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
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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!
 
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