問題詳情
一、今有兩個物理向量 x∈Rn、y∈Rm(m≥n)，其關係為 y = Hx，其中 Rn係 n 維之實數空間、H 為一(m×n)之矩陣，若經實驗過程取得數據 ym，請求出 x 之最佳估測，使得成本函數(ym－Hx)T W(ym－Hx)為最小，其中 W 為一(m×m)之權重對稱矩陣。（假設 HTWH 為一可逆矩陣）（10 分）
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