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liu

于 2021-02-19 发布 文件大小:2KB
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  状态模型的极大似然估计,使用EM算法,以及卡尔曼滤波。(This supplementary note discusses the maximum likelihood esti-mation of state space models using Expectation-Maximization (EM) algorithm and bootstrap procedure for statistical inference. A Matlab program script implement-ing the Kalman ¯ lter, Kalman smoother and EM algorithm)

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liu.m,5319,2013-04-21

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