This a Bayesian ICA algorithm for the linear instantaneous mixing model with additive Gaussian noise [1]. The inference problem is solved by ML-II, i....
The module LSQ is for unconstrained linear least-squares fitting. It is
based upon Applied Statistics algorithm AS 274 (see comments at the start
of...
The standard optimum Kalman filter demands complete
knowledge of the system parameters, the input forcing functions, and
the noise statistics. Sever...