Simultaneous Curve Fitting

I would like to fit multiple waves simultaneously, where all of the waves are fit to one function that has multiple free parameters. Specifically, I am trying to find the set of parameter values that have the best fit to all of the waves. The fit function has 4 free parameters and 1 constrained parameter. Each wave contains the same dependent and independent variable. thanks for any advice.
This is where IGOR kicks ass, it's the best feature ever. Type  DisplayHelptopic "Global curve fitting" in the command line to bring up details on how to do it. However, the GUI for Global fit is really good, so it's really easy to learn.

Select the menus Analysis->Packages->Global Fit to get to the package.

However, there are still a few features that would be useful that aren't there, such as the ability to do genetic optimisation and simulating the fit before you do it. I wrote the Gencurvefit package to do this (available from IGORexchange), although you don't need this is you're fine with the normal inbuilt Funcfit.