Least Squares minimize 6()=‖Ax-bl3=∑1(ax-b)2. Here ARx (with k>n),af are the rows of A,and the vector 2 R"is the optimization variable. analytical solution:*=(ATA)-1ATb The basis of regression analysis,optimal design,many parameter estimation and data fitting methods. Reliable and efficient algorithms and software Computational time proportional to n2:(A E R*x") System Engineering by J.J.Gao CLGO 8+ - System Engineering by J. J. Gao 8 Least Squares • The basis of regression analysis, optimal design, many parameter estimation and data fitting methods. • Reliable and efficient algorithms and software • Computational time proportional to