Questions tagged [least-squares]
The least-squares tag has no summary.
139 questions
0 votes
0 answers
51 views
Least Squares Spectral Analysis
For the traditional FFT, the frequency resolution is inversely proportional to the length of the sampled signal. I would like to know how to determine the frequency resolution of least-square methods, ...
- 121
1 vote
1 answer
133 views
Deriving the Batch Recursive Least Squares (Batch RLS) / Batch Sequential Least Squares with Limited Memory
I am implementing a Recursive Least Squares algorithm, with data arriving in chunks (say 10,000 new data points each day). Of course, I could just apply the update step 10,000 times each day, but that ...
6 votes
3 answers
285 views
Utilize the DFT For Least Squares Estimation of a Single Tone Parameters to Approximate Arbitrary Signal
Suppose we take an arbitrary real signal $x[n]$ and obtain its DFT, $X[k]$. Then, for some $\hat{k}$, we zero out the DFT everywhere except for $X[\hat{k}]$ and $X[N-\hat{k}]$. If we invert this DFT, ...
- 153
2 votes
1 answer
435 views
Least Squares (LS) Estimatior LS vs. Linear Minimum Mean Squared Error (LMMSE) for Channel Estimation
I have performed the LS channel estimation based on the received pilot sequences yp and pilot matrix P in MATLAB as following: <...
- 433
3 votes
2 answers
210 views
Kalman Filter and Generalized Least Squares
I have read in many places how Kalman Filter is related to generalized least squares algorithms. But there is still a bit I found a bit counterintuitive. Kalman gain solution is ${K}_k = {{P}}_{k\mid ...
- 133
1 vote
1 answer
78 views
Tune Least Squares Support Vector Machine (LS-SVM) With Grid Search Optimization
I am looking for LSSVM with Gride Search optimization in Python, but could not find it. Scikit learn has SVM with Grid Search but not for LSSVM.
- 21
2 votes
2 answers
120 views
Fit Data Samples with a Robust Fit
I have a data from a sensor which the connection model of $x$ and $y$ is known: For instance, in the case above, the model is linear. The issue is how to handle outliers. Specifically when there are ...
- 21k
0 votes
0 answers
42 views
How can I implement simple robust regression?
I have many datasets like this: to which I am trying to fit lines: $$ y = a + bx $$ However as you can see there are some outliers in each dataset. The number varies from data set to dataset. I am ...
- 1,785