A certain experiment produce the data \(\left( {1,7.9} \right),\left( {2,5.4} \right)\) and \(\left( {3, - .9} \right)\). Describe the model that produces a least-squares fit of these points by a function of the form

\(y = A\cos x + B\sin x\)

Short Answer

Expert verified

The required matrix and vectors are shown as:

Design Matrix: \(X = \left( {\begin{aligned}{\cos 1}&{\sin 1}\\{\cos 2}&{\sin 2}\\{\cos 3}&{\sin 3}\end{aligned}} \right)\)

Observation vector: \({\bf{y}} = \left( {\begin{aligned}{7.9}\\{5.4}\\{ - 0.9}\end{aligned}} \right)\)

Parameter vector: \(\beta = \left( {\begin{aligned}A\\B\end{aligned}} \right)\)

Step by step solution

01

The General Linear Model

The equation of the general linear model is defined as:

\({\bf{y}} = X\beta + \in \)

Here, \({\bf{y}} = \left( {\begin{aligned}{{y_1}}\\{{y_2}}\\ \vdots \\{{y_n}}\end{aligned}} \right)\) is an observational vector, \(X = \left( {\begin{aligned}1&{{x_1}}& \cdots &{x_1^n}\\1&{{x_2}}& \cdots &{x_2^n}\\ \vdots & \vdots & \ddots & \vdots \\1&{{x_n}}& \cdots &{x_n^n}\end{aligned}} \right)\) is the design matrix, \(\beta = \left( {\begin{aligned}{{\beta _1}}\\{{\beta _2}}\\ \vdots \\{{\beta _n}}\end{aligned}} \right)\) is parameter vector, and \( \in = \left( {\begin{aligned}{{ \in _1}}\\{{ \in _2}}\\ \vdots \\{{ \in _n}}\end{aligned}} \right)\) is a residual vector.

02

Find design matrix, observation vector, parameter vector for given data

The given equation is\(y = A\cos x + B\sin x\), and the given data sets are \(\left( {1,7.9} \right)\), \(\left( {2,5.4} \right)\) and \(\left( {3, - 0.9} \right)\).

Write the Design matrix, observational vector, and the parameter vector for the given equation and data set by using the information given in step 1.

Design matrix:

\(X = \left( {\begin{aligned}{\cos 1}&{\sin 1}\\{\cos 2}&{\sin 2}\\{\cos 3}&{\sin 3}\end{aligned}} \right)\)

Observational vector:

\({\bf{y}} = \left( {\begin{aligned}{7.9}\\{5.4}\\{ - 0.9}\end{aligned}} \right)\)

And, the parameter vectorfor the given equation is:

\(\beta = \left( {\begin{aligned}A\\B\end{aligned}} \right)\)

So, the above values are the best fit for the given data set and equation.

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Most popular questions from this chapter

Question: In Exercises 3-6, verify that\(\left\{ {{{\bf{u}}_{\bf{1}}},{{\bf{u}}_{\bf{2}}}} \right\}\)is an orthogonal set, and then find the orthogonal projection of y onto\({\bf{Span}}\left\{ {{{\bf{u}}_{\bf{1}}},{{\bf{u}}_{\bf{2}}}} \right\}\).

3.\[y = \left[ {\begin{aligned}{ - {\bf{1}}}\\{\bf{4}}\\{\bf{3}}\end{aligned}} \right]\],\({{\bf{u}}_{\bf{1}}} = \left[ {\begin{aligned}{\bf{1}}\\{\bf{1}}\\{\bf{0}}\end{aligned}} \right]\),\({{\bf{u}}_{\bf{2}}} = \left[ {\begin{aligned}{ - {\bf{1}}}\\{\bf{1}}\\{\bf{0}}\end{aligned}} \right]\)

a. Rewrite the data in Example 1 with new \(x\)-coordinates in mean deviation form. Let \(X\) be the associated design matrix. Why are the columns of \(X\) orthogonal?

b. Write the normal equations for the data in part (a), and solve them to find the least-squares line, \(y = {\beta _0} + {\beta _1}x*\), where \(x* = x - 5.5\).

In Exercises 1-4, find the equation \(y = {\beta _0} + {\beta _1}x\) of the least-square line that best fits the given data points.

  1. \(\left( {1,0} \right),\left( {2,1} \right),\left( {4,2} \right),\left( {5,3} \right)\)

In Exercises 7–10, let\[W\]be the subspace spanned by the\[{\bf{u}}\]’s, and write y as the sum of a vector in\[W\]and a vector orthogonal to\[W\].

9.\[y = \left[ {\begin{aligned}4\\3\\3\\{ - 1}\end{aligned}} \right]\],\[{{\bf{u}}_1} = \left[ {\begin{aligned}1\\1\\0\\1\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}{ - 1}\\3\\1\\{ - 2}\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}{ - 1}\\0\\1\\1\end{aligned}} \right]\]

(M) Use the method in this section to produce a \(QR\) factorization of the matrix in Exercise 24.

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