A numerically efficient implementation of the expectation maximization algorithm for state space models (Q279279)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerically efficient implementation of the expectation maximization algorithm for state space models |
scientific article |
Statements
A numerically efficient implementation of the expectation maximization algorithm for state space models (English)
0 references
27 April 2016
0 references
Kalman filter
0 references
expectation-maximization algorithm
0 references
parameter estimation
0 references
state-space model
0 references
