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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.6
А.N. Khimich1, E.A. Nikolaevskaya2


1 V.M. Glushkov Institute of Cybernetics, National Academy
of Sciences of Ukraine, Kyiv, Ukraine

khimich505@gmail.com

2 V.M. Glushkov Institute of Cybernetics, National Academy
of Sciences of Ukraine, Kyiv, Ukraine

elena_nea@ukr.net

EXISTENCE AND UNIQUENESS OF THE WEIGHTED NORMAL PSEUDOSOLUTION

Abstract. The problem of weighted least squares with positive definite weights M and N for matrices of arbitrary form and rank is analyzed. The existence and uniqueness of the M-weighted least-squares solution with a minimal N-norm of the system Ax = b are proved.

Keywords: weighted pseudoinverse matrix, weighted normal pseudosolution, weighted least squares problem.



FULL TEXT

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