News

This example estimates the normal SSM of the mink ... normal SSM is evaluated while the parameters are updated using the M-step of the EM maximization title 'SSM Estimation using EM Algorithm'; data ...
We developed an expectation–maximization (EM) algorithm to estimate the variance ... data log likelihood function relevant to σ k 2 is Step (2) Update θ using equations (8, 10, 11, 12 ...