A numerically efficient implementation of the expectation maximization algorithm for state space models (Q279279)
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scientific article; zbMATH DE number 6574716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerically efficient implementation of the expectation maximization algorithm for state space models |
scientific article; zbMATH DE number 6574716 |
Statements
A numerically efficient implementation of the expectation maximization algorithm for state space models (English)
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27 April 2016
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Kalman filter
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expectation-maximization algorithm
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parameter estimation
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state-space model
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