Question: Estimates of parameters =( 1 , 2 , .... n ) T are determined by solving linear least squares problem min i=1 m (y i

Estimates of parameters =(₁, ₂, ...._n)^Tare determined by solving linear least squares problem

min _i=1^m(y_i- c_i^T)²

associated with fitting model to data y=(y_1,y₂, ......y_m), m is equal or larger than n.

Let C be the m x n observation matrix whose i-th row is c^T_i

Assuming the uncertainties associated with the data are such that u (y_i) = , i=1,....,m, write down the expressions for the least square estimate _cx and its associated variance matrix V in the terms of C, y and .

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