A numerically efficient implementation of the expectation maximization algorithm for state space models
Citation
Mader , W , Linke , Y , Mader , M , Sommerlade , L , Timmer , J & Schelter , B 2014 , ' A numerically efficient implementation of the expectation maximization algorithm for state space models ' , Applied Mathematics and Computation , vol. 241 , pp. 222-232 . https://doi.org/10.1016/j.amc.2014.05.021
Rights
NOTICE: this is the author’s version of a work that was accepted for publication in Applied Mathematics and Computation. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Applied Mathematics and Computation VOL 241, (2014) DOI: 10.1016/j.amc.2014.05.021