covariance matrix

Three different principles were considered for the determination of the regulanzation parameter in the variational problem of data processing. These principles are based exclusively on properties of the covariance matrixes and they are treated as analogies of traditional principles of misclosure, quasisolution and smoothing functional, respectively. It is remarkable, that the classical case of the least squares collocation (with the regulanzation parameter equal to 1) was obtained as one of the roots of the equation corresponding to the misclosure principle.