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"## 1.5 Approximation au sens des moindres carrés\n",
"\n",
"Soit $n \\geq 0$ un nombre entier. Etant donnés $m+1$ points \n",
"~~distincts~~ $t_0$, $t_1$,$\\dots$ $t_m$ et $m+1$ valeurs $y_0$,\n",
"$y_1$,$\\dots$ $y_n$, on cherche un polynôme $p$\n",
" de degré $n , tel que\n",
"\n",
"$$\\sum_{j=0}^m |y_j - p(t_j)|^2 \\qquad \\text{ soit le plus petit possible}.$$\n"
]
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"On appelle **polynôme aux moindres carrés de degré $n$**\n",
"le polynôme $\\hat{p}_n(t)$ de degré $n$ tel que\n",
"\\begin{equation}\n",
" \\sum_{j=0}^m |y_j - \\hat{p}_n(t_j)|^2 \\leq \\sum_{j=0}^m |y_j - p_n(t_j)|^2\n",
" \\qquad \\forall p_n(t) \\in \\mathbb{P}_n\n",
"\\end{equation}"
]
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"Nous cherchons les coefficients du polinôme $p(t) = a_0 + a_1 t + ... + a_n t^n$ qui satisfait *au mieux* les $n+1$ equations $p(t_k) = y_k, k=0,...,n$, c'est à dire\n",
"\n",
"$$a_0 + a_1 t_k + ... + a_n t_k^n = y_k, k=0,...,m$$\n",
"\n",
"Ce système s'écrit sous forme matricielle \n",
"\n",
"$$\\begin{pmatrix}\n",
"1 & t_0 & \\cdots & t_0^n \\\\\n",
"\\vdots & & & \\vdots \\\\\n",
"1 & t_m & \\cdots & t_m^n\n",
"\\end{pmatrix}\n",
"\\begin{pmatrix} a_0 \\\\ \\vdots \\\\ a_n \\end{pmatrix}\n",
"=\\begin{pmatrix} y_0 \\\\ \\vdots \\\\ y_m \\end{pmatrix}$$\n",
"\n",
"Puisque $m