Implementation of the Expectation-Maximization Algorithm?

rlabbe / filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

MIT License

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Implementation of the Expectation-Maximization Algorithm? #242

Open eleehiga opened 3 years ago

eleehiga commented 3 years ago

If possible can you guys please implement the expectation-maximization (EM) algorithm like it is in pykalman?https://pykalman.github.io/#pykalman.KalmanFilter