6.5 Method of Squares

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4 Terms

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Formula to compute x-hat

(ATA)* x-hat = ATb

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Condition(s) for the Least Squares Theorem

Let A be an m x n matrix

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3 Statements of the Least Squares Theorem

(1) Ax = b has a unique LS solution for all b in Rn; (2) The columns of A are linearly independent; (3) ATA is invertible

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