Fig. 1From: Constrained expectation maximisation algorithm for estimating ARMA models in state space representationEvolution of (−2)log(likelihood) (left) and the Frobenius norm (right) during the EM optimisation procedure, with joint updating of A and C, for a IC-LSS model with structure 2×ARMA(2,1) and one particular choice of initial parameter estimates; for the first two iterations the values of (−2)log(likelihood) fall outside of the figureBack to article page