Proposes an algorithm of bi-iteration subspace tracking using instrumentalvariable, and it is a bi-iterate rank-one update model.
提出了一种运用辅助变量的双迭代子空间跟踪方法。
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Further, on this basis we derived an instrumentalvariable regression model. After disregarding the effect of multicollinearity among the explanatory variables, we verify the accuracy of the results.