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MathGroup Archive 2012

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regression MIMO problem, fix the parameters

  • To: mathgroup at smc.vnet.net
  • Subject: [mg128204] regression MIMO problem, fix the parameters
  • From: sam <smjure at gmail.com>
  • Date: Mon, 24 Sep 2012 00:32:09 -0400 (EDT)
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Dear all

we would like to solve the following MIMO system

[y1 y2 y3]' = [ d1 0; a11 a12; d1 a22 ] * [x1 x2 x3]'

we have the data matrices for [y1 y2 y3]' and [x1 x2 x3]'. We need to solve it with respect to [ d1 0; a11 a12; d1 a22 ]. 

We have tried to solve it with mvregress function in another system. But we could not force the algrithm to have 0 parameter on place (1,2) and d1 to be equal on places (1,1) and (3,1). 

Please, any suggestion how to solve it?

Thank you!



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