状态模型的极大似然估计，使用EM算法，以及卡尔曼滤波。-This supplementary note discusses the maximum likelihood esti-mation of state space models using Expectation-Maximization (EM) algorithm and

bootstrap procedure for statistical inference. A Matlab program scr ipt implement-ing the Kalman ¯ lter, Kalman smoother and EM algorithm