(R1) |

Where:

denotes the unknown coefficients of the polynomial.

The least squares parameter solution is given by:

Where:

is the (diagonal) covariance matrix of the observations.

The coefficients are estimated by factorization of the matrix N.

The inverse of matrix N is also computed to check the solution (stability) and to compute some statistics.

A check number is given ( ) that gives a hint on the stability of the solution.

Leijen 2009-04-14