TITLE: Ellipse fitting methods.
QUESTION [6 upvotes]: I have set of points and want to fit ellipse to this set. 
I have found only function which fits ellipse in least squares sense. In this set of points there are some noise points which should not be taken to ellipse fitting.
I want some references to algorithms which eliminate noisy points and fit ellipse to set of points.

REPLY [7 votes]: This site has code to fit an ellipse, plus an explanation of the algorithm.
http://www.geometrictools.com/Documentation/LeastSquaresFitting.pdf
If the data is just "noisy", this should work fine.
If there are a relatively few "wild" points in the input, they probably won't influence the result very much. You can filter them out after doing a first trial fitting.
Anyway, try this code, and see if it works for you.