I understand how to find the MLE estimator for $b$ if it is a simple linear regression model. However, when $u\sim N(0,\sigma^2\Omega)$ where $\Omega\ne I$. I am getting confused. The model is: $Y=Xb+u$
How does this differ? I am aiming for $b=(X'\Omega^{-1}X)^{-1}X'\Omega^{-1}Y$
If someone could run me through the steps and how it differs to the simple model that would be brilliant.
