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The problem of weighted least squares with positive definite weights M and N for matrices of arbitrary form and rank is analyzed. The existence and uniqueness of the M-weighted least-squares… Click to show full abstract
The problem of weighted least squares with positive definite weights M and N for matrices of arbitrary form and rank is analyzed. The existence and uniqueness of the M-weighted least-squares solution with a minimal N-norm of the system Ax = b are proved.
Keywords:
existence uniqueness;
normal pseudosolutions;
uniqueness weighted;
weighted normal
Journal Title: Cybernetics and Systems Analysis
Year Published: 2020
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Journal Title: Cybernetics and Systems Analysis
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!