Ellipse Fitting

Ellipse Fitting

At the July 21, 1999 meeting of the Celestial Mechanics Study Group, Gerry Sussman gave the problem of fitting an ellipse to a set of data points as an example of an application of the method of least squares.

More specifically, the problem is to fit an ellipse centered at the origin with axes coincident with the Cartesian axes to a set of points {(xi , yi)}, i = 1, 2, . . . , n.

Such an ellipse can be described by an equation of the form

x2
a2
+ y2
b2
=
1
 
where a and b are the lengths of the semiaxes of the ellipse in the x and y directions, respectively.

If we define

fa,b(x , y) = 1 - x2
a2
- y2
b2
we want to find the values of a and b which minimize
χ2 = Σ [fa,b(xi , yi)]2

By setting the partial derivatives of χ2 with respect to a and b to zero, it can be shown that the a and b which minimize χ2 solve the system of two simultaneous equations

xi2)a2b2 - (Σ xi2yi2)a2 - (Σ xi4)b2 = 0
and
yi2)a2b2 - (Σ yi4)a2 - (Σ xi2yi2)b2 = 0

The solution to the above system of equations is

a2 =xi2yi2)2 - (Σ xi4)(Σ yi4)
xi2yi2)(Σ yi2) - (Σ xi2)(Σ yi4)
b2 =xi2yi2)2 - (Σ xi4)(Σ yi4)
xi2)(Σ xi2yi2) - (Σ xi4)(Σ yi2)