Linear Estimation

Lectured by Ha Hoang Kha, Ph.D. Ho Chi Minh City University of Technology Email: hahoangkha@gmail.com

Content
Least square Linear MMSE estimator for scalar Linear MMSE estimator for vector Applications in communications

References
Mark Fowler, Estimation Theory, Lecture notes. Alle-Jan van der Veen (AJ) and Geert Leus (GL), Digital Signal Processing, lecture notes. E. K. P. Chong and S. H. Zak, An Introduction to Optimization, Jonh Wiley & Sons, 2001.

Least square approach

Least square criterion

Weighted least square criterion

Linear least squares

Find least square for linear model

Weighted least square for linear LS

Linear MMSE Estimator

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Derivation of Optimal LMMSE Coefficients

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Derivation of Optimal LMMSE Coefficients

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Derivation of Optimal LMMSE Coefficients

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Derivation of Optimal LMMSE Coefficients

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Derivation of Optimal LMMSE Coefficients

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Vector LMMSE Estimator

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Vector LMMSE Estimator

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Applications in Communications

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Applications in Communications

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Applications in Communications

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Channel estimation

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Symbol estimation

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