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- Set
min.
- Iterate:
- Solve the new estimate of the mean from Eq. (55) under the restriction that the maximum step is 4;
- Solve the new estimate of the variance from Eqs. (60) and (58) under the restriction that
the maximum step is 4.
- Stop the iteration after the corrections become small enough,
being under some suitable predefined threshold value.
Tapani Raiko
2006-08-28