In this chapter, we shall develop two basic important principles used extensively in signal processing, communications, system identification, denoising signals, and so on. The least-squares (LS) principle, proposed first by Gauss when he was 18 years old, is widely applicable to the design of digital signal processing systems. We shall first describe the use of the LS approach to modeling, interference canceling as well as the cases involving prediction. Next, we shall study the celebrated Wiener filter, which was developed during World War II.
The principle of LS is used in this chapter for signals of one variable, although the concept applies equally well for signals with ...
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