公司动态

最小二乘法拟合二维曲线的原理及实现

📅 2026/7/15 14:02:26
最小二乘法拟合二维曲线的原理及实现
已知有n个数据点:(x1,y1),(x2,y2),…,(xn,yn)(x_1, y_1), (x_2, y_2), \ldots, (x_n, y_n)(x1​,y1​),(x2​,y2​),…,(xn​,yn​),需要对这n个数据点进行曲线拟合,通过观察发现,它近似于抛物线,假定曲线为:y=a2×x2+a1×x+a0y = a_2 ×x^2 + a_1× x +a_0y=a2​×x2+a1​×x+a0​,其中a0、a1、a2a_0、a_1、a_2a0​、a1​、a2​是未知的,如果把(x1,y1)(x_1, y_1)(x1​,y1​)代入方程,得到y1=a2×x12+a1×x1+a0y_1 = a_2× x_1^2 + a_1× x_1 +a_0y1​=a2​×x12​+a1​×x1​+a0​,然后变形得:[x12x11][a2a1a0]=y1 \begin{gathered} \quad \begin{bmatrix} x_1^2 x_1 1 \end{bmatrix} \begin{bmatrix} a_2 \\ a_1 \\ a_0 \end{bmatrix} = y_1 \end{gathered}[x12​​x1​​1​]​a2​a1​a0​​​=y1​​同理,将(xi,yi),i=1,2,…,n(x_i, y_i), i = 1, 2, \ldots, n(xi​,yi​),i=1,2,…,n, 代入方程,可以得到:[xn2xn1][a2a1a0]=yn \begin{gathered} \quad \begin{bmatrix} x_n^2 x_n 1 \end{bmatrix} \begin{bmatrix} a_2 \\ a_1 \\ a_0 \end{bmatrix} = y_n \end{gathered}[xn2​​xn​​1​]​a2​a1​a0​​​=yn​​组合成矩阵形式为:[x12x11………xn2xn1][a2a1a0]=[y1…yn] \begin{gathered} \quad \begin{bmatrix} x_1^2 x_1 1 \\ \ldots \ldots \ldots \\ x_n^2 x_n 1 \end{bmatrix} \begin{bmatrix} a_2 \\ a_1 \\ a_0 \end{bmatrix} = \begin{bmatrix} y_1\\ \ldots\\ y_n\end{bmatrix} \end{gathered}​x12​…xn2​​x1​…xn​​1…1​​​a2​a1​