对于给定数据点若使用多项式进行拟合,即:
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\varphi(x)=a_0+a_1x+...+a_nx^n
φ(x)=a0+a1x+...+anxn
则最小二乘的法方程组为
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\left[ \begin{array}{ccc} m & \sum x_i & \cdots & \sum x_i^n \\ \sum x_i & \sum x_i^2 & \cdots & \sum x_i^{n+1} \\ \vdots & \vdots & \ddots & \vdots \\ \sum x_i^n & \sum x_i^{n+1} & \cdots & \sum x_i^{2n} \\ \end{array} \right] \begin{bmatrix} a_0 \\ a_1 \\ \vdots \\ a_n \end{bmatrix} =\begin{bmatrix} \sum y_i \\ \sum x_iy_i \\ \vdots \\ \sum x_i^ny_i \end{bmatrix}
m∑xi⋮∑xin∑xi∑xi2⋮∑xin+1⋯⋯⋱⋯∑xin∑xin+1⋮∑xi2n
a0a1⋮an
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∑yi∑xiyi⋮∑xinyi