EMLI - Computationally Efficient Maximum Likelihood Identification of
Linear Dynamical Systems
Provides implementations of computationally efficient
maximum likelihood parameter estimation algorithms for models
representing linear dynamical systems. Currently, two such
algorithms (one offline and one online) are implemented for the
single-output cumulative structural equation model with an
additive-noise output measurement equation and assumptions of
normality and independence. The corresponding scientific papers
are referenced in the descriptions of the functions
implementing these algorithms.
