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implementing the EM algorithm with a Kalman filter and smoother

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Nawfal Zakar
Nawfal Zakar on 10 Jan 2025
Closed: John D'Errico on 12 Jan 2025
I am looking for a sample MATLAB code that implements the EM algorithm with a Kalman filter and smoother. If anyone could assist, I would greatly appreciate it. Thank you in advance!

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