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The eigenvalues of these r-mode sample covariance matrices play a major role in the model order estimation step.
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These methods enable simultaneous order estimation of the cointegrating rank and autoregressive order in conjunction with oracle-like efficient estimation of the cointegrating matrix and transient dynamics.
At each iteration, 2.2.1 Estimation step: Estimate APPs, using (10).
This can be attributed to the spectral matrix estimation step.
While the field estimation step remains the same, phase error estimation is performed region-wise.
Application of TOA estimation in the location estimation step will lead to large position errors.
In each parameter estimation step and in each variance analysis step 1000 starting points are sampled.
Note also that the TALS estimator involves three estimation steps while the BALS one has two estimation steps only.
Therefore, each iteration of the algorithm has three estimation steps.
See Supplementary Methods online for model specification and estimation steps.
Accurate estimation of step kinematic variability required at least 400 steps.
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