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Connections between incremental and continuous-time EM algorithm for state space identification
Conference ObjectAbstract: The EM algorithm has been successfully applied to obtain maximum likelihood estimates for state-spacPalabras claves:EM algorithm, Incremental models, Maximum likelihood, Sampled data, State-space identificationAutores:Alfaro J.A., Goodwin G.C., Juan C. Agüero, Yuz J.I.Fuentes:scopusIdentification of continuous-time state-space models from non-uniform fast-sampled data
ArticleAbstract: In this study, we apply the expectation-maximisation (EM) algorithm to identify continuous-time statPalabras claves:Autores:Alfaro J.A., Goodwin G.C., Juan C. Agüero, Yuz J.I.Fuentes:scopus