For example, what are known as direct solvers solve problems with Gauss elimination. Direct solvers are generally fine for 2D problems such as predicting the propagation of cracks caused by a high ...

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.