A numerically efficient implementation of the expectation maximization algorithm for state space models
| 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.contributor.institution | University of Aberdeen.Physics | en |
| dc.contributor.institution | University of Aberdeen.Institute for Complex Systems and Mathematical Biology (ICSMB) | en |
| dc.date.accessioned | 2015-03-17T14:29:00Z | |
| dc.date.available | 2015-03-17T14:29:00Z | |
| dc.date.issued | 2014-08-15 | |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 11 | |
| dc.format.extent | 539240 | |
| dc.identifier | 48634397 | |
| dc.identifier | adf6c229-6336-43c6-a65f-a4c8f84602ef | |
| dc.identifier | 000338734700023 | |
| dc.identifier | 84901951046 | |
| 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.doi | 10.1016/j.amc.2014.05.021 | |
| dc.identifier.issn | 0096-3003 | |
| dc.identifier.uri | http://hdl.handle.net/2164/4320 | |
| dc.identifier.vol | 241 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Applied Mathematics and Computation | 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 |