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

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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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