Math Problem Statement
Solution
The problem in the image involves fitting a model of the form:
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 to observed data points.
- The observed data is stored in a file (
lkn01.txt
), containing:- The first row: time values .
- The second row: observed values.
- The goal is to determine the parameters and by solving the least squares problem.
2. Mathematical Formulation
The least squares fitting minimizes the residual error between the observed data and the model . Mathematically:
-
The model can be rewritten in matrix form , where:
- 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}$$
- are the unknown parameters.
- is the column vector of observed values.
-
To solve for , the normal equation is used: where:
- is the transpose of matrix .
- and are matrix products.
-
Solving the normal equation gives the best-fitting and in the least squares sense.
3. Steps in MATLAB
To solve this problem in MATLAB:
-
Load the data:
matlabb = load('lkn01.txt'); % Load the file t = b(1, :); % First row: time values f = b(2, :); % Second row: observed F(t) values
-
Construct the matrix :
matlabA = [ones(length(t), 1), t' ./ (1 + t'.^2)]; % Basis functions
-
Solve the normal equation:
matlabx = (A' * A) \ (A' * f'); % Solve for x = [x1; x2]
-
Display results:
matlabx1 = x(1); x2 = x(2); fprintf('x1 = %.4f\n', x1); fprintf('x2 = %.4f\n', x2);
4. Result
The values of and will be displayed, rounded to four decimal places.
5. Next Steps
Would you like me to:
- Provide a complete code explanation for MATLAB?
- Discuss how least squares fitting works mathematically?
- Explain how to visualize the fit with MATLAB plots?
- Solve this with hypothetical example data for clarity?
- Extend the model with more complex basis functions?
Tip: Always normalize or scale data if 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)
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