bv_cvxbook_extra_exercises

If some of our guesses are wrong ie our target

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Unformatted text preview: e number of false positives and false negatives in both A ˆ B ˆ ˆ and B . A false positive in A, for example, is an entry that is nonzero, while the corresponding ˆ entry in A is zero. A false negative is an entry of A that is zero, while the corresponding ˆ ˆ entry of A is nonzero. To judge whether an entry of A (or B ) is nonzero, you can use the test ˆij | ≥ 0.01 (or |Bij | ≥ 0.01). ˆ |A 5.11 Measurement with bounded errors. A series of K measurements y1 , . . . , yK ∈ Rp , are taken in order to estimate an unknown vector x ∈ Rq . The measurements are related to the unknown vector x by yi = Ax + vi , where vi is a measurement noise that satisfies vi ∞ ≤ α but is otherwise unknown. (In other words, the entries of v1 , . . . , vK are no larger than α.) The matrix A and the measurement noise norm bound α are known. Let X denote the set of vectors x that are consistent with the observations y1 , . . . , yK , i.e., the set of x that could have resulted in the measurements ma...
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This note was uploaded on 09/10/2013 for the course C 231 taught by Professor F.borrelli during the Fall '13 term at University of California, Berkeley.

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