Least Squares

Linear Models – Least Squares Estimator (LSE)

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Key focus: Understand step by step, the least squares estimator for parameter estimation. Hands-on example to fit a curve using least squares estimation Background: The various estimation concepts/techniques like Maximum Likelihood Estimation (MLE), Minimum Variance Unbiased Estimation (MVUE), Best Linear Unbiased Estimator (BLUE) – all falling under the umbrella of classical estimation – require assumptions/knowledge … Read more

Ordinary Least Squares : estimate unknown parameters

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Key focus: Know how to estimate unknown parameters using Ordinary Least Squares (OLS) method. As mentioned in the previous post, it is often required to estimate parameters that are unknown to the receiver. For example, if a fading channel is encountered in a communication system, it is desirable to estimate the channel response and cancel … Read more