Using a weighted LMS for the estimator

Hello everybody,

I currently use the class BatchLSEstimtor (with a GaussNewtonOptimizer). I would like to implement a weighted LMS. Howerver, I saw that in the BatchLSEstimator class the weight marix of the LeastSquareProblem is se to null…
Is there a way to implement a weigth matrix for my measurement using the BatchLSEstimator class ?

Thanks in advance,

Kind regards,