where R_hat is a constant matrix, a is constant vector consisting matrix A ; R is calculated by a and matrix P=diag(p), that is R = A’*diag(p)*A
my code is: I cannot obtain the right result,who can help me?
cvx_begin sdp quiet variable p(1,length(A)) expressions w(length(A),1) complex expressions R(M,M) complex R = (A'*diag(p)*A); minimize trace_inv(inv_R_hat*R*inv_R_hat) subject to w =conj(diag(A*inv_hat*A'))/M; 1 == p*w ; cvx_end
I cannot obtain the right result,who can help me?
the SPICE is from SPICE: a sparse covariance-based estimation method for array processing