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132
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CDC
2010
IEEE
133
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Control Systems
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CDC 2010
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Estimating state-space models in innovations form using the expectation maximisation algorithm
14 years 10 months ago
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www.control.isy.liu.se
The expectation maximisation (EM) algorithm has proven to be effective for a range of identification problems. Unfortunately, the way in which the EM algorithm has previously been ...
Adrian Wills, Thomas B. Schön, Brett Ninness
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