Least Square (LS) Similar to linear model,assume s=H J(0)=(n-sm)2 =(x-H0)T(x-H0) -xTx-2xTH0+0THTHO whxiong@uestc.edu.cn 12whxiong@uestc.edu.cn Least Square (LS) 12 Similar to linear model, assume J(µ) = X(x[n] ¡ s[n]) 2 s = Hµ = (x ¡ Hµ) T (x ¡ Hµ) = x Tx ¡ 2x T Hµ+ µ T HT Hµ