Least Square (LS) Similar to linear model,assume s =I0 J(0)=入(cm-sn)2 =(x-H0)T(x-H0) -xTx-2xTH0+0THTHO 0J(0=-2Hx+2HTH0 80 0=(HTH)-HTx whxiong@uestc.edu.cn 14whxiong@uestc.edu.cn Least Square (LS) 14 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 @J(µ) @µ = ¡2HTx + 2HT Hµ µ ^ = (HT H) ¡1 HTx