Obtain using (16) with parameters and given by . Obtain using (22). Using
and to drive the first weighted matrixby (15). Update estimateby (19) with = .
At the iteration, = , estimates and are iteratively updated in the same way
as the first iteration.
Terminate simply after 15 iterations ( = 15), or when the total changes in =
for , is extremely small, say, 0.005 , then = .
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