What is weighted least squares method?
Weighted Least Squares Regression (WLS) regression is an extension of the ordinary least squares (OLS) regression that weights each observation unequally. The additional scale factor (weight), included in the fitting process, improves the fit and allows handling cases with data of varying quality.
What is weighted least squares filter?
The weighted least squares (WLS) filter is a non-linear, edge-preserving, smoothing filter, which is first proposed in [17]. WLS filter can effectively capture details at multiple scales via multi-scale edge-preserving decomposition.