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ex1_leastsquares

Course: ECE 247, Fall 2008
School: UCSB
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1: Exercise Least Squares ECE247 System Identi cation Consider the problem of identifying the value of a resistor from a series of voltage and current measurements. The ideal relationship is, v = iR: v1 ; . . .; vN ]T i1; . . .; iN ]T Suppose the available data consists of N samples, v ~ = ~= { We can identify R by setting up the following least squares problem. We denote the estimate ^ of R by RLS1. ^ v{...

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1: Exercise Least Squares ECE247 System Identi cation Consider the problem of identifying the value of a resistor from a series of voltage and current measurements. The ideal relationship is, v = iR: v1 ; . . .; vN ]T i...
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