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Pseudo Inverse

  1. Feb 1, 2014 #1
    Find the mean square error using the pseudo inverse approach.

    I am given a 11X9 matrix A, a 11X1 vector F and R = 11X11 diagonal matrix

    so Rhat = A[(A'A)^-1 ]A' R . Then I get a 11X11 matrix. Shouldn't I get getting a 8X11 matrix How do I get the most optimum vector F?
     
    Last edited: Feb 1, 2014
  2. jcsd
  3. Feb 1, 2014 #2

    LCKurtz

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    Correct.

    No.

    I don't know.
     
  4. Feb 2, 2014 #3
    I have a linear question A*F =R where R is the diagonal 11 x 11 matrix A is 9X11 and F is 9X1. This system is over determined. I am confused on how to get the values of F .

    I get that F =[(A'A)^-1 ]A' R which gives me a 9 x 11 matrix which does not make sense .
     
  5. Feb 2, 2014 #4

    D H

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    Your equation AF=R is not overdetermined. It doesn't even make sense. There is no such thing as the product of a 9x11 matrix with a 9x1 matrix. If your A was 11x9, then the product AF would be defined, but it's dimensionality would be 11x1, not 11x11.
     
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