UNA PRESENTACION DE LOS MINIMOS CUADRADOS GENERALIZADOS, Y EN PARTICULAR, PARA FUNCIONES VECTORIALES

Abstract

In this communication, a critical bibliographical survey on discrete least squares (LS) presentation is firstly made, and
especially of data fitting (DF).
Afterwards, to help to overcome part of the limitations and deficiencies that were shown in the bibliography, a formal
presentation of generalized least squares (GLS, in general non linear by default) is made, and very especially of DF for vector
valued functions (VVF); the corresponding non linear system of equations, extension of the well known normal equations, is
derived. From there, some particular cases are obtained, for example, when the function is real valued, and when the
approximation is linear. This second example is just linear generalized least squares (LGLS).