Least Squares with Examples in Signal Processing

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)

Matlab examples


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

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