A Function Fitting Method

11/04/2018

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by   Rajesh Dachiraju, et al.

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In this article we present a function fitting method, which is a convex minimization problem and can be solved using a gradient descent algorithm. We also provide some analysis on the fitness of the function to the data. The function fitting problem is also shown to be a solution of a linear, weak pde which contains some global terms. We describe a simple numerical solution using a gradient descent algorithm, that converges uniformly to the actual solution.As the minimization problem is also that of a quadratic form, there also exists a numerical method using linear algebra.