Algorithm RIAA
Initialization
Use (6) to obtain the initial estimates and in .
The First Iteration
Obtain using (16) with parameters and given by . Obtain using (22). Using
and to drive the first weighted matrix by (15). Update estimate by (19) with = .
Updating Iteration
At the iteration, = , estimates and are iteratively updated in the same way
as the first iteration.
Termination
Terminate simply after 15 iterations ( = 15), or when the total changes in =
for , is extremely small, say, 0.005 , then = .
Algorithm 1: The pseudocode of the iterative process in RIAA.