liu

代码说明：

  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)

文件列表：

liu.m,5319,2013-04-21