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Problem I. Least Square (10 points) a) Consider Y = AX+ V and VM (v|0, Q), what is the least square solution of X? b) If there is a constraint of b¹X= c, what is the optimal solution of X? c) If there is an additional constraint of XX=d, in addition to the constraint in b), what is the optimal solution of X?

Problem I. Least Square (10 points) a) Consider Y = AX+ V and VM (v|0, Q), what is the least square solution of X? b) If there is a constraint of b¹X= c, what is the optimal solution of X? c) If there is an additional constraint of XX=d, in addition to the constraint in b), what is the optimal solution of X?

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Problem I. Least Square (10 points) a) Consider Y = AX+ V and VM (v|0, Q), what is the least square solution of X? b) If there is a constraint of b¹X= c, what is the optimal solution of X? c) If there is an additional constraint of XX=d, in addition to the constraint in b), what is the optimal solution of X?
Transcribed Image Text:Problem I. Least Square (10 points) a) Consider Y = AX+ V and VM (v|0, Q), what is the least square solution of X? b) If there is a constraint of b¹X= c, what is the optimal solution of X? c) If there is an additional constraint of XX=d, in addition to the constraint in b), what is the optimal solution of X?
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