Computationally Efficient Maximum Likelihood Identification of Linear Dynamical Systems

Provides implementations of computationally efficient maximum likelihood parameter estimation algorithms for models representing linear dynamical systems. Currently, two such algorithms (one offline and one online) are implemented for the single-output cumulative structural equation model with an additive-noise output measurement equation and assumptions of normality and independence. The corresponding scientific papers are referenced in the descriptions of the functions implementing these algorithms.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("EMLI")

0.3.0 by Vytautas Dulskis, a year ago


Browse source code at https://github.com/cran/EMLI


Authors: Vytautas Dulskis [cre, aut] , Leonidas Sakalauskas [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports stats


See at CRAN