Main references:
 J.M. Mendel, Lessons in Estimation Theory for Signal Processing, Communications and
Control, Prentice Hall, Englewood Cliffs, New Jersey, 1995.
 A. Bjorck, Numerical Methods for Least Squares Problems, SIAM,
Philadelphia, 1996.
 A. Bjorck, Numerical Methods in Matrix Computations (Chapter 2, Section 4.5), Springer, 2015.
 P. Misra and P. Enge, Global Positioning System, Signals, Measurements,
and Performance, 2nd ed., GangaJamuna Press, Lincoln, Massachusetts, 2006.
There are a few books which constitute useful supplementary material.
 T. Kailath, A.H. Sayed, and B. Hassibi, Linear Estimation, Prentice Hall,
Upper Saddle River, NJ, 2000.
 P.C. Hansen, V. Pereyra, G. Scherer,
Least Squares Data Fitting with Applications,
The Johns Hopkins University Press, 2013.
 P.J.G. Teunissen and A. Kleusberg (ed), GPS for Geodesy, 2nd ed.,
SpringerVerlag, New York, 1998.
We mainly use lecture notes and some papers, which can be downloaded from
McGill myCourses
