Least Squares Formula PROOF

The video provides a detailed explanation of the least squares method using linear algebra. It begins by revisiting the ordinary least squares method and introduces a new approach to solve for the best fit curve by minimizing the error term. The concept of column space is explained, and the orthogonality condition is used to derive matrix equations. The video demonstrates how to solve for the optimal parameters using matrix inversion and discusses practical considerations like using the pseudo-inverse in Matlab for robust calculations.

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