Multivariate Approximation Theory III pp 388-400 | Cite as
The Solution of Generalized Least Squares Problems
Abstract
A problem frequently encountered in empirical sciences is that of establishing a causal relationship between experimental variables. This involves firstly the selection of a suitable model for the process under consideration containing a number of free parameters, and secondly the choice of values of these parameters to give a best fit, in an appropriate sense, to the available data. The usual procedure is to treat one of the problem variables as being the ’dependent’ variable, and to attribute errors to the observed values of that variable. The parameters are then chosen so as to make these errors small in some sense: for example a commonly used method is to minimize the sum of squares.
Keywords
Line Search Hessian Matrix Quadratic Programming Problem Descent Direction Linear ManifoldPreview
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