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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 scr ipt implement-ing the Kalman ¯ lter, Kalman smoother and EM algorithm
bootstrap procedure for statistical inference. A Matlab program scr ipt implement-ing the Kalman ¯ lter, Kalman smoother and EM algorithm
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