A system of linear equations is said underdetermined when there are more unknowns than equations. Such systems may have infinitely many solutions. In this case, it is important to single out solutions possessing special features. A well known example is the Minimum Norm (MN) solution, which is the solution having the least Euclidean norm. In this note, we consider another useful solution, related with the MN one, which we call the Minimum Variance (MV) solution. We discuss some of its properties and derive a simple, closed form expression.
Finite-Time Distributed Linear Equation Solver for Minimum $l_1$ Norm Solutions
School of Aeronautics and Astronautics, Purdue University（普渡大学航空航天学院）；Hangzhou Dianzi University（杭州电子科技大学）；The Australian National University（澳大利亚国立大学）；Data-61 CSIRO (formerly NICTA)（CSIRO数据六部（原NICTA））
Explicit construction of the minimum error variance estimator for stochastic LTI state-space systems
Dept. of Electronic Systems, Aalborg University, Aalborg, Denmark（丹麦奥尔堡大学电子系统系）；Laboratoire Signal et Automatique de Lille (CRIStAL), Lille, France（法国里尔信号与自动化实验室（CRIStAL））
Three Laws of Multivariable Feedback Systems, Extended Spectral Flatness (Extended Wiener Entropy), 'Uncertainty Principles' in Variance Minimization, and Performance Limitations in Minimum Variance Estimation/Filtering
A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection
School of Mathematics and Statistics（数学与统计学学院）；University of New South Wales（新南威尔士大学）；School of Mathematical and Physical Sciences（数学与物理科学学院）；University of Technology Sydney（技术大学悉尼分校）；Bayes Business School（贝叶斯商学院）；City St George’s, University of London（伦敦大学城圣乔治学院）；Faculty of Science and Engineering（科学与工程学院）；Macquarie University（麦考瑞大学）
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning
Université Paris-Saclay, CentraleSupélec, Mathématiques et Informatique pour la Complexité et les Systèmes（巴黎-萨克雷大学，中央超算学院，复杂性与系统数学与计算机学院）；Dipartimento di Fisica e Chimica, Università degli Studi di Palermo（物理与化学系，巴勒莫大学）；Complexity Science Hub（复杂性科学中心）
