Least Squares and Parameter Identification

(A three-week module in MA 325 at NCSU)

http://www4.ncsu.edu/eos/users/w/white/www/white/ma325.htm

by

Robert E. White

Professor of Mathematics at NCSU

References:

Lecture notes on “Matrix Applications and Computations”

http://www4.ncsu.edu/eos/users/w/white/www/white/mamac/mac_toc.htm

Chapter Four in “Elements of Matrix Modeling and Computing with Matlab”

http://www4.ncsu.edu/eos/users/w/white/www/book/emactoc.htm

Outline of Topics:

1. Introduction to Applied Math as a Process

2. Matrices, Curves and Surfaces with Matlab:

Matrices and Plotting Inventory

Curves in the Space and Projectiles

Surfaces and Optimization

3. Curve Fitting to Data

4. Normal Equations and Polynomial Approximation

5. Multilinear Approximation and Parameter Identification

6. Radioactive Decay Parameter Identification

7. Other Parameter Identifications:

Steady State Heat Diffusion

Spread of Information

SIR Epidemic Model

Homework 1.

Homework 2.

Module Summary.