Linear Least Squares Estimation

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In this lesson, we introduce the fundamental concept of linear least-squares estimation for estimation problems in which the observation model is linear, and show how to determine the optimal estimator from the linear model and observations.
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Great visualization of the LS problem! Just a tip, using Matlab, we can write x=H\y to solve for x, the "\" doesn't require the matrix to be square and this is the most efficient way to proceed.

marofe
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Great explanation and very informative! I thin
p.s., you do not need the three dots to define matrices in matlab as you do.

SciamanoII