Table 1 Effect of correlated inputs

E(U(n)), for n=2 × 10⁵

$\left[\begin{array}{cc}-1.228\hfill & 0.0000\hfill \\ 0.0004\hfill & -1.066\hfill \end{array}\right]$

$\left[\begin{array}{cc}-1.2245\hfill & 0.0004\hfill \\ 0.001\hfill & -1.1331\hfill \end{array}\right]$

$\left[\begin{array}{cc}-1.23\hfill & 0.001\hfill \\ 0.0025\hfill & -1.12\hfill \end{array}\right]$

$\left[\begin{array}{cc}-1.24\hfill & 0.019\hfill \\ 0.023\hfill & -1.08\hfill \end{array}\right]$

$\left[\begin{array}{cc}-0.324\hfill & -1.07\hfill \\ -1.002\hfill & -0.03\hfill \end{array}\right]$

$\left[\begin{array}{cc}-0.023\hfill & -1.24\hfill \\ -1.14\hfill & -0.15\hfill \end{array}\right]$

MSE(n)

10^-4

1.25 10^-4

1.5 10^-4

1.75 10^-4

9 10^-4

1.7 10^-4