This packages contains a collection of least squares estimators (linear least squares, sequential linear least squares, nonlinear least squares, etc...) that I've written while taking the course Optimal Estimation with Dr. John Crassidis at the University at Buffalo SUNY.
Detailed derivations of each algorithm herin can be found in the textbook Optimal Estimation of Dynamic Systems, written by Dr. John Crassidis and Dr. John Junkins.
As I'm currently writing this software as a means to better understand the material taught in the Optimal Estimation course, I don't plan on writing any documentation for this package in the near term future. With that said, if anyone is interested in using this software, or just wants to play around with least squares estimation, several reasonably well commented examples are contained within the scripts folder.