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I Trying to understand least squares estimates

  1. Feb 25, 2017 #1
    Hi, I'm trying to understand which mathematical actions I need to perform to be able to arrive at the solution shown in the uploaded picture. Thank you.

    Attached Files:

  2. jcsd
  3. Feb 25, 2017 #2


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  4. Feb 25, 2017 #3


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    As a general statement, least squares allows you to obtain " best possible solutions " to systems like :

    Ax=b , where b is not in the column space of A. This statement leads to a system like the one you attached to your post. You find the values of x that minimize the
    ## L^2 ## distance ## ||Ax -b ||_2 ##, and this is the orthogonal projection of b onto Ax.
  5. Feb 25, 2017 #4
    Yes, thank you. I will review the matrix multiplication.
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