These lecture notes develop basic least squares solutions to linear systems of equations. Several examples from signal processing are given to illustrate the use of least squares in a variety of problems.
Download the lecture notes: least_squares_SP (pdf file)
This tutorial is also available on the Connexions module.
Download the Matlab demos: LeastSquares_SPdemos.zip (zip file)
Estimating missing samples by least squares (regularization of the energy of the second-order derivative) subject to a data consistency constraint.
Ivan Selesnick
Polytechnic Institute of New York University
Electrical and Computer Engineering
Brooklyn, New York, United States
