On Sat, 24 Apr 2004 08:02:25 +0200, "Konrad Den Ende"
<[EMAIL PROTECTED]> wrote:

> Suppose you know that a process follows a function
> y(t) = a + b e^-x,   t >= 0.

  y(t) = a + b e^-t,   t >= 0.

> ALso, suppose you have following data.
> t:   { 0, 1, 2, 3 }
> y:   { 2.2, 1.4, 0.87, 0.44 }
> 
> How does one estimate the values of a and b?

Isn't this a simple least square problem which reduces to a linear 
regression y = a + b*x for

    x:   { 1  , e^-1, e^-2 ,e^-3 }
    y:   { 2.2, 1.4,  0.87 ,0.44 }
   

-- 
Horst





 
> I have estimated a+b to be 2.2 but i'm not to happy with that. Also, i have
> very little to say about how to estimate a or b alone. Anybody having a
> helping hand here?

.
.
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