Considering RSPMP-RS with nonzero ²b,r and ²r,s, an equivalent one is written below
And Lagrangian associated with (9.24) is given by
L = pr−X
Following similar procedure as APPENDIX A, Lagrangian zero derivative condition
of (9.24) imply that
Wri = Πi ÃX
R
∆i¡h¯Hbi,ri+ ebi,ri¢H!
²b,r→0
≈ Πi ÃX
R
∆i
!
h¯Hbi,ri (9.26)
where Πi , µ
σ2I + σ2P
R
PN m=1
λm,khri,umhHri,um
¶−1 , and
∆i , Ã
λi,kmHi,iw˜ri
r0 mi,i− PN
m=1,m6=i
λm,khri,umhHri,umWrihbi,ri − Wrihbi,ri
!
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