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ESANN
2006
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Neural Networks
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ESANN 2006
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EM-algorithm for training of state-space models with application to time series prediction
14 years 28 days ago
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eprints.pascal-network.org
In this paper, an improvement to the E step of the EM algorithm for nonlinear state-space models is presented. We also propose strategies for model structure selection when the EM-...
Elia Liitiäinen, Nima Reyhani, Amaury Lendass...
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