The sample mean is a least-squares estimator, so it can be computed using an LSQ statement. Moreover, since this model is linear, the Hessian matrix and crossproduct Jacobian matrix are identical, and ...

See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs ... If the Hessian is not positive definite, a multiple of the identity matrix is added to the Hessian matrix to make ...