Sciweavers

ESANN
2006
14 years 28 days ago
EM-algorithm for training of state-space models with application to time series prediction
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...