Make sure you use the one that never maintains cumulative totals prior to subtraction ... because the errors mount up too fast.
On Fri, Oct 16, 2009 at 6:21 PM, Jon S. Berndt <jonsber...@comcast.net> wrote: > 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 > > ------------------------------------------------------------------------------ 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
