● Detection Step: Find indices of inactive sources: |
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● Estimation Step: Find the following projection as the new estimate: |
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The solution is derived from Karush-Kuhn-Tucker system of equations. At the (l + 1)thiteration |
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where the matrices and vectors are partitioned into inactive/active parts as A i ,A a ,s i ,s a and |
● Stop after a fixed number of iterations. |