Least Squares Filters

Least Squares filters provide an alternative approach to estimation that minimizes the sum of squared errors.

Overview

Least squares estimation finds the parameters that minimize the sum of the squared differences between observed and predicted values. This technique is foundational to many filtering approaches.

API Reference

For detailed API documentation, see the Least Squares API reference.

Further Reading

For comprehensive examples and theory, see the companion book: Kalman and Bayesian Filters in Python