# least square approximations

• Dec 7th 2011, 07:55 PM
alphabeta89
least square approximations
Let $\displaystyle t_{j}=j/100, a_{j}=j,b_{j}=-j$ for $\displaystyle j=0,...,99$. Determine the values of $\displaystyle c_{l},d_{m}$ for $\displaystyle l=0,...,5,m=1,...,4$, so that
$\displaystyle P(t)=c_{0}+\sum_{k=1}^{4}(c_{k}\textup{cos}(2\pi{k t})+d_{k}\textup{sin}(2\pi{kt}))+c_{5}\textup{cos} (10\pi{t})$
is the least squares approximation to the data points $\displaystyle (t_j,x_j)$ for $\displaystyle j=0,...,99$.
• Dec 10th 2011, 12:07 AM
CaptainBlack
Re: least square approximations
Quote:

Originally Posted by alphabeta89
Let $\displaystyle t_{j}=j/100, a_{j}=j,b_{j}=-j$ for $\displaystyle j=0,...,99$. Determine the values of $\displaystyle c_{l},d_{m}$ for $\displaystyle l=0,...,5,m=1,...,4$, so that
$\displaystyle P(t)=c_{0}+\sum_{k=1}^{4}(c_{k}\textup{cos}(2\pi{k t})+d_{k}\textup{sin}(2\pi{kt}))+c_{5}\textup{cos} (10\pi{t})$
is the least squares approximation to the data points $\displaystyle (t_j,x_j)$ for $\displaystyle j=0,...,99$.

More context would help with this, like is the data known and you want the actual coefficients, or do you want something like the regression equations?

CB
• Dec 10th 2011, 05:02 AM
alphabeta89
Re: least square approximations
Quote:

Originally Posted by CaptainBlack
More context would help with this, like is the data known and you want the actual coefficients, or do you want something like the regression equations?

CB

Sorry! I realised I left out some details!

Let $\displaystyle t_{j}=j/100, a_{j}=j,b_{j}=-j$ for $\displaystyle j=0,...,99$. Define
$\displaystyle f(t)= \sum_{k=0}^{99}(a_{k}\textup{cos}(2\pi{kt})+b_{k}{ sin}(2\pi{kt}))$
.
Define $\displaystyle f(t_{j})$ by $\displaystyle x_{j}$ for $\displaystyle j=0,...,99.$Determine the values of $\displaystyle c_{l},d_{m}$ for $\displaystyle l=0,...,5,m=1,...,4$, so that
$\displaystyle P(t)=c_{0}+\sum_{k=1}^{4}(c_{k}\textup{cos}(2\pi{k t})+d_{k}\textup{sin}(2\pi{kt}))+c_{5}\textup{cos} (10\pi{t})$
is the least squares approximation to the data points $\displaystyle (t_j,x_j)$ for $\displaystyle j=0,...,99$.
• Dec 10th 2011, 07:43 AM
CaptainBlack
Re: least square approximations
Quote:

Originally Posted by alphabeta89
Sorry! I realised I left out some details!

Let $\displaystyle t_{j}=j/100, a_{j}=j,b_{j}=-j$ for $\displaystyle j=0,...,99$. Define
$\displaystyle f(t)= \sum_{k=0}^{99}(a_{k}\textup{cos}(2\pi{kt})+b_{k}{ sin}(2\pi{kt}))$
.
Define $\displaystyle f(t_{j})$ by $\displaystyle x_{j}$ for $\displaystyle j=0,...,99.$Determine the values of $\displaystyle c_{l},d_{m}$ for $\displaystyle l=0,...,5,m=1,...,4$, so that
$\displaystyle P(t)=c_{0}+\sum_{k=1}^{4}(c_{k}\textup{cos}(2\pi{k t})+d_{k}\textup{sin}(2\pi{kt}))+c_{5}\textup{cos} (10\pi{t})$
is the least squares approximation to the data points $\displaystyle (t_j,x_j)$ for $\displaystyle j=0,...,99$.

This is now a numerical problem, consider using the Excel solver to find the best fit.

(Fourier theory suggests that $\displaystyle c_0\approx 0$ and $\displaystyle c_i\approx 100$ for $\displaystyle i=1..5$ and $\displaystyle d_i\approx 100$ for $\displaystyle i=1 .. 4$ )

CB