In this paper, we present a weighted least squares method to fit scattered data with noise. Existence and uniqueness of a solution are proved and an error bound is derived. The numerical experiments illustrate that our weighted least squares method has better performance than the traditional least squares method in case of noisy data. © 2007 Elsevier B.V. All rights reserved.
Zhou, T., & Han, D. (2008). A weighted least squares method for scattered data fitting. Journal of Computational and Applied Mathematics, 217(1), 56–63. https://doi.org/10.1016/j.cam.2007.06.015