A numerically efficient implementation of the expectation maximization algorithm for state space models

Mader, WolfgangLinke, YannickMader, MalenkaSommerlade, LindaTimmer, JensSchelter, Bjoern2015-03-172015-03-172014-08-15Mader, 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.2014.05.0210096-3003http://hdl.handle.net/2164/432011539240engKalman filterexpectation-maximization algorithmparameter estimationstate-space modelmaximum-likelihoodsystemsQC PhysicsQCA numerically efficient implementation of the expectation maximization algorithm for state space modelsJournal article10.1016/j.amc.2014.05.021241