BLUE ESTIMATOR

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Sumaiya
Sumaiya 2011-10-13
I need to estimate certain paramenters in my project and for that purpose I am using BLUE. Thus the estimate is given by the following equation:
theta=inv(H'*inv(C)*H)*H'*inv(C)*M
This expression results in following error:
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 9.680149e-18.
I continue getting this error even if I use "/" and "\". However when I use pinv the error warning does not show up but my results are not correct. Can you help me and explain me how else can I calculate this expression?
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bym
bym 2011-10-14
what happens (as a test) if you eliminate inv(c) from your equation?
is c a diagonal matrix?....How do you know the results of pinv are incorrect?

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