L 1 Approximation and the Analysis of Data

Summary When estimating the true form of experimental data that contain some very inaccurate points, the assumption that L 1 approximation is superior to L 2 approximation can easily be justified theoretically. This is an old idea, but since best L 1 approximations have only recently been readily obtained, we present here some numerical evidence with which to judge the extent of the improvement over orthodox least‐squares approximations.