EM: EM algorithm for estimation of system variance in Gaussian...

Description Usage Arguments Value

Description

EM algorithm for estimation of system variance in Gaussian SSM

Usage

1
EM(mod, fdlm1, sdlm1, Wm)

Arguments

mod

Set of parameters needed in the GSSM model.

fdlm1

Output information of filtering the GSSM using the function DLMfilter.

sdlm1

Output information of smoothing the GSSM using the function Smoother.

Wm

Updated system variance of the GSSM.

Value

Updated information of system variance W


ParisaBagheriTookanlou/FieldReadiness documentation built on Dec. 18, 2021, 6:40 a.m.