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Article #1129

Least Square Estimation

#1129
From: Qin Cai
Date: Thu, 28 Jan 1993 03:46
18 lines
1013 bytes
I have a Least Square Estimation problem which took me a long time but
still couldn't figure out the the method to solve it. I'm sure that 
there is no expilict solution, what I want to know  is the computer
searching algorithm. Could somebody help me?

The problem is to minimize the next function:

       \sum_{s} ||b_{s} - A_{s} *B *c_{s} ||^{2}

where	b_{s}: vector of T by 1,(T is very large, could be thousands), known
	A_{s}: Matrix of T by m, known
	B:     Matrix of m by n,(m > n, m:n could be 100:5), unkown.
	c_{s}: vector of n by 1, unknown.

	\sum_{s} means sum over s, s is the foot note.

Any helpful suggestion is appreciated.
	
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Message-ID: <6770@pdxgate.UUCP>
Path: arc1-ca.pugleaf.net!sparky!uunet!ogicse!pdxgate!caiq@eecs.cs.pdx.edu

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Path: arc1-ca.pugleaf.net!sparky!uunet!ogicse!pdxgate!caiq@eecs.cs.pdx.edu
From: caiq@eecs.cs.pdx.edu (Qin Cai)
Newsgroups: sci.math.num-analysis
Subject: Least Square Estimation
Message-ID: <6770@pdxgate.UUCP>
Date: 28 Jan 93 03:46:31 GMT
Article-I.D.: pdxgate.6770
Sender: news@pdxgate.UUCP
Organization: Portland State University, Portland, OR
Lines: 18