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#1 2006-11-10 12:40:16

Jerre
Guest

eleminating inverse for recursive least square

Hello,

I have to proof a formula for recursively calculating the least squares.
In my proof, I have the formula (A' A)^(-1)
(where ' means transpose)

How do I eliminate the inverse? Has somebody a hint of a Theorem to use?

Many thanks in advance,

Jerre

#2 2006-11-10 17:15:49

George,Y
Member
Registered: 2006-03-12
Posts: 1,306

Re: eleminating inverse for recursive least square

You don't have to
You can point out A'A= (A'A)'
and (A'A)[sup]-1[/sup]= [(A'A)[sup]-1[/sup]]',
which  need each theorems to prove.
In addition, there is no way to eliminate (A' A)^(-1) generally, and the final formula involves it.

Last edited by George,Y (2006-11-10 17:16:12)


X'(y-Xβ)=0

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