| Algorithm 1: Alonso and Shuster (TWOSTEP) [1] |
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Step 1: Calculate by using (4)–(6) Step 2: Calculate the centered values (7) Step 3: Calculate centered estimate and covariance matrix (8) Step 4: Extract c and E from following (11) Step 5: Calculate and from (10) Step 6: Update using (9) Step 7: Calculate following (12) Step 8: Repeat steps 4–7 until is sufficiently small Step 9: Apply SVD on (13) and define matrix W Step 10: Calculate (14) and (15) |