Is there a straightforward algorithm for fitting data to an ellipse or other conic section? The data generally only approximately fits a portion of the ellipse. I am looking for something that doesn't involve a complicated iterative search, since this has to run at interactive speeds for data sets on the order of 100s of data points. I can downsample or cluster the data if it goes beyond that.
I found an article: "Least-Squares Fitting of Circles and Ellipses" (Gander et al 1994) and it does seem to address my needs, but it uses a lot of mathematical machinery that I either don't understand or have a library for. I'm sure I can grok it given time, but this isn't something I would like to allocate a week to doing.