New answers tagged estimation
1
The idea here is to build the problem in its Matrix Form.
We have the filter $ h $ which is represented by the matrix $ H $ to represent Linear Convolution operation:
$$ H = \begin{bmatrix}
{h}_{1} & 0 & 0 & \ldots & & 0 \\
{h}_{2} & {h}_{1} & 0 & \ldots & & 0 \\
\vdots & & \ddots & & & \...
0
Check LMS in Wikipedia, it is an iterative way, works for any size.
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