11.01.2014 Views

Slides for Fuzzy Sets, Ch. 2 of Neuro-Fuzzy and Soft Computing

Slides for Fuzzy Sets, Ch. 2 of Neuro-Fuzzy and Soft Computing

Slides for Fuzzy Sets, Ch. 2 of Neuro-Fuzzy and Soft Computing

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

<strong>Neuro</strong>-<strong>Fuzzy</strong> <strong>and</strong> S<strong>of</strong>t <strong>Computing</strong>: <strong>Fuzzy</strong> <strong>Sets</strong><br />

Least-Square Estimators<br />

The task <strong>of</strong> fitting data using a linear model is referred<br />

to as linear regression<br />

We collect a training data set<br />

{(u i ;y i ), i = 1, …, m}<br />

Equation (*) becomes:<br />

⎧f<br />

⎪<br />

f<br />

⎨<br />

⎪M<br />

⎪⎩<br />

f<br />

1<br />

1<br />

1<br />

(u<br />

(u<br />

(u<br />

1<br />

2<br />

m<br />

) θ<br />

) θ<br />

1<br />

1<br />

) θ<br />

1<br />

+ f<br />

+ f<br />

+ f<br />

) θ<br />

) θ<br />

) θ<br />

+ ... + f<br />

+ ... + f<br />

+ ... + f<br />

which is equivalent to: A θ = y<br />

2<br />

2<br />

(u<br />

2<br />

(u<br />

1<br />

(u<br />

2<br />

m<br />

2<br />

2<br />

2<br />

n<br />

n<br />

(u<br />

(u<br />

n<br />

1<br />

2<br />

(u<br />

) θ<br />

) θ<br />

m<br />

n<br />

n<br />

) θ<br />

=<br />

=<br />

n<br />

y<br />

y<br />

=<br />

1<br />

2<br />

y<br />

m<br />

12

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!