locally weighted-regression using linear least-squares

In my research, I am trying to process some biological signals and I was seeing a paper that does locally weighted-regression using linear least-squares on time domains signals. I am completely new to the topic and would like to know where to get started or if there are any matlab algorithms I could use for this.

[Torsten]

https://de.mathworks.com/help/matlab/ref/lscov.html

This seems to be the right mathematical tool, but don't ask me about the relation with the physics behind your problem.