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Summary of the updating method for $ q(s)$

  1. Set $ v_0 \leftarrow$   min$ (v_0, 1/2V)$.

  2. Iterate:
    1. Solve the new estimate of the mean $ m$ from Eq. (55) under the restriction that the maximum step is 4;
    2. Solve the new estimate of the variance $ v$ from Eqs. (60) and (58) under the restriction that the maximum step is 4.
  3. Stop the iteration after the corrections become small enough, being under some suitable predefined threshold value.


Tapani Raiko 2006-08-28