LEAST-SQUARES ESTIMATION USING LAGRANGE MULTIPLIERS

This paper presents a general formulation of least-squares estimation using Lagrange multipliers. It is general in the sense that it takes i nto account the covariance matrix of all measured quantities and allow s any known constraint to be imposed on the quantities being estimated . The technique may be used to estimate parameters of a calibration cu rve for a transducer taking into account the uncertainty and correlati on coefficients of the measured stimuli and responses. It may also be used to adjust measured fundamental constants to a coherent set obeyin g the appropriate physical laws.