In: Statistics and Probability
Consider a linear regression problem with ?training samples. Assume that the target variables and the inputs are related via the equation
?(?)=5cos(2???)+?(?), ?=0,1,...,?−1,where ?is the digital frequency such that −1≤?≤1and ?(?)is an error term that captures either unmodeled effects or random noise. Determine the unknown ?parameterby suggesting an iterative algorithm.