0
votes
1answer
68 views

Bounds on least squares and weighted least squares estimator

I was wondering if I can get some help in getting bounds on the parameters estimated by least squares (LS) and weighted least squares (WLS) methods. Suppose our observation model is: $\mathbf{y} = ...
2
votes
2answers
85 views

Have spd $(A^TA)$ and $(B^TB)$, need $A^TB$.

Given two symmetric positive definite matrices $(A^TA)$ and $(B^TB)$ I need to compute $A^TB$. $A$ and $B$ are not given directly. $(A^TA)$ and $(B^TB)$ have the same dimensions. $A$ and $B$ are ...