Dynamic programming and minimal norm solutions of least squares problems
β Scribed by R. Kalaba; H. Natsuyama
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 433 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0898-1221
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π SIMILAR VOLUMES
In this paper we consider the solution of linear least squares problems min x Ax -b 2 2 where the matrix A β R mΓn is rank deficient. Put p = min{m, n}, let Ο i , i = 1, 2, . . . , p, denote the singular values of A, and let u i and v i denote the corresponding left and right singular vectors. Then
Suinmary. Paired operators T = d , P + A 2 & on a HILBERT spzce are studied where P is a projector, P+Q = I , and the coefficients are linear invertible operators. The MOORE-PENXOSE inverse of T can be obtained explicitly from a factorization of the coefficients, which is equivalent to the normal so
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## Abstract In the dynamical inverse problem of electroencephalogram (EEG) generation where a specific dynamics for the electrical current distribution is assumed, we can impose general spatiotemporal constraints onto the solution by casting the problem into a state space representation and assumin