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