Hi Curt, On Saturday 17 October 2009 01:20:19 Curtis Olson wrote: > 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?
As always, tell the exact problem. Depending on your problem and requirements the solution ranges from a few lines of code to - 'better use an implementation that already exists is tested and is numerically stable'. Greetings Mathias ------------------------------------------------------------------------------ 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