Least squares methods can be applied to solve differential algebraic equations (DAEs) by minimizing the residuals of the system's equations. This approach involves formulating a cost function that quantifies the discrepancy between the model predictions and the observed data, then optimizing this function to find the best-fit solution. The least squares technique is particularly useful when dealing with DAEs that may not have unique solutions or when incorporating measurement noise. By leveraging numerical optimization, it allows for the effective handling of the constraints typically present in DAEs.
Compute to the smallest fraction, reduce to the least number
T. A. Doerr has written: 'Linear weighted least-squares estimation' -- subject(s): Least squares, Kalman filtering
the residual.
100
Yes, it does exist.
Phillip R. Wilcox has written: 'A least squares method for the reduction of free-oscillation data' -- subject(s): Least squares, Oscillations
R. L. Schwiesow has written: 'Nonlinear least squares fitting on a minicomputer' -- subject(s): Minicomputers, Least squares, Computer programs
IUrii Vladimirovich Linnik has written: 'Method of least squares and principles of the theory of observations' -- subject(s): Least squares, Mathematical statistics
M. M Hafez has written: 'A modified least squares formulation for a system of first-order equations' -- subject(s): Least squares
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R. J. Clasen has written: 'The fitting of data by least squares to non-linearly parameterized functions' -- subject(s): Curve fitting, Least squares