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 in Matrix Computations (Chapter 2, Section 4.5), Springer, 2015.
 T. Hastie, J.H. Friedman, and R. Tibshirani. The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Springer, 2nd
edition, 2009
 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.
We mainly use lecture notes and some papers, which can be downloaded from
McGill myCourses
