Example 10.3: Kalman Filtering: Estimating an SSM Using the EM Algorithm This example estimates the normal SSM of the mink-muskrat data using the EM algorithm. The mink-muskrat series are detrended.

The DETMAX algorithm of Mitchell (1974a) is very commonly used for computer-generated optimal design. Although it is not the default search method for the OPTEX procedure, you can specify that it be ...