Question: Problem I. Least Square (10 points) a) Consider Y=AX+V and V~N (v|0, Q), what is the least square solution of X? b) If there

Problem I. Least Square (10 points) a) Consider Y=AX+V and V~N (v|0,

Problem I. Least Square (10 points) a) Consider Y=AX+V and V~N (v|0, Q), what is the least square solution of X? b) If there is a constraint of bX= c, what is the optimal solution of X? c) If there is an additional constraint of XX=d, in addition to the constraint in b), what is the optimal solution of X?

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