| dc.contributor.author | Mader, Wolfgang | |
| dc.contributor.author | Linke, Yannick | |
| dc.contributor.author | Mader, Malenka | |
| dc.contributor.author | Sommerlade, Linda | |
| dc.contributor.author | Timmer, Jens | |
| dc.contributor.author | Schelter, Bjoern | |
| dc.date.accessioned | 2015-03-17T14:29:00Z | |
| dc.date.available | 2015-03-17T14:29:00Z | |
| dc.date.issued | 2014-08-15 | |
| dc.identifier.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 | en |
| dc.identifier.issn | 0096-3003 | |
| dc.identifier.other | PURE: 48634397 | |
| dc.identifier.other | PURE UUID: adf6c229-6336-43c6-a65f-a4c8f84602ef | |
| dc.identifier.other | WOS: 000338734700023 | |
| dc.identifier.other | Scopus: 84901951046 | |
| dc.identifier.uri | http://hdl.handle.net/2164/4320 | |
| dc.format.extent | 11 | |
| dc.language.iso | eng | |
| dc.relation.ispartof | Applied Mathematics and Computation | en |
| dc.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 | en |
| dc.subject | Kalman filter | en |
| dc.subject | expectation-maximization algorithm | en |
| dc.subject | parameter estimation | en |
| dc.subject | state-space model | en |
| dc.subject | maximum-likelihood | en |
| dc.subject | systems | en |
| dc.subject | QC Physics | en |
| dc.subject.lcc | QC | en |
| dc.title | A numerically efficient implementation of the expectation maximization algorithm for state space models | en |
| dc.type | Journal article | en |
| dc.contributor.institution | University of Aberdeen.Physics | en |
| dc.contributor.institution | University of Aberdeen.Institute for Complex Systems and Mathematical Biology (ICSMB) | en |
| dc.description.status | Peer reviewed | en |
| dc.description.version | Postprint | en |
| dc.identifier.doi | https://doi.org/10.1016/j.amc.2014.05.021 | |
| dc.identifier.vol | 241 | en |
