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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- Delivered-to: l-mathgroup@wolfram.com
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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!