Least Squares
WIP Brief
Least squares is a method of solving a system of linear equations that
is overdetermined, i.e. there are more equations than unkowns. The
system is modeled as the m by n matrix, the unknowns represented n by
1 column vector x, and the observations as an m by 1 column
vector. The least squares fit finds determines the optimum vector x
that solves the equation Ax = b.