Geometry of least squares

Course subject(s) 3. Least Squares Estimation (LSE)

The concept of least squares is based on the minimisation of the sum of squared residuals. In this optional part of the course, we will show the geometric interpretation of the least squares principle.

This part is not needed to follow the rest of the course, but if you are curious: it may help you to get an even better insight into the principle.

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Creative Commons License
Observation Theory: Estimating the Unknown by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at https://ocw.tudelft.nl/courses/observation-theory-estimating-unknown.
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