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Published in 2020 at "Cybernetics and Systems Analysis"
DOI: 10.1007/s10559-020-00270-5
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…
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Keywords:
existence uniqueness;
normal pseudosolutions;
uniqueness weighted;
weighted normal ... See more keywords