A linear system, Ax = b, is over-constrained, where A is an m*2n matrix, x is a 2n*1 vector, and b is an m*1 vector, m>>2n. Suppose half of the columns in A are precise and the other half are uncertain with measurable uncertainty C, i.e.,
A1*x1 + A2*x2 = b, where A1 is precise and A2 is uncertain. What is the best way to compute the solution of x?
Thanks a lot for your help!