Extension of LS-weighted LS Weighted LS J(0)=(x-H0)Tw(x-H0 0-(HTwH-1HTwx J(0)-xT(w-wH(HTwH-1HTw)x whxiong@uestc.edu.cn 20whxiong@uestc.edu.cn Weighted LS Extension of LS—weighted LS 20 J(µ) = (x ¡ Hµ) T w(x ¡ Hµ) µ ^ = (HT wH) ¡1 HT wx J(µ ^ ) = x T (w ¡ wH(HT wH) ¡1 HT w)x