Exponential least squares fitting with a positive amplitude uses the model
|
(1)
|
For data with and
not all identical, taking the logarithm
of both sides gives
|
(2)
|
Minimizing the sum of squared residuals in the logarithms gives
|
(3)
| |||
|
(4)
|
where
and
.
In general, this does not minimize the sum of squared errors in . An alternative is to minimize the weighted sum
|
(5)
|
Applying least squares fitting gives
|
(6)
|
|
(7)
|
|
(8)
|
Solving for and
,
|
(9)
| |||
|
(10)
|
where again and
. In particular,
is the logarithm of the
exponential amplitude.
For small relative residuals, approximates
. Thus the weights
approximately weight the squared residuals in
by
. Using weights
instead approximates equal weighting of the squared residuals in
.
In the plot above, the short-dashed curve is the fit computed from (3) and (4) and the long-dashed curve is the fit computed from (9) and (10).