Re: regression MIMO problem, fix the parameters

• To: mathgroup at smc.vnet.net
• Subject: [mg128209] Re: regression MIMO problem, fix the parameters
• From: Ray Koopman <koopman at sfu.ca>
• Date: Tue, 25 Sep 2012 04:37:35 -0400 (EDT)
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• References: <k3or2r\$bfu\$1@smc.vnet.net>

On Sep 23, 10:30 pm, sam <smj... at gmail.com> wrote:
> 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!

Minimize[#.#& @ Flatten[
{y1,y2,y3} - {{d1,0},{a11,a12},{d1,a22}}.{x1,x2} ],
{a11,a12,a22,d1}]

Note: I omitted x3 because your model ignores it.

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