Minimum Mean-Square Filtering and Least Squares Problems

You may already know that minimum mean-squared error (MMSE) filtering and least squares methods are widely used in signal processing and related fields such as data analytics.  We have begun to provide coverage of these important topics for you.  You will find the first two lessons introducing the topic and solving for the MMSE filter in a new lesson category "MMSE Filtering and Least Squares Problems".  We plan to add two lessons on adaptive filtering with the least-mean-square algorithm over the next several weeks, and further expand the topic in the future.