5. Assume that the measurement vector y is obtained from ß by y = WB + 8 where E(BB') = R, E(&e') = Q, E(Be') = S. Show that the minimum-variance estimate of ß based on y is B=(RW' +S)(WRW' + WS + S'W' +Q) ¹y.
5. Assume that the measurement vector y is obtained from ß by y = WB + 8 where E(BB') = R, E(&e') = Q, E(Be') = S. Show that the minimum-variance estimate of ß based on y is B=(RW' +S)(WRW' + WS + S'W' +Q) ¹y.
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter5: Inverse, Exponential, And Logarithmic Functions
Section5.3: The Natural Exponential Function
Problem 44E
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![5. Assume that the measurement vector y is obtained from ß by
y = WB + 8
where
E(BB') = R,
E(e8') = Q, E(Be') = S.
Show that the minimum-variance estimate of ß based on y is
B = (RW' + S)(WRW' + WS + S'W' + Q)-'y.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fc496fc1c-65b5-490f-9c0c-ec0cbab7d85f%2Fd37408f8-1ab3-4d3b-b6cd-5f108486b512%2Fxy1jxj8_processed.png&w=3840&q=75)
Transcribed Image Text:5. Assume that the measurement vector y is obtained from ß by
y = WB + 8
where
E(BB') = R,
E(e8') = Q, E(Be') = S.
Show that the minimum-variance estimate of ß based on y is
B = (RW' + S)(WRW' + WS + S'W' + Q)-'y.
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