School of Computer Science

COMP642 Numerical Estimation

 References & Lecture Notes

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., Ganga-Jamuna 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., Springer-Verlag, New York, 1998.
We mainly use lecture notes and some papers, which can be downloaded from McGill myCourses