(( Matlab )): linear regressions using the least squares

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m P Pk(xk, yk) yk �k

yk

a b

y = ax+b

a b

2 = mX

k=1

(yk � (axk + b))2

2 k

= mX

k=1

✓ yk � (axk + b)

�k

◆2

Pk

2 ����

����M ⇤  �

� B ����

���� 2

2

m a

b M B

x y � a b

\ M B

x y

1 �2k

2 = Pm

k=1(yk � (axk + b)) 2

y = ax

2

s

xk

x = 0

2

yk

0 �k �

2

2

2 /(m � 2)  1

yk � (axk + b) yk

r =

Pm k=1(xk � x̄)(yk � ȳ)pPm

k=1(xk � x̄)2 pPm

k=1(yk � ȳ)2

x̄ ȳ xk yk r 2 [�1; 1]

�k

Pk(xk, yk)

2 �

2

2 /(m � 2) r

r

(x, y1), (x, y2) (x, y3) y1 y2 y1 y3 y1