Table 1 Summary of the IAA algorithm

1.

Initialize the value m_r(0) using the periodogram

2.

Compute the covariance matrix \(\varvec{ R} = \sum\nolimits_{r = 1}^{R + N} {m_{r} \varvec{d}_{r} \varvec{d}_{r}^{*} }\)

3.

Update \(\hat{m}_{r} \left( {i + 1} \right)\) using the equation for \(r = 1,2, \ldots , R + N\)

4.

Repeat steps 2–3 until the convergence condition is reached