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Unformatted text preview: x, given
y , taking into account the prior assumption that x is nonnegative and monotonically nondecreasing, as a convex optimization problem. Be sure to indicate what the problem variables
are, and what the problem data are.
(b) We now consider a speciﬁc instance of the problem, with problem data (i.e., N , k , h, and y )
given in the ﬁle ml_estim_incr_signal_data.m. (This ﬁle contains the true signal xtrue,
which of course you cannot use in creating your estimate.) Find the maximum likelihood
estimate xml , and plot it, along with the true signal. Also ﬁnd and plot the maximum likelihood
estimate xml,free not taking into account the signal nonnegativity and monotonicity.
Hint. The function conv (convolution) is overloaded to work with CVX.
6.7 Relaxed and discrete A-optimal experiment design. This problem concerns the A-optimal experiment design problem, described on page 387, with data generated as follows.
n = 5; % dimension of parameters to be estimated
p = 20; % number of available types of meas...
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- Fall '13
- The Aeneid