1. COMM 1004: Detection & Estimation Lecture 6 Least Square Estimate (LSE)

2. Least Square Estimation (LSE)
except BLUE which needs first moment (mean) and second moment (variance) of noise

3. Least Square Estimation (LSE)

4. Least Square Estimation (LSE)

5. Least Square Estimation for Linear Model

6. Least Square Estimation for Linear Model

7. Weighted Least Square Estimation (WLSE)

8. Weighted Least Square Estimation (WLSE)
For a noise with different variances per each sample, If we define the reciprocal of each variance, 1/ as the weight, then the matrix W be a diagonal matrix containing these weights: W

9. Recursive (Sequential) Least Square

10. Recursive Least Square

11. Use the batch estimator from WLS (or BLUE) (for the (n-1) samples) :
Use this

12. Recursive Least Square

13. Reading: Applications of Least Square Estimation

14. Application1: Digital Filter Design using Least Square

15. Application1: Digital Filter Design using Least Square

17. Application : Adaptive Noise Cancellation

18. Application : Adaptive Noise Cancellation

19. Application 2: Adaptive Noise Cancellation

20. Application 2: Adaptive Noise Cancellation

21. Adaptive Noise Cancellation using LS

22. Least Square Estimation (LSE)