A commonly used approximation method is polynomial regression, where the model
response is generally approximated by a polynomial basis function of linear or
quadratic order with or without coupling terms. The model output
yi
for a given set x
i of the input parameters X
can be formulated as the sum of the approximated value and an error term
.
(2–6) |
where p(x) is the polynomial basis,
(2–7) |
and β is a vector containing the unknown regression coefficients. These coefficients are generally estimated from a given set of sampled support points by assuming independent errors with equal variance at each point. By using a matrix notation the resulting least squares solution reads
(2–8) |
where P is a matrix containing the basis polynomials of the support point samples and y is the vector of support point values.