Lectured by Ha Hoang Kha, Ph.D.

Ho Chi Minh City University of Technology

Email: hahoangkha@gmail.com
Linear Estimation
Least square
Linear MMSE estimator for scalar
Linear MMSE estimator for vector
Applications in communications
Content
2
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.
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Least square approach
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Least square criterion
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Weighted least square criterion
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Linear least squares
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Find least square for linear model
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Weighted least square for linear LS
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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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