I have a set of data contained in an excel file that I wish to compute the Best Linear Unbiased Estimator. I understand the assumption of the signal observed must be x[n]=S[n]A+W[n], where S[n] is the true signal and W[n] is white noise. I am having trouble trying to figure out how to compute A. My goal is to write code that computes BLUE given a set of data. Given that I could not find any examples on how to compute BLUE given real data from a file, my question is, are there any suggestions or pseudo code that explains how? Or can anyone point me towards the right direction. Thank you.
