Consider a problem with equation y = Cx + , where x Rn, y Rm, and both n and m are integers greater than one. You measure y but is unknown. Suppose E{x} = 0, E{} = 0, E{x} = 0, E{xx} = P = 10000I_nn, and E{} = Q = 0.01I_mm. Also, assume m > n and C is full rank. Then, a Minimum Variance Estimate (MVE) of x can be found and is approximately2 equal to the ordinary least squares solution x that minimizes ||y Cx||².

Answer true or false with explanation.