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Constrained Least Squares Problem: Consider the constrained least squares problem: resales'2 where the m X n matrix A, the p x n matrix C, and
Constrained Least Squares Problem: Consider the constrained least squares problem: resales\"'2 where the m X n matrix A, the p x n matrix C, and the vectors 2) E Rm and d E R1\" are given. (a) Show that the unconstrained least squares problem ggHAxMh is a special case of the constrained least squares problem above. (b) Show that the minimum norm problem mggghm is a special case of the constrained least squares problem above. (c) By writing x = 3:0 + N 2 show that solving the constrained least squares problem above is equivalent to solving an unconstrained least squares problem: mmHAzab zERk What are the matrices N and ill, the vectors $0 and 5, and the integer k?
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