EM algorithm for linear state-space models

Computes the MLE parameter estimate for linear state-space models with the EM algorithm.

Version 1.0.0 (21.1 KB)
490 Downloads
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29 Sep 2017
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Cite As

Sebastien Blais (2026). EM algorithm for linear state-space models (https://www.mathworks.com/matlabcentral/fileexchange/64585-em-algorithm-for-linear-state-space-models), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

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  • Install in MATLAB

    Requires R2026b and later. Learn more