**Objectives**

The objective of this appendix is to briefly review the theory of linear least-squares. Topics discussed include

The concept of linear least-squares solution.

Properties of the least-squares estimates.

Overcoming collinearity problems with principal component and partial least-squares regression.

The problem of finding a least-squares solution to a set of linear equations arises at a number of places in this text.

In process identification where we want to determine parameters in a linear model from empirical data.

In model-predictive control where we want to determine the control moves that will minimize the future deviations of the output ...

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