a method of estimating values from a set of observations by minimizing the sum of the squares of the differences between the observations and the values to be found.
Also called least-squares method, method of least squares.
British Dictionary definitions for method least squares
least squares
noun
1.
a method for determining the best value of an unknown quantity relating one or more sets of observations or measurements, esp to find a curve that best fits a set of data. It states that the sum of the squares of the deviations of the experimentally determined value from its optimum value should be a minimum