Lecture 16: Least Mean Squares (LMS) Estimation (M-I-T)

• L16.1 Lecture Overview (M-I-T)
• L16.2 LMS Estimation in the Absence of Observations (M-I-T)
• L16.3 LMS Estimation of One Random Variable Based on Another (M-I-T)
• L16.5 Example: The LMS Estimate (M-I-T)
• L16.6 Example Continued: LMS Performance Evaluation (M-I-T)
• L16.7 LMS Estimation with Multiple Observations or Unknowns (M-I-T)
• L16.8 Properties of the LMS Estimation Error (M-I-T)