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?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter3: Functions And Graphs
Section3.3: Lines
Problem 31E
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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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