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Lecture 5 Least-squares - Stanford Engineering Everywhere

Lecture 5 Least-squares - Stanford Engineering Everywhere

see.stanford.edu

projection and orthogonality principle • least-squares estimation • BLUE property ... . . . a very famous formula Least-squares 5–4 • xls is linear function of y • xls = A−1y if A is square ... m×m orthogonal, R 1 ∈ R n×n upper triangular, invertible

  Tesla, Square, Formula, Projection, Orthogonal, Least squares, Formula least squares

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