- #1
nikki92
- 40
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Find the mean square error using the pseudo inverse approach.
I am given a 11X9 matrix A, a 11X1 vector F and R = 11X11 diagonal matrix
so Rhat = A[(A'A)^-1 ]A' R . Then I get a 11X11 matrix. Shouldn't I get getting a 8X11 matrix How do I get the most optimum vector F?
I am given a 11X9 matrix A, a 11X1 vector F and R = 11X11 diagonal matrix
so Rhat = A[(A'A)^-1 ]A' R . Then I get a 11X11 matrix. Shouldn't I get getting a 8X11 matrix How do I get the most optimum vector F?
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