, the correct least squares estimate would be
yhat = (M'*M)\(M'*x);
You would be well advised to recast your problem. Instead of several vectors x, make one vector X containing all the data. Then reshape M so
y = M*X;
and then use the above expression.
6 Comments
Andrew Newell
on 22 Jan 2012
I'm not sure what you mean by "curve". To me, a set of (x,y) values represents points on a curve - in the example above, you would have four curves, one for each row of X.
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