State-Space Model with One MPP and One Continuous Observation
摘要
In this chapter, we will derive the EM algorithm equations for a state-space model having an MPP and a continuous-valued variable as its observations. Before looking at the state-space model itself and the equation derivations, we will again first consider a scenario for where the need for such a model arises. We stated earlier that the human body is comprised of multiple internal sub-systems that are networked with one another.