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Uncertainty of constrained minimization

조회 수: 2(최근 30일)
Xin 29 Oct 2018
편집: Xin 29 Oct 2018
Hello everyone. I have a question about the uncertainty of linear minimization. Basically I want to solve for a constrained minimization problem, e.g. using lsqlin function to minimize (C*X-d)^2.
And C and d can have rows higher than X, representing the data. Is there any simple way to obtain the uncertainty of fitted X values, e.g. X=1+-0.1, etc.
Thanks a lot!


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