MMSE 学习笔记

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Note Author : yanbin chen



Reference book

回归分析及其试验设计(Regression analysis and experiment design).-茆诗松 Shisong Mao.


MMSE definition.


With given data, Err is β’s non-negative 2nd order function. It’s minimum value is exist.

The partial derivative should be zero for error minimization.

This is normal equation.  can be written in following format.

Again. expend the equation.

Left side coefficient Matrix is symmetric matrices  A=X' X  

Right side constant item Z can be expressed in   Z=X' Y