Math Problem Statement

Fit the model F(t) = x1 + x2 * t / (1 + t^2) to observed data using the least squares method and solve for x1 and x2. The data is stored in 'lkn01.txt', where the first row contains time values t, and the second row contains observed F(t) values.

Solution

The problem in the image involves fitting a model of the form:

F(t)=x1+x2t1+t2F(t) = x_1 + x_2 \frac{t}{1 + t^2}

to given data using the least squares method. Here's a detailed explanation of the task:


1. Understanding the Problem

  • You are tasked to fit a model F(t)F(t) to observed data points.
  • The observed data is stored in a file (lkn01.txt), containing:
    • The first row: time values tt.
    • The second row: observed F(t)F(t) values.
  • The goal is to determine the parameters x1x_1 and x2x_2 by solving the least squares problem.

2. Mathematical Formulation

The least squares fitting minimizes the residual error between the observed data ff and the model F(t)F(t). Mathematically:

  1. The model can be rewritten in matrix form FAxF \approx A \mathbf{x}, where:

    • AA is a matrix derived from the model basis functions: \begin{bmatrix} 1 & \frac{t_1}{1 + t_1^2} \\ 1 & \frac{t_2}{1 + t_2^2} \\ \vdots & \vdots \\ 1 & \frac{t_n}{1 + t_n^2} \end{bmatrix}$$
    • x=[x1x2]\mathbf{x} = \begin{bmatrix} x_1 \\ x_2 \end{bmatrix} are the unknown parameters.
    • ff is the column vector of observed F(t)F(t) values.
  2. To solve for x\mathbf{x}, the normal equation is used: ATAx=ATfA^T A \mathbf{x} = A^T f where:

    • ATA^T is the transpose of matrix AA.
    • ATAA^T A and ATfA^T f are matrix products.
  3. Solving the normal equation gives the best-fitting x1x_1 and x2x_2 in the least squares sense.


3. Steps in MATLAB

To solve this problem in MATLAB:

  1. Load the data:

    matlab
    b = load('lkn01.txt'); % Load the file t = b(1, :); % First row: time values f = b(2, :); % Second row: observed F(t) values
  2. Construct the matrix AA:

    matlab
    A = [ones(length(t), 1), t' ./ (1 + t'.^2)]; % Basis functions
  3. Solve the normal equation:

    matlab
    x = (A' * A) \ (A' * f'); % Solve for x = [x1; x2]
  4. Display results:

    matlab
    x1 = x(1); x2 = x(2); fprintf('x1 = %.4f\n', x1); fprintf('x2 = %.4f\n', x2);

4. Result

The values of x1x_1 and x2x_2 will be displayed, rounded to four decimal places.


5. Next Steps

Would you like me to:

  1. Provide a complete code explanation for MATLAB?
  2. Discuss how least squares fitting works mathematically?
  3. Explain how to visualize the fit with MATLAB plots?
  4. Solve this with hypothetical example data for clarity?
  5. Extend the model with more complex basis functions?

Tip: Always normalize or scale data if tt values are large to improve numerical stability when solving least squares problems.

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Math Problem Analysis

Mathematical Concepts

Least Squares Method
Linear Algebra
Matrix Operations
Normal Equations

Formulas

F(t) = x1 + x2 * t / (1 + t^2)
Normal Equation: A^T * A * x = A^T * f
Matrix A = [1, t / (1 + t^2)]

Theorems

Gauss Normal Equation for Least Squares

Suitable Grade Level

Undergraduate (Linear Algebra and Numerical Methods)