I believe the "Numerical Recipes in C" (available online) has that
algorithm[s].
www.nr.com.
Jon
From: Curtis Olson [mailto:curtol...@gmail.com]
Sent: Friday, October 16, 2009 6:20 PM
To: FlightGear developers discussions
Subject: [Flightgear-devel] least squares code
I'm having a "duh" moment here ... I've googled and looked through my old
college text books and can't find something that I think should be easy to
find. I'm probably forgetting the proper name of the technique or something
stupid.
The basic formulas for least squares fitting of a line to a set of data are
well know. (I'm referring to the standard linear least squares fit of a
line to some data.)
I know I've seen a derivation of these formulas that allow you to
incrementally build your least squares solution as each data point comes in
(based on the current data and the past solution.) I know I've seen this
several places in my life, even recently. I'd rather not spend a week
re-deriving the formulas from scratch and testing and debugging.
Does anyone have a link or pointer to basic code or psuedo-code that
implements this incremental (recursive?) least squares approach?
Thanks in advance,
Curt.
--
Curtis Olson: http://baron.flightgear.org/~curt/
------------------------------------------------------------------------------
Come build with us! The BlackBerry(R) Developer Conference in SF, CA
is the only developer event you need to attend this year. Jumpstart your
developing skills, take BlackBerry mobile applications to market and stay
ahead of the curve. Join us from November 9 - 12, 2009. Register now!
http://p.sf.net/sfu/devconference
_______________________________________________
Flightgear-devel mailing list
Flightgear-devel@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/flightgear-devel
