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A numerically efficient implementation of the expectation maximization algorithm for state space models.
Wolfgang Mader
Yannick Linke
Malenka Mader
Linda Sommerlade
Jens Timmer
Björn Schelter
Published in:
Appl. Math. Comput. (2014)
Keyphrases
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efficient implementation
state space
probabilistic model
heuristic search
highly parallel
prior knowledge
active set
search space
np hard
signal processing
statistical models
hardware implementation