Can the Least Squares Method be expressed as a convolution?

In summary, the Least Squares Method can be interpreted as a convolution operation when viewed through the lens of linear algebra and signal processing. By modeling the problem in terms of linear transformations and incorporating kernel functions, the least squares solution can be represented as the convolution of the input data with a specific filter. This perspective highlights the relationship between optimization techniques and signal processing methods, demonstrating that the minimization of error in least squares can be analogous to filtering operations in convolution.
  • #1
Daniel Petka
147
16
Homework Statement
Consider a laser line position estimation by fitting using the Least Square Method (LSM) and prove (or disprove) that it can be considered as a convolution with some function and finding the center by looking for the maximum (zero‐crossing by the derivative). What is the smoothing function?

The Least Square Method (LSM) is defined as:
$$\sum_i[S(x_i)-F(x_i,;a,b,...)]^2=min,$$
where the fitting function is:
$$F(x;y_0,A,x_0,w)=y_0+A\cdot g(x-x_c,w)$$

The fit program will adjust all parameters, but we
are interested only for ##x_c##.

Hint: change sums to integrals in LSM description!
Relevant Equations
fitting function: ##F(x;y_0,A,x_0,w)=y_0+A\cdot g(x-x_c,w)##
convolution: ##f(x)=\int S(x-y)K(y)dy##
Least Squares Method: ##\sum_i[S(x_i)-F(x_i,;a,b,...)]^2=min##
1709981521836.png

I started by converting the LSM from sum to integral form:
$$f(x_c) = \sum_i[S(x_i)-F(x_i,;a,b,...)]^2 to f(x_c) = \int( S(x) - F(x-x_c)^2 dx$$

Since we are not interested in the other parameters (like offset), I assumed that they are fitted correctly and thus ignored them, turning ##F(x-x_c)## directly to ##g(x-x_c)##.

Then I expanded the binomial formula as following:
$$\int S(x)^2 - 2S(x)F(x-x_c) + g(x-x_c)^2 dx$$

And used the linearity of the integral to isolate the part of the equation that doesn't depend on x_0:
$$ f(x_c) = \int S(x)^2 dx + \int 2S(x)g(x-x_c) + g(x-x_c)^2 dx$$
Hence, we have a constant q that isn't affected by the convolution:

$$ f(x_c) = q + \int 2S(x)g(x-x_c) + g(x-x_c)^2 dx$$

The middle term is a convolution og the 2 functions. My idea was to disprove that a Kernel exists, because there is a term that doesn't depend on ##x_c##, but this logic doesn't make any sense after thinking about it. I am completely stuck at this point, since I can neither prove nor disprove that the kernel function exists. Any help would be highly appreciated!
 
Last edited:

FAQ: Can the Least Squares Method be expressed as a convolution?

What is the Least Squares Method?

The Least Squares Method is a mathematical technique used to find the best-fitting curve or line that minimizes the sum of the squares of the differences between observed and predicted values. It is widely used in regression analysis to estimate the parameters of a linear model.

What is a convolution in mathematical terms?

In mathematical terms, a convolution is an operation on two functions that produces a third function expressing how the shape of one is modified by the other. It is commonly used in signal processing and image analysis to combine two sets of information.

Can the Least Squares Method be expressed as a convolution?

In general, the Least Squares Method itself is not typically expressed as a convolution. However, certain aspects of the problem, such as the correlation between signals in time series analysis, can be related to convolution operations. The core principle of least squares involves minimizing the error, which is different from the concept of convolution.

Are there any scenarios where convolution is used in conjunction with the Least Squares Method?

Yes, in some advanced applications, such as deconvolution problems in signal processing, the Least Squares Method can be used to solve for the original signal by minimizing the error between the observed signal and the convolution of the estimated signal with a known filter. This is an indirect use of both concepts together.

How does the Least Squares Method differ from convolution in practice?

The Least Squares Method focuses on minimizing the squared differences between observed and predicted values to find the best fit. Convolution, on the other hand, involves integrating the product of two functions after one has been flipped and shifted. While both are integral-based operations, their purposes and applications differ significantly in practice.

Similar threads

Back
Top