School of Computer Science

COMP642 Numerical Estimation

 References & Lecture Notes

  • 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